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Author: Olle Häggström
Publisher: Cambridge University Press
ISBN: 9780521890014
Category : Mathematics
Languages : en
Pages : 132
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Book Description
Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding.
Author: Olle Häggström
Publisher: Cambridge University Press
ISBN: 9780521890014
Category : Mathematics
Languages : en
Pages : 132
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Book Description
Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability theory and Markov chains before applying it to study a range of randomized algorithms with important applications in optimization and other problems in computing. Amongst the algorithms covered are the Markov chain Monte Carlo method, simulated annealing, and the recent Propp-Wilson algorithm. This book will appeal not only to mathematicians, but also to students of statistics and computer science. The subject matter is introduced in a clear and concise fashion and the numerous exercises included will help students to deepen their understanding.
Author: Marius Iosifescu
Publisher: Courier Corporation
ISBN: 0486150585
Category : Mathematics
Languages : en
Pages : 305
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Book Description
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
Author: Raymond Somers
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
Author: Kong Yip Lee
Publisher:
ISBN:
Category :
Languages : en
Pages : 166
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Book Description
Author: Mary Ruth Magner
Publisher:
ISBN:
Category :
Languages : en
Pages : 118
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Book Description
Author: Vlad Stefan Barbu
Publisher: Springer Science & Business Media
ISBN: 0387731733
Category : Mathematics
Languages : en
Pages : 233
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Book Description
Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoretical oriented reliability and bioinformatics engineers.
Author: Wai-Ki Ching
Publisher: Springer Science & Business Media
ISBN: 038729337X
Category : Mathematics
Languages : en
Pages : 212
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Book Description
Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models. Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems.
Author: John G. Kemeny
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 232
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Book Description
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: Dean L. Isaacson
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 282
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Book Description
Fundamental concepts of Markov chains; The classical approach to markov chains; The algebraic approach to Markov chains; Nonstationary Markov chains and the ergodic coeficient; Analysis of a markov chain on a computer; Continuous time Markov chains.
