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Author: Ernst-Erich Doberkat
Publisher: CRC Press
ISBN: 158488942X
Category : Computers
Languages : en
Pages : 371
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Book Description
Collecting information previously scattered throughout the vast literature, including the author's own research, Stochastic Relations: Foundations for Markov Transition Systems develops the theory of stochastic relations as a basis for Markov transition systems. After an introduction to the basic mathematical tools from topology, measure
Author: Ernst-Erich Doberkat
Publisher: CRC Press
ISBN: 158488942X
Category : Computers
Languages : en
Pages : 371
Get Book Here
Book Description
Collecting information previously scattered throughout the vast literature, including the author's own research, Stochastic Relations: Foundations for Markov Transition Systems develops the theory of stochastic relations as a basis for Markov transition systems. After an introduction to the basic mathematical tools from topology, measure
Author: Ernst-Erich Doberkat
Publisher: Springer Science & Business Media
ISBN: 3642029957
Category : Mathematics
Languages : en
Pages : 231
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Book Description
Coalgebraic logic is an important research topic in the areas of concurrency theory, semantics, transition systems and modal logics. It provides a general approach to modeling systems, allowing us to apply important results from coalgebras, universal algebra and category theory in novel ways. Stochastic systems provide important tools for systems modeling, and recent work shows that categorical reasoning may lead to new insights, previously not available in a purely probabilistic setting. This book combines coalgebraic reasoning, stochastic systems and logics. It provides an insight into the principles of coalgebraic logic from a categorical point of view, and applies these systems to interpretations of stochastic coalgebraic logics, which include well-known modal logics and continuous time branching logics. The author introduces stochastic systems together with their probabilistic and categorical foundations and gives a comprehensive discussion of the Giry monad as the underlying categorical construction, presenting many new, hitherto unpublished results. He discusses modal logics, introduces their probabilistic interpretations, and then proceeds to an analysis of Kripke models for coalgebraic logics. The book will be of interest to researchers in theoretical computer science, logic and category theory.
Author: Sergei Silvestrov
Publisher: Springer
ISBN: 3030028259
Category : Mathematics
Languages : en
Pages : 475
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Book Description
This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications” (SPAS2017) to mark Professor Dmitrii Silvestrov’s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.
Author: W. T. Ziemba
Publisher: Academic Press
ISBN: 1483273997
Category : Business & Economics
Languages : en
Pages : 736
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Book Description
Stochastic Optimization Models in Finance focuses on the applications of stochastic optimization models in finance, with emphasis on results and methods that can and have been utilized in the analysis of real financial problems. The discussions are organized around five themes: mathematical tools; qualitative economic results; static portfolio selection models; dynamic models that are reducible to static models; and dynamic models. This volume consists of five parts and begins with an overview of expected utility theory, followed by an analysis of convexity and the Kuhn-Tucker conditions. The reader is then introduced to dynamic programming; stochastic dominance; and measures of risk aversion. Subsequent chapters deal with separation theorems; existence and diversification of optimal portfolio policies; effects of taxes on risk taking; and two-period consumption models and portfolio revision. The book also describes models of optimal capital accumulation and portfolio selection. This monograph will be of value to mathematicians and economists as well as to those interested in economic theory and mathematical economics.
Author: Dmitri Koroliouk
Publisher: John Wiley & Sons
ISBN: 1786309114
Category : Mathematics
Languages : en
Pages : 276
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Book Description
This book illustrates a number of asymptotic and analytic approaches applied for the study of random evolutionary systems, and considers typical problems for specific examples. In this case, constructive mathematical models of natural processes are used, which more realistically describe the trajectories of diffusion-type processes, rather than those of the Wiener process. We examine models where particles have some free distance between two consecutive collisions. At the same time, we investigate two cases: the Markov evolutionary system, where the time during which the particle moves towards some direction is distributed exponentially with intensity parameter λ; and the semi-Markov evolutionary system, with arbitrary distribution of the switching process. Thus, the models investigated here describe the motion of particles with a finite speed and the proposed random evolutionary process with characteristics of a natural physical process: free run and finite propagation speed. In the proposed models, the number of possible directions of evolution can be finite or infinite.
Author: Jan H. van Schuppen
Publisher: Springer Nature
ISBN: 3030669521
Category : Technology & Engineering
Languages : en
Pages : 940
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Book Description
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.
Author: Naoto Shiraishi
Publisher: Springer Nature
ISBN: 9811981868
Category : Science
Languages