A First Course In Stochastic Models

Author by : Henk C. Tijms
Language : en
Publisher by : John Wiley and Sons
Format Available : PDF, ePub, Mobi
Total Read : 82
Total Download : 421
File Size : 47,9 Mb
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Description : The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing the theoretical foundations of the subject, thereby providing a framework in which the applications can be understood. Without this solid basis in theory no applications can be solved. Provides an introduction to the use of stochastic models through an integrated presentation of theory, algorithms and applications. Incorporates recent developments in computational probability. Includes a wide range of examples that illustrate the models and make the methods of solution clear. Features an abundance of motivating exercises that help the student learn how to apply the theory. Accessible to anyone with a basic knowledge of probability. A First Course in Stochastic Models is suitable for senior undergraduate and graduate students from computer science, engineering, statistics, operations resear ch, and any other discipline where stochastic modelling takes place. It stands out amongst other textbooks on the subject because of its integrated presentation of theory, algorithms and applications.


A Second Course In Stochastic Processes

Author by : Samuel Karlin
Language : en
Publisher by : Gulf Professional Publishing
Format Available : PDF, ePub, Mobi
Total Read : 79
Total Download : 488
File Size : 49,7 Mb
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Description : Algebraic methods in markov chains; Ratio theorems of transition probabilities and applications; Sums of independent random variables as a markov chain; Order statistics, poisson processes, and applications; Continuous time markov chains; Diffusion processes; Compouding stochastic processes; Fluctuation theory of partial sums of independent identically distributed random variables; Queueing processes.


A First Course In Stochastic Processes

Author by : Samuel Karlin
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 25
Total Download : 994
File Size : 54,5 Mb
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Description : A First Course in Stochastic Processes focuses on several principal areas of stochastic processes and the diversity of applications of stochastic processes, including Markov chains, Brownian motion, and Poisson processes. The publication first takes a look at the elements of stochastic processes, Markov chains, and the basic limit theorem of Markov chains and applications. Discussions focus on criteria for recurrence, absorption probabilities, discrete renewal equation, classification of states of a Markov chain, and review of basic terminologies and properties of random variables and distribution functions. The text then examines algebraic methods in Markov chains and ratio theorems of transition probabilities and applications. The manuscript elaborates on the sums of independent random variables as a Markov chain, classical examples of continuous time Markov chains, and continuous time Markov chains. Topics include differentiability properties of transition probabilities, birth and death processes with absorbing states, general pure birth processes and Poisson processes, and recurrence properties of sums of independent random variables. The book then ponders on Brownian motion, compounding stochastic processes, and deterministic and stochastic genetic and ecological processes. The publication is a valuable source of information for readers interested in stochastic processes.


Probability And Stochastic Modeling

Author by : Vladimir I. Rotar
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 50
Total Download : 601
File Size : 51,8 Mb
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Description : A First Course in Probability with an Emphasis on Stochastic Modeling Probability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability texts, the book also focuses on increasingly important areas, such as martingales, classification of dependency structures, and risk evaluation. Numerous examples, exercises, and models using real-world data demonstrate the practical possibilities and restrictions of different approaches and help students grasp general concepts and theoretical results. The text is suitable for majors in mathematics and statistics as well as majors in computer science, economics, finance, and physics. The author offers two explicit options to teaching the material, which is reflected in "routes" designated by special "roadside" markers. The first route contains basic, self-contained material for a one-semester course. The second provides a more complete exposition for a two-semester course or self-study.


Stochastic Models In Operations Research Stochastic Optimization

Author by : Daniel P. Heyman
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 85
Total Download : 194
File Size : 40,9 Mb
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Description : This two-volume set of texts explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. They demonstrate the interdependence of three areas of study that usually receive separate treatments: stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, they emphasize the practical importance, intellectual stimulation, and mathematical elegance of stochastic models and are intended primarily as graduate-level texts.


Stochastic Modeling Of Scientific Data

Author by : Peter Guttorp
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 84
Total Download : 876
File Size : 42,6 Mb
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Description : Stochastic Modeling of Scientific Data combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models in a clear, thoughtful and succinct manner. The distinguishing feature of this work is that, in addition to probability theory, it contains statistical aspects of model fitting and a variety of data sets that are either analyzed in the text or used as exercises. Markov chain Monte Carlo methods are introduced for evaluating likelihoods in complicated models and the forward backward algorithm for analyzing hidden Markov models is presented. The strength of this text lies in the use of informal language that makes the topic more accessible to non-mathematicians. The combinations of hard science topics with stochastic processes and their statistical inference puts it in a new category of probability textbooks. The numerous examples and exercises are drawn from astronomy, geology, genetics, hydrology, neurophysiology and physics.


