The Theory Of Stochastic Processes

Author by : D.R. Cox
Language : en
Publisher by : CRC Press
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Description : The random walk; Markov chains; Markov processes with discrete states in continuous time; Markov processes in continuous time with continuous state space; Non-markovian processes; Stationary processes: time domain; Stationary processes: frequency domain; Point processes; Appendices; Index.


General Theory Of Markov Processes

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Language : en
Publisher by : Academic Press
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Description : General Theory of Markov Processes


Theory Of Markov Processes

Author by : E. B. Dynkin
Language : en
Publisher by : Elsevier
Format Available : PDF, ePub, Mobi
Total Read : 77
Total Download : 568
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Description : Theory of Markov Processes provides information pertinent to the logical foundations of the theory of Markov random processes. This book discusses the properties of the trajectories of Markov processes and their infinitesimal operators. Organized into six chapters, this book begins with an overview of the necessary concepts and theorems from measure theory. This text then provides a general definition of Markov process and investigates the operations that make possible an inspection of the class of Markov processes corresponding to a given transition function. Other chapters consider the more complicated operation of generating a subprocess. This book discusses as well the construction of Markov processes with given transition functions. The final chapter deals with the conditions to be imposed on the transition function so that among the Markov processes corresponding to this function, there should be at least one. This book is a valuable resource for mathematicians, students, and research workers.


Elements Of The Theory Of Markov Processes And Their Applications

Author by : A. T. Bharucha-Reid
Language : en
Publisher by : Courier Corporation
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Total Read : 61
Total Download : 389
File Size : 47,8 Mb
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Description : This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.


Markov Processes And Potential Theory

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Language : en
Publisher by : Academic Press
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Description : Markov Processes and Potential Theory


An Introduction To Markov Processes

Author by : Daniel W. Stroock
Language : en
Publisher by : Springer Science & Business Media
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Total Read : 22
Total Download : 765
File Size : 44,5 Mb
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Description : This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.


The Theory Of Stochastic Processes

Author by : David Roxbee Cox
Language : en
Publisher by :
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Total Read : 67
Total Download : 535
File Size : 44,6 Mb
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Description :


The Theory Of Stochastic Processes Ii

Author by : I.I. Gikhman
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 56
Total Download : 183
File Size : 50,6 Mb
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Description : From the Reviews: "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing." --K.L. Chung, American Scientist, 1977


Finite Markov Processes And Their Applications

Author by : Marius Iosifescu
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 45
Total Download : 357
File Size : 48,5 Mb
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Description : Self-contained treatment covers both theory and applications. Topics include the fundamental role of homogeneous infinite Markov chains in the mathematical modeling of psychology and genetics. 1980 edition.


Stochastic Processes

Author by : Robert G. Gallager
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 36
Total Download : 456
File Size : 49,5 Mb
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Description : This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.