Author: Andreas Diekmann
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 362
Book Description
Stochastic Modelling of Social Processes
Author: Andreas Diekmann
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 362
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 362
Book Description
Stochastic Modelling of Social Processes
Author: Andreas Diekmann
Publisher: Academic Press
ISBN: 1483266567
Category : Mathematics
Languages : en
Pages : 352
Book Description
Stochastic Modelling of Social Processes provides information pertinent to the development in the field of stochastic modeling and its applications in the social sciences. This book demonstrates that stochastic models can fulfill the goals of explanation and prediction. Organized into nine chapters, this book begins with an overview of stochastic models that fulfill normative, predictive, and structural–analytic roles with the aid of the theory of probability. This text then examines the study of labor market structures using analysis of job and career mobility, which is one of the approaches taken by sociologists in research on the labor market. Other chapters consider the characteristic trends and patterns from data on divorces. This book discusses as well the two approaches of stochastic modeling of social processes, namely competing risk models and semi-Markov processes. The final chapter deals with the practical application of regression models of survival data. This book is a valuable resource for social scientists and statisticians.
Publisher: Academic Press
ISBN: 1483266567
Category : Mathematics
Languages : en
Pages : 352
Book Description
Stochastic Modelling of Social Processes provides information pertinent to the development in the field of stochastic modeling and its applications in the social sciences. This book demonstrates that stochastic models can fulfill the goals of explanation and prediction. Organized into nine chapters, this book begins with an overview of stochastic models that fulfill normative, predictive, and structural–analytic roles with the aid of the theory of probability. This text then examines the study of labor market structures using analysis of job and career mobility, which is one of the approaches taken by sociologists in research on the labor market. Other chapters consider the characteristic trends and patterns from data on divorces. This book discusses as well the two approaches of stochastic modeling of social processes, namely competing risk models and semi-Markov processes. The final chapter deals with the practical application of regression models of survival data. This book is a valuable resource for social scientists and statisticians.
Stochastic Models for Social Processes
Author: David J. Bartholomew
Publisher: Chichester ; New York : Wiley
ISBN:
Category : Mathematics
Languages : en
Pages : 392
Book Description
Publisher: Chichester ; New York : Wiley
ISBN:
Category : Mathematics
Languages : en
Pages : 392
Book Description
Markov Processes for Stochastic Modeling
Author: Oliver Ibe
Publisher: Newnes
ISBN: 0124078397
Category : Mathematics
Languages : en
Pages : 515
Book Description
Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems 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. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. - Presents both the theory and applications of the different aspects of Markov processes - Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented - Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
Publisher: Newnes
ISBN: 0124078397
Category : Mathematics
Languages : en
Pages : 515
Book Description
Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems 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. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. - Presents both the theory and applications of the different aspects of Markov processes - Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented - Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
An Introduction to Stochastic Modeling
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
Book 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.
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
Book 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.
Stochastic Modelling in Process Technology
Author: Herold G. Dehling
Publisher: Elsevier
ISBN: 0080548970
Category : Mathematics
Languages : en
Pages : 291
Book Description
There is an ever increasing need for modelling complex processes reliably. Computational modelling techniques, such as CFD and MD may be used as tools to study specific systems, but their emergence has not decreased the need for generic, analytical process models. Multiphase and multicomponent systems, and high-intensity processes displaying a highly complex behaviour are becoming omnipresent in the processing industry. This book discusses an elegant, but little-known technique for formulating process models in process technology: stochastic process modelling. The technique is based on computing the probability distribution for a single particle's position in the process vessel, and/or the particle's properties, as a function of time, rather than - as is traditionally done - basing the model on the formulation and solution of differential conservation equations. Using this technique can greatly simplify the formulation of a model, and even make modelling possible for processes so complex that the traditional method is impracticable. Stochastic modelling has sporadically been used in various branches of process technology under various names and guises. This book gives, as the first, an overview of this work, and shows how these techniques are similar in nature, and make use of the same basic mathematical tools and techniques. The book also demonstrates how stochastic modelling may be implemented by describing example cases, and shows how a stochastic model may be formulated for a case, which cannot be described by formulating and solving differential balance equations. - Introduction to stochastic process modelling as an alternative modelling technique - Shows how stochastic modelling may be succesful where the traditional technique fails - Overview of stochastic modelling in process technology in the research literature - Illustration of the principle by a wide range of practical examples - In-depth and self-contained discussions - Points the way to both mathematical and technological research in a new, rewarding field
Publisher: Elsevier
ISBN: 0080548970
Category : Mathematics
Languages : en
Pages : 291
Book Description
There is an ever increasing need for modelling complex processes reliably. Computational modelling techniques, such as CFD and MD may be used as tools to study specific systems, but their emergence has not decreased the need for generic, analytical process models. Multiphase and multicomponent systems, and high-intensity processes displaying a highly complex behaviour are becoming omnipresent in the processing industry. This book discusses an elegant, but little-known technique for formulating process models in process technology: stochastic process modelling. The technique is based on computing the probability distribution for a single particle's position in the process vessel, and/or the particle's properties, as a function of time, rather than - as is traditionally done - basing the model on the formulation and solution of differential conservation equations. Using this technique can greatly simplify the formulation of a model, and even make modelling possible for processes so complex that the traditional method is impracticable. Stochastic modelling has sporadically been used in various branches of process technology under various names and guises. This book gives, as the first, an overview of this work, and shows how these techniques are similar in nature, and make use of the same basic mathematical tools and techniques. The book also demonstrates how stochastic modelling may be implemented by describing example cases, and shows how a stochastic model may be formulated for a case, which cannot be described by formulating and solving differential balance equations. - Introduction to stochastic process modelling as an alternative modelling technique - Shows how stochastic modelling may be succesful where the traditional technique fails - Overview of stochastic modelling in process technology in the research literature - Illustration of the principle by a wide range of practical examples - In-depth and self-contained discussions - Points the way to both mathematical and technological research in a new, rewarding field
Stochastic Modeling
Author: Nicolas Lanchier
Publisher: Springer
ISBN: 3319500384
Category : Mathematics
Languages : en
Pages : 305
Book Description
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.
Publisher: Springer
ISBN: 3319500384
Category : Mathematics
Languages : en
Pages : 305
Book Description
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.
Quantitative Sociodynamics
Author: Dirk Helbing
Publisher: Springer Science & Business Media
ISBN: 3642115462
Category : Mathematics
Languages : en
Pages : 351
Book Description
When I wrote the book Quantitative Sociodynamics, it was an early attempt to make methods from statistical physics and complex systems theory fruitful for the modeling and understanding of social phenomena. Unfortunately, the ?rst edition appeared at a quite prohibitive price. This was one reason to make these chapters available again by a new edition. The other reason is that, in the meantime, many of the methods discussed in this book are more and more used in a variety of different ?elds. Among the ideas worked out in this book are: 1 • a statistical theory of binary social interactions, • a mathematical formulation of social ?eld theory, which is the basis of social 2 force models, • a microscopic foundation of evolutionary game theory, based on what is known today as ‘proportional imitation rule’, a stochastic treatment of interactions in evolutionary game theory, and a model for the self-organization of behavioral 3 conventions in a coordination game. It, therefore, appeared reasonable to make this book available again, but at a more affordable price. To keep its original character, the translation of this book, which 1 D. Helbing, Interrelations between stochastic equations for systems with pair interactions. Ph- icaA 181, 29–52 (1992); D. Helbing, Boltzmann-like and Boltzmann-Fokker-Planck equations as a foundation of behavioral models. PhysicaA 196, 546–573 (1993). 2 D. Helbing, Boltzmann-like and Boltzmann-Fokker-Planck equations as a foundation of beh- ioral models. PhysicaA 196, 546–573 (1993); D.
Publisher: Springer Science & Business Media
ISBN: 3642115462
Category : Mathematics
Languages : en
Pages : 351
Book Description
When I wrote the book Quantitative Sociodynamics, it was an early attempt to make methods from statistical physics and complex systems theory fruitful for the modeling and understanding of social phenomena. Unfortunately, the ?rst edition appeared at a quite prohibitive price. This was one reason to make these chapters available again by a new edition. The other reason is that, in the meantime, many of the methods discussed in this book are more and more used in a variety of different ?elds. Among the ideas worked out in this book are: 1 • a statistical theory of binary social interactions, • a mathematical formulation of social ?eld theory, which is the basis of social 2 force models, • a microscopic foundation of evolutionary game theory, based on what is known today as ‘proportional imitation rule’, a stochastic treatment of interactions in evolutionary game theory, and a model for the self-organization of behavioral 3 conventions in a coordination game. It, therefore, appeared reasonable to make this book available again, but at a more affordable price. To keep its original character, the translation of this book, which 1 D. Helbing, Interrelations between stochastic equations for systems with pair interactions. Ph- icaA 181, 29–52 (1992); D. Helbing, Boltzmann-like and Boltzmann-Fokker-Planck equations as a foundation of behavioral models. PhysicaA 196, 546–573 (1993). 2 D. Helbing, Boltzmann-like and Boltzmann-Fokker-Planck equations as a foundation of beh- ioral models. PhysicaA 196, 546–573 (1993); D.
Modelling and Application of Stochastic Processes
Author: Uday B. Desai
Publisher: Springer Science & Business Media
ISBN: 9780898381771
Category : Science
Languages : en
Pages : 310
Book Description
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).
Publisher: Springer Science & Business Media
ISBN: 9780898381771
Category : Science
Languages : en
Pages : 310
Book Description
The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side, chapters on use of Markov random fields for modelling and analyzing image signals, use of complementary models for the smoothing problem with missing data, and nonlinear estimation are included. Chapter 1 by Klein and Dickinson develops the nested orthogonal state space realization for ARMA processes. As suggested by the name, nested orthogonal realizations possess two key properties; (i) the state variables are orthogonal, and (ii) the system matrices for the (n + l)st order realization contain as their "upper" n-th order blocks the system matrices from the n-th order realization (nesting property).
Stochastic Models for Social Processes
Author: David J. Bartholomew
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 432
Book Description
Models for social and occupational mobility; Markov models for educational and manpower systems; Control theory for Markov models; Continuous time models for stratified social systems; Models for duration; Renewal theory models for recruitment and wastage; Renewal theory models for graded social systems; The simple epidemic model for the diffusion of news and rumours; The general epidemic model for the diffusion of news and rumours.
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 432
Book Description
Models for social and occupational mobility; Markov models for educational and manpower systems; Control theory for Markov models; Continuous time models for stratified social systems; Models for duration; Renewal theory models for recruitment and wastage; Renewal theory models for graded social systems; The simple epidemic model for the diffusion of news and rumours; The general epidemic model for the diffusion of news and rumours.