Markov Processes For Stochastic Modeling

Author by : Oliver Ibe
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 34
Total Download : 619
File Size : 46,9 Mb
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Description : Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal. - Provides the practical, current applications of Markov processes - Coverage of HMM, Point processes, and Monte Carlo - Includes enough theory to help students gain throrough understanding of the subject - Principles can be immediately applied in many specific research projects, saving researchers time - End of chapter exercises provide reinforcement, practice and increased understanding to the student


Exam Prep For Students Solutions Manual For College Algebra Graphs And Models

Author by : David Mason
Language : en
Publisher by : Rico Publications
Format Available : PDF, ePub, Mobi
Total Read : 95
Total Download : 650
File Size : 50,6 Mb
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Description : Mathematics includes the study of such topics as quantity, structure, space, and change. This book provides over 2,000 Exam Prep questions and answers to accompany the text Students Solutions Manual for College Algebra; Graphs and Models Items include highly probable exam items: Population, Jacobi polynomials, discrete, parabola, real part, Wave, trigonometric functions, Algorithm, Limit cycle, discrete, Tractrix, Initial condition, column, Tangent vector, Singular solution, Notation, Integrating factor, and more.


Exam Prep For Student Solutions Manual For Algebra And Trigonometry With Modeling Visualization And Precalculus With Modeling And Visualization

Author by : David Mason
Language : en
Publisher by : Rico Publications
Format Available : PDF, ePub, Mobi
Total Read : 80
Total Download : 327
File Size : 43,8 Mb
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Description : Mathematics includes the study of such topics as quantity, structure, space, and change. This book provides over 2,000 Exam Prep questions and answers to accompany the text Student Solutions Manual for Algebra and Trigonometry with Modeling Visualization and Precalculus with Modeling and Visualization Items include highly probable exam items: y-intercept, set-builder, System, Derivative, Cartesian coordinate system, Population, Complex number, Multiplicative inverse, Prediction, Cube root, and more.


Student Solutions Manual To Accompany Simulation And The Monte Carlo Method

Author by : Dirk P. Kroese
Language : en
Publisher by : Wiley-Interscience
Format Available : PDF, ePub, Mobi
Total Read : 33
Total Download : 797
File Size : 49,7 Mb
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Description : This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB® programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.


Student Solutions Manual To Accompany Simulation And The Monte Carlo Method Student Solutions Manual

Author by : Dirk P. Kroese
Language : en
Publisher by : John Wiley & Sons
Format Available : PDF, ePub, Mobi
Total Read : 45
Total Download : 602
File Size : 44,9 Mb
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Description : This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB® programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.


An Introduction To Stochastic Modeling

Author by : Howard M. Taylor
Language : en
Publisher by : Gulf Professional Publishing
Format Available : PDF, ePub, Mobi
Total Read : 67
Total Download : 927
File Size : 49,7 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 : Mark A. Pinsky
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 30
Total Download : 666
File Size : 43,7 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


Statistics Catalog 2005

Author by : Neil Thomson
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 45
Total Download : 110
File Size : 46,7 Mb
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Description :