Stochastic Models In Operations Research

Author by : DANIEL P AUTOR HEYMAN
Language : en
Publisher by : McGraw-Hill College
Format Available : PDF, ePub, Mobi
Total Read : 13
Total Download : 911
File Size : 51,7 Mb
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Description :


Introduction To Probability And Stochastic Processes With Applications

Author by : Liliana Blanco Castañeda
Language : en
Publisher by : John Wiley & Sons
Format Available : PDF, ePub, Mobi
Total Read : 41
Total Download : 633
File Size : 52,6 Mb
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Description : An easily accessible, real-world approach to probability andstochastic processes Introduction to Probability and Stochastic Processes withApplications presents a clear, easy-to-understand treatment ofprobability and stochastic processes, providing readers with asolid foundation they can build upon throughout their careers. Withan emphasis on applications in engineering, applied sciences,business and finance, statistics, mathematics, and operationsresearch, the book features numerous real-world examples thatillustrate how random phenomena occur in nature and how to useprobabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basicconcepts of probability to advanced topics for further study,including Itô integrals, martingales, and sigma algebras.Additional topical coverage includes: Distributions of discrete and continuous random variablesfrequently used in applications Random vectors, conditional probability, expectation, andmultivariate normal distributions The laws of large numbers, limit theorems, and convergence ofsequences of random variables Stochastic processes and related applications, particularly inqueueing systems Financial mathematics, including pricing methods such asrisk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisitemathematics and tables of standard distributions for use inapplications are provided, and plentiful exercises, problems, andsolutions are found throughout. Also, a related website featuresadditional exercises with solutions and supplementary material forclassroom use. Introduction to Probability and StochasticProcesses with Applications is an ideal book for probabilitycourses at the upper-undergraduate level. The book is also avaluable reference for researchers and practitioners in the fieldsof engineering, operations research, and computer science whoconduct data analysis to make decisions in their everyday work.


Classical And Spatial Stochastic Processes

Author by : Rinaldo B. Schinazi
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 21
Total Download : 726
File Size : 49,5 Mb
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Description : This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory). In guiding the student from the simplest classical models to some of the spatial models, currently the object of considerable research, the text is aimed at a broad audience of students in biology, engineering, mathematics, and physics. The first two chapters deal with discrete Markov chains-recurrence and tran sience, random walks, birth and death chains, ruin problem and branching pro cesses-and their stationary distributions. These classical topics are treated with a modem twist: in particular, the coupling technique is introduced in the first chap ter and is used throughout. The third chapter deals with continuous time Markov chains-Poisson process, queues, birth and death chains, stationary distributions. The second half of the book treats spatial processes. This is the main difference between this work and the many others on stochastic processes. Spatial stochas tic processes are (rightly) known as being difficult to analyze. The few existing books on the subject are technically challenging and intended for a mathemat ically sophisticated reader. We picked several interesting models-percolation, cellular automata, branching random walks, contact process on a tree-and con centrated on those properties that can be analyzed using elementary methods.


Stochastic Modeling And Mathematical Statistics

Author by : Francisco J. Samaniego
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 90
Total Download : 289
File Size : 45,9 Mb
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Description : Provides a Solid Foundation for Statistical Modeling and Inference and Demonstrates Its Breadth of Applicability Stochastic Modeling and Mathematical Statistics: A Text for Statisticians and Quantitative Scientists addresses core issues in post-calculus probability and statistics in a way that is useful for statistics and mathematics majors as well as students in the quantitative sciences. The book’s conversational tone, which provides the mathematical justification behind widely used statistical methods in a reader-friendly manner, and the book’s many examples, tutorials, exercises and problems for solution, together constitute an effective resource that students can read and learn from and instructors can count on as a worthy complement to their lectures. Using classroom-tested approaches that engage students in active learning, the text offers instructors the flexibility to control the mathematical level of their course. It contains the mathematical detail that is expected in a course for "majors" but is written in a way that emphasizes the intuitive content in statistical theory and the way theoretical results are used in practice. More than 1000 exercises and problems at varying levels of difficulty and with a broad range of topical focus give instructors many options in assigning homework and provide students with many problems on which to practice and from which to learn.