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Author: P.-C.G. Vassiliou
Publisher: CRC Press
ISBN: 135198070X
Category : Mathematics
Languages : en
Pages : 607
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Book Description
Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Author: P.-C.G. Vassiliou
Publisher: CRC Press
ISBN: 135198070X
Category : Mathematics
Languages : en
Pages : 607
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Book Description
Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Author: D. J. Hartfiel
Publisher: World Scientific
ISBN: 9810246285
Category : Science
Languages : en
Pages : 236
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Book Description
Puts together much of the basic work on infinite products of matrices, providing a primary source for such work.
Author: Darald J. Hartfiel
Publisher: Springer
ISBN: 3540687114
Category : Mathematics
Languages : en
Pages : 135
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Book Description
In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.
Author: M. Corless
Publisher: SIAM
ISBN: 1611974216
Category : Mathematics
Languages : en
Pages : 230
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Book Description
This is the first comprehensive book on the AIMD algorithm, the most widely used method for allocating a limited resource among competing agents without centralized control. The authors offer a new approach that is based on positive switched linear systems. It is used to develop most of the main results found in the book, and fundamental results on stochastic switched nonnegative and consensus systems are derived to obtain these results. The original and best known application of the algorithm is in the context of congestion control and resource allocation on the Internet, and readers will find details of several variants of the algorithm in order of increasing complexity, including deterministic, random, linear, and nonlinear versions. In each case, stability and convergence results are derived based on unifying principles. Basic and fundamental properties of the algorithm are described, examples are used to illustrate the richness of the resulting dynamical systems, and applications are provided to show how the algorithm can be used in the context of smart cities, intelligent transportation systems, and the smart grid.
Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574
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Book Description
Author: Dennis G. Zill
Publisher: Jones & Bartlett Publishers
ISBN: 1284105903
Category : Mathematics
Languages : en
Pages : 1047
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Book Description
Modern and comprehensive, the new sixth edition of Zill’s Advanced Engineering Mathematics is a full compendium of topics that are most often covered in engineering mathematics courses, and is extremely flexible to meet the unique needs of courses ranging from ordinary differential equations to vector calculus. A key strength of this best-selling text is Zill’s emphasis on differential equation as mathematical models, discussing the constructs and pitfalls of each.
Author: Dmitry Dolgopyat
Publisher: Springer Nature
ISBN: 3031326016
Category : Mathematics
Languages : en
Pages : 348
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Book Description
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Author: David Stapleton
Publisher: Elsevier
ISBN: 0443222886
Category : Mathematics
Languages : en
Pages : 882
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Book Description
Advanced Calculus for Mathematical Modeling in Engineering and Physics introduces the principles and methods of advanced calculus for mathematical modeling, through a balance of theory and application using a state space approach with elementary functional analysis. This framework facilitates a deeper understanding of the nature of mathematical models and of the behavior of their solutions. The work provides a variety of advanced calculus models for mathematical, physical science, and engineering audiences, with discussion of how calculus-based models and their discrete analogies are generated. This valuable textbook offers scientific computations driven by Octave/MATLAB script, in recognition of the rising importance of associated numerical models. - Adopts a state space/functional analysis approach to advanced calculus-based models to provide a better understanding of the development of models and the behaviors of their solutions - Uniquely includes discrete analogies to calculus-based models, as well as the derivation of many advanced calculus models of physics and engineering– instead of only seeking solutions to the models - Offers online teaching support for qualified instructors (for selected solutions) and study materials for students (MATLAB/Octave scripts)
Author: Per K. Andersen
Publisher: Springer Science & Business Media
ISBN: 1461243483
Category : Mathematics
Languages : en
Pages : 779
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Book Description
Modern survival analysis and more general event history analysis may be effectively handled within the mathematical framework of counting processes. This book presents this theory, which has been the subject of intense research activity over the past 15 years. The exposition of the theory is integrated with careful presentation of many practical examples, drawn almost exclusively from the authors'own experience, with detailed numerical and graphical illustrations. Although Statistical Models Based on Counting Processes may be viewed as a research monograph for mathematical statisticians and biostatisticians, almost all the methods are given in concrete detail for use in practice by other mathematically oriented researchers studying event histories (demographers, econometricians, epidemiologists, actuarial mathematicians, reliability engineers and biologists). Much of the material has so far only been available in the journal literature (if at all), and so a wide variety of researchers will find this an invaluable survey of the subject.
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 930
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Book Description
