Stochastic Processes Theory And Methods

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Stochastic Processes Theory And Methods

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Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2001

Stochastic Processes Theory And Methods 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 2001 with Mathematics categories.

This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

Stochastic Processes Theory And Methods

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Author : D N Shanbhag
language : en
Publisher: Elsevier
Release Date : 2001-03-08

Stochastic Processes Theory And Methods written by D N Shanbhag and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-03-08 with Science categories.

J. Neyman, one of the pioneers in laying the foundations of modern statistical theory, stressed the importance of stochastic processes in a paper written in 1960 in the following terms: Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research, if treated realistically, does not involve operations on stochastic processes. Arising from the need to solve practical problems, several major advances have taken place in the theory of stochastic processes and their applications. Books by Doob (1953; J. Wiley and Sons), Feller (1957, 1966; J. Wiley and Sons) and Loeve (1960; D. van Nostrand and Col., Inc.) among others, have created growing awareness and interest in the use of stochastic processes in scientific and technological studies.The literature on stochastic processes is very extensive and is distributed in several books and journals.

Combinatorial Methods In The Theory Of Stochastic Processes

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Author : L. Takacs
language : en
Publisher: John Wiley & Sons
Release Date : 1967-01-15

Combinatorial Methods In The Theory Of Stochastic Processes written by L. Takacs 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 1967-01-15 with Mathematics categories.

Rabi N Bhattacharya

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Author : Manfred Denker
language : en
Publisher: Birkhäuser
Release Date : 2016-06-30

Rabi N Bhattacharya written by Manfred Denker and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-30 with Mathematics categories.

This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.

Handbook Of Financial Time Series

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Author : Torben Gustav Andersen
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-04-21

Handbook Of Financial Time Series written by Torben Gustav Andersen 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 2009-04-21 with Business & Economics categories.

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

Chemical Engineering

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Author : Tanase Gh. Dobre
language : en
Publisher: John Wiley & Sons
Release Date : 2007-06-18

Chemical Engineering written by Tanase Gh. Dobre 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 2007-06-18 with Science categories.

A description of the use of computer aided modeling and simulation in the development, integration and optimization of industrial processes. The two authors elucidate the entire procedure step-by-step, from basic mathematical modeling to result interpretation and full-scale process performance analysis. They further demonstrate similitude comparisons of experimental results from different systems as a tool for broadening the applicability of the calculation methods. Throughout, the book adopts a very practical approach, addressing actual problems and projects likely to be encountered by the reader, as well as fundamentals and solution strategies for complex problems. It is thus equally useful for student and professional engineers and chemists involved in industrial process and production plant design, construction or upgrading.

Non Stationary Stochastic Processes Estimation

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Author : Maksym Luz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-05-20

Non Stationary Stochastic Processes Estimation written by Maksym Luz 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 2024-05-20 with Business & Economics categories.

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.

An Introduction To Continuous Time Stochastic Processes

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Author : Vincenzo Capasso
language : en
Publisher: Springer Nature
Release Date : 2021-06-18

An Introduction To Continuous Time Stochastic Processes written by Vincenzo Capasso and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-18 with Mathematics categories.

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across different fields. Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic differential equations. An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.

Introduction To Statistical Process Control

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Author : Peihua Qiu
language : en
Publisher: CRC Press
Release Date : 2013-10-14

Introduction To Statistical Process Control written by Peihua Qiu and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-14 with Business & Economics categories.

A major tool for quality control and management, statistical process control (SPC) monitors sequential processes, such as production lines and Internet traffic, to ensure that they work stably and satisfactorily. Along with covering traditional methods, Introduction to Statistical Process Control describes many recent SPC methods that improve upon the more established techniques. The author—a leading researcher on SPC—shows how these methods can handle new applications. After exploring the role of SPC and other statistical methods in quality control and management, the book covers basic statistical concepts and methods useful in SPC. It then systematically describes traditional SPC charts, including the Shewhart, CUSUM, and EWMA charts, as well as recent control charts based on change-point detection and fundamental multivariate SPC charts under the normality assumption. The text also introduces novel univariate and multivariate control charts for cases when the normality assumption is invalid and discusses control charts for profile monitoring. All computations in the examples are solved using R, with R functions and datasets available for download on the author’s website. Offering a systematic description of both traditional and newer SPC methods, this book is ideal as a primary textbook for a one-semester course in disciplines concerned with process quality control, such as statistics, industrial and systems engineering, and management sciences. It can also be used as a supplemental textbook for courses on quality improvement and system management. In addition, the book provides researchers with many useful, recent research results on SPC and gives quality control practitioners helpful guidelines on implementing up-to-date SPC techniques.

Understanding Advanced Statistical Methods

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Author : Peter Westfall
language : en
Publisher: CRC Press
Release Date : 2013-04-09

Understanding Advanced Statistical Methods written by Peter Westfall and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-09 with Mathematics categories.

Providing a much-needed bridge between elementary statistics courses and advanced research methods courses, Understanding Advanced Statistical Methods helps students grasp the fundamental assumptions and machinery behind sophisticated statistical topics, such as logistic regression, maximum likelihood, bootstrapping, nonparametrics, and Bayesian me