Stochastic Processes And Models
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Stochastic Processes And Models
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Author : David Stirzaker
language : en
Publisher: OUP Oxford
Release Date : 2005-07-21
Stochastic Processes And Models written by David Stirzaker and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-21 with Mathematics categories.
Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: random walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability.
Stochastic Models In Operations Research
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Author : Daniel P. Heyman
language : en
Publisher: Courier Corporation
Release Date : 2004-01-01
Stochastic Models In Operations Research written by Daniel P. Heyman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Mathematics categories.
This volume of a 2-volume set explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. Explores stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, this graduate-level text emphasizes the practical importance, intellectual stimulation, and mathematical elegance of stochastic models.
Stochastic Processes Modeling And Simulation
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Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2003-02-24
Stochastic Processes Modeling And Simulation written by D N Shanbhag and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-02-24 with Computers categories.
This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
Stochastic Models Analysis And Applications
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Author : B. R. Bhat
language : en
Publisher: New Age International
Release Date : 2004
Stochastic Models Analysis And Applications written by B. R. Bhat and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematical statistics categories.
The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic Models.Emphasising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap Between The Theory And Applications Of These Processes.The Basic Building Blocks Of Model Construction Are Explained In A Step By Step Manner, Starting From The Simplest Model Of Random Walk And Proceeding Gradually To More Complicated Models. Several Examples Are Given Throughout The Text To Illustrate Important Analytical Properties As Well As To Provide Applications.The Book Also Includes A Detailed Chapter On Inference For Stochastic Processes. This Chapter Highlights Some Of The Recent Developments In The Subject And Explains Them Through Illustrative Examples.An Important Feature Of The Book Is The Complements And Problems Section At The End Of Each Chapter Which Presents (I) Additional Properties Of The Model, (Ii) Extensions Of The Model, And (Iii) Applications Of The Model To Different Areas.With All These Features, This Is An Invaluable Text For Post-Graduate Students Of Statistics, Mathematics And Operation Research.
Stochastic Processes And Models In Operations Research
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Author : Anbazhagan, Neelamegam
language : en
Publisher: IGI Global
Release Date : 2016-03-24
Stochastic Processes And Models In Operations Research written by Anbazhagan, Neelamegam and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-24 with Business & Economics categories.
Decision-making is an important task no matter the industry. Operations research, as a discipline, helps alleviate decision-making problems through the extraction of reliable information related to the task at hand in order to come to a viable solution. Integrating stochastic processes into operations research and management can further aid in the decision-making process for industrial and management problems. Stochastic Processes and Models in Operations Research emphasizes mathematical tools and equations relevant for solving complex problems within business and industrial settings. This research-based publication aims to assist scholars, researchers, operations managers, and graduate-level students by providing comprehensive exposure to the concepts, trends, and technologies relevant to stochastic process modeling to solve operations research problems.
Stochastic Processes
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Author : D. N. Shanbhag
language : en
Publisher:
Release Date : 2003
Stochastic Processes written by D. N. Shanbhag and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
A Course In Stochastic Processes
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Author : Denis Bosq
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
A Course In Stochastic Processes written by Denis Bosq and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.
Basics Of Applied Stochastic Processes
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Author : Richard Serfozo
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-24
Basics Of Applied Stochastic Processes written by Richard Serfozo and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-24 with Mathematics categories.
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.
Stochastic Models Information Theory And Lie Groups Volume 2
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Author : Gregory S. Chirikjian
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-11-15
Stochastic Models Information Theory And Lie Groups Volume 2 written by Gregory S. Chirikjian and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-15 with Mathematics categories.
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
An Introduction To Stochastic Modeling
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Author : Howard M. Taylor
language : en
Publisher: Gulf Professional Publishing
Release Date : 1998-02-06
An Introduction To Stochastic Modeling written by Howard M. Taylor and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-06 with Mathematics categories.
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. Realistic applications from a variety of disciplines integrated throughout the text Plentiful, updated and more rigorous problems, including computer "challenges" Revised end-of-chapter exercises sets-in all, 250 exercises with answers New chapter on Brownian motion and related processes Additional sections on Matingales and Poisson process