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Stochastic Processes Basic Theory And Its Applications

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Stochastic Processes

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Author : Narahari Umanath Prabhu
language : en
Publisher: World Scientific
Release Date : 2007

Stochastic Processes written by Narahari Umanath Prabhu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Stochastic Processes Basic Theory And Its Applications

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Author : Narahari U Prabhu
language : en
Publisher: World Scientific Publishing Company
Release Date : 2007-10-02

Stochastic Processes Basic Theory And Its Applications written by Narahari U Prabhu and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-02 with Mathematics categories.

Stochastic Processes

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Author : Narahari Umanath Prabhu
language : en
Publisher:
Release Date : 2007

Stochastic Processes written by Narahari Umanath Prabhu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Electronic books categories.

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.

Probability Theory And Its Applications In China

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Author : Shijian Yan
language : en
Publisher: American Mathematical Soc.
Release Date : 1991

Probability Theory And Its Applications In China written by Shijian Yan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Mathematics categories.

Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.

Nasa Technical Report

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Author :
language : en
Publisher:
Release Date : 1969

Nasa Technical Report written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Aerodynamics categories.

Applied Statistics

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Author : Lothar Sachs
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Applied Statistics written by Lothar Sachs 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 2012-12-06 with Mathematics categories.

An English translation now joins the Russian and Spanish versions. It is based on the newly revised fifth edition of the German version of the book. The original edition has become very popular as a learning and reference source with easy to follow recipes and cross references for scientists in fields such as engineering, chemistry and the life sciences. Little mathematical background is required of the reader and some important topics, like the logarithm, are dealt with in the preliminaries preceding chapter one. The usefulness of the book as a reference is enhanced by a number of convenient tables and by references to other tables and methods, both in the text and in the bibliography. The English edition contains more material than the German original. I am most grateful to all who have in conversations, letters or reviews suggested improvements in or criticized earlier editions. Comments and suggestions will continue to be welcome. We are especially grateful to Mrs. Dorothy Aeppli of St. Paul, Minnesota, for providing numerous valuable comments during the preparation of the English manuscript. The author and the translator are responsible for any remaining faults and imperfections. I welcome any suggestions for improvement. My greatest personal gratitude goes to the translator, Mr. Zenon Reynaro wych, whose skills have done much to clarify the text, and to Springer-Verlag.

Basic Theory

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Author : Anatoly Kochubei
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-02-19

Basic Theory written by Anatoly Kochubei and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-19 with Mathematics categories.

This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.

Probability And Statistics With Reliability Queuing And Computer Science Applications

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Author : Kishor S. Trivedi
language : en
Publisher: John Wiley & Sons
Release Date : 2016-06-30

Probability And Statistics With Reliability Queuing And Computer Science Applications written by Kishor S. Trivedi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-30 with Computers categories.

An accessible introduction to probability, stochastic processes, and statistics for computer science and engineering applications Second edition now also available in Paperback. This updated and revised edition of the popular classic first edition relates fundamental concepts in probability and statistics to the computer sciences and engineering. The author uses Markov chains and other statistical tools to illustrate processes in reliability of computer systems and networks, fault tolerance, and performance. This edition features an entirely new section on stochastic Petri nets—as well as new sections on system availability modeling, wireless system modeling, numerical solution techniques for Markov chains, and software reliability modeling, among other subjects. Extensive revisions take new developments in solution techniques and applications into account and bring this work totally up to date. It includes more than 200 worked examples and self-study exercises for each section. Probability and Statistics with Reliability, Queuing and Computer Science Applications, Second Edition offers a comprehensive introduction to probability, stochastic processes, and statistics for students of computer science, electrical and computer engineering, and applied mathematics. Its wealth of practical examples and up-to-date information makes it an excellent resource for practitioners as well. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Mathematical Ecology

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Author : Thomas G. Hallam
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Mathematical Ecology written by Thomas G. Hallam 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 2012-12-06 with Mathematics categories.

There isprobably no more appropriate location to hold a course on mathematical ecology than Italy, the countryofVito Volterra, a founding father ofthe subject. The Trieste 1982Autumn Course on Mathematical Ecology consisted of four weeksofvery concentrated scholasticism and aestheticism. The first weeks were devoted to fundamentals and principles ofmathematicalecology. A nucleusofthe material from the lectures presented during this period constitutes this book. The final week and a half of the Course was apportioned to the Trieste Research Conference on Mathematical Ecology whose proceedings have been published as Volume 54, Lecture Notes in Biomathematics, Springer-Verlag. The objectivesofthe first portionofthe course wereambitious and, probably, unattainable. Basic principles of the areas of physiological, population, com munitY, and ecosystem ecology that have solid ecological and mathematical foundations were to be presented. Classical terminology was to be introduced, important fundamental topics were to be developed, some past and some current problems of interest were to be presented, and directions for possible research were to be provided. Due to time constraints, the coverage could not be encyclopedic;many areas covered already have merited treatises of book length. Consequently, preliminary foundation material was covered in some detail, but subject overviewsand area syntheseswerepresented when research frontiers were being discussed. These lecture notes reflect this course philosophy.

Stochastic Processes Basic Theory And Its Applications

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