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Author: A. T. Bharucha-Reid
Publisher: Courier Corporation
ISBN: 0486150356
Category : Mathematics
Languages : en
Pages : 485
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Book 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.
Author: A. T. Bharucha-Reid
Publisher: Courier Corporation
ISBN: 0486150356
Category : Mathematics
Languages : en
Pages : 485
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Book 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.
Author: Marius Iosifescu
Publisher: Courier Corporation
ISBN: 0486458695
Category : Mathematics
Languages : en
Pages : 305
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Book 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.
Author: Loon Ching Tang
Publisher: World Scientific
ISBN: 9812793194
Category : Mathematics
Languages : en
Pages : 237
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Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
Author: Albert T. Bharucha-Reid
Publisher:
ISBN: 9780070051560
Category : Markov processes
Languages : en
Pages : 0
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Book Description
Author: Sophia L. Kalpazidou
Publisher: Springer Science & Business Media
ISBN: 0387360816
Category : Mathematics
Languages : en
Pages : 313
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Book Description
This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory. The second edition of this book adds new advances to many directions, which reveal wide-ranging interpretations of the cycle representations like homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The versatility of these interpretations is consequently motivated by the existence of algebraic-topological principles in the fundamentals of the cycle representations. This book contains chapter summaries as well as a number of detailed illustrations. Review of the earlier edition: "This is a very useful monograph which avoids ready ways and opens new research perspectives. It will certainly stimulate further work, especially on the interplay of algebraic and geometrical aspects of Markovian dependence and its generalizations." Math Reviews
Author: Phillip Cutler
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Nikolaos Limnios
Publisher: Springer Science & Business Media
ISBN: 9780817641962
Category : Technology & Engineering
Languages : en
Pages : 238
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Book Description
At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop ment, which is not finished yet, when the idea of the Markov property was brought in. Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The modern theory of Markov processes has its origins in the studies by A. A: Markov (1856-1922) of sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian mo tion. Later, many generalizations (in fact all kinds of weakenings of the Markov property) of Markov type stochastic processes were proposed. Some of them have led to new classes of stochastic processes and useful applications. Let us mention some of them: systems with complete connections [90, 91, 45, 86]; K-dependent Markov processes [44]; semi-Markov processes, and so forth. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia bility.
Author: Carlos Polanco
Publisher: Bentham Science Publishers
ISBN: 9815080482
Category : Mathematics
Languages : en
Pages : 203
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Book Description
Markov Chain Process: Theory and Cases is designed for students of natural and formal sciences. It explains the fundamentals related to a stochastic process that satisfies the Markov property. It presents 10 structured chapters that provide a comprehensive insight into the complexity of this subject by presenting many examples and case studies that will help readers to deepen their acquired knowledge and relate learned theory to practice. This book is divided into four parts. The first part thoroughly examines the definitions of probability, independent events, mutually (and not mutually) exclusive events, conditional probability, and Bayes’ theorem, which are essential elements in Markov’s theory. The second part examines the elements of probability vectors, stochastic matrices, regular stochastic matrices, and fixed points. The third part presents multiple cases in various disciplines: Predictive computational science, Urban complex systems, Computational finance, Computational biology, Complex systems theory, and Computational Science in Engineering. The last part introduces learners to Fortran 90 programs and Linux scripts. To make the comprehension of Markov Chain concepts easier, all the examples, exercises, and case studies presented in this book are completely solved and given in a separate section. This book serves as a textbook (either primary or auxiliary) for students required to understand Markov Chains in their courses, and as a reference book for researchers who want to learn about methods that involve Markov Processes.
Author: Nicolas Privault
Publisher: Springer
ISBN: 9811306591
Category : Mathematics
Languages : en
Pages : 372
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Book Description
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.
Author: Albert T. Bharucha-Reid
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 0
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Book Description
