An Introduction To Stochastic Modeling

Author by : Howard M. Taylor
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 53
Total Download : 815
File Size : 50,9 Mb
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Description : An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.


An Introduction To Stochastic Modeling

Author by : Mark A. Pinsky
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 26
Total Download : 129
File Size : 44,8 Mb
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Description : 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 * Solutions manual available to adopting instructors


An Introduction To Stochastic Modeling

Author by : Howard M. Taylor
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 70
Total Download : 543
File Size : 40,9 Mb
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Description : This textbook is intended for one-semester courses in stochastic processes for students familiar with elementary probability theory and calculus. This revised edition includes twice the number of exercises as the first edition, many of which are application problems.


Introduction To Stochastic Models

Author by : Roe Goodman
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 54
Total Download : 494
File Size : 53,9 Mb
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Description : Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.


An Introduction To Stochastic Processes And Their Applications

Author by : Chin Long Chiang
Language : en
Publisher by : Krieger Publishing Company
Format Available : PDF, ePub, Mobi
Total Read : 17
Total Download : 322
File Size : 50,9 Mb
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Description : Random variables. Probability generating functions. Exponential-type distributions and maximum likelihood estimation. Branching process, random walk and ruin problem. Markov chains. Algebraic treatment of finite Markov chains. Renewal processes. Some stochastic models of population growth. A general birth process, an equality and an epidemic model. Birth-death processes and queueing processes. A simple illness-death process - fix-neyman processes. Multiple transition probabilities in the simple illness death process. Multiple transition time in the simple illness death process - an alternating renewal process. The kolmogorov differential equations and finite markov processes. Kolmogorov differential equations and finite markov processes - continuation. A general illness-death process. Migration processes and birth-illness-death processes.


Stochastic Modelling For Systems Biology

Author by : Darren J. Wilkinson
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 88
Total Download : 289
File Size : 53,6 Mb
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Description : Although stochastic kinetic models are increasingly accepted as the best way to represent and simulate genetic and biochemical networks, most researchers in the field have limited knowledge of stochastic process theory. The stochastic processes formalism provides a beautiful, elegant, and coherent foundation for chemical kinetics and there is a wealth of associated theory every bit as powerful and elegant as that for conventional continuous deterministic models. The time is right for an introductory text written from this perspective. Stochastic Modelling for Systems Biology presents an accessible introduction to stochastic modelling using examples that are familiar to systems biology researchers. Focusing on computer simulation, the author examines the use of stochastic processes for modelling biological systems. He provides a comprehensive understanding of stochastic kinetic modelling of biological networks in the systems biology context. The text covers the latest simulation techniques and research material, such as parameter inference, and includes many examples and figures as well as software code in R for various applications. While emphasizing the necessary probabilistic and stochastic methods, the author takes a practical approach, rooting his theoretical development in discussions of the intended application. Written with self-study in mind, the book includes technical chapters that deal with the difficult problems of inference for stochastic kinetic models from experimental data. Providing enough background information to make the subject accessible to the non-specialist, the book integrates a fairly diverse literature into a single convenient and notationally consistent source.


An Elementary Introduction To Stochastic Interest Rate Modeling

Author by : Nicolas Privault
Language : en
Publisher by : World Scientific
Format Available : PDF, ePub, Mobi
Total Read : 95
Total Download : 840
File Size : 45,7 Mb
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Description : Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.


Stochastic Models Analysis And Applications

Author by : B. R. Bhat
Language : en
Publisher by : New Age International
Format Available : PDF, ePub, Mobi
Total Read : 53
Total Download : 571
File Size : 41,7 Mb
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Description : 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.


An Introduction To Stochastic Processes With Applications To Biology

Author by : Linda J. S. Allen
Language : en
Publisher by : Prentice Hall
Format Available : PDF, ePub, Mobi
Total Read : 40
Total Download : 143
File Size : 52,9 Mb
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Description : Plenty of examples, diagrams, and figures take readers step-by-step through well-known classical biological models to ensure complete understanding of stochastic formulation. Probability, Markov Chains, discrete time branching processes, population genetics, and birth and death chains. For biologists and other professionals who want a comprehensive, easy-to-follow introduction to stochastic formulation as it pertains to biology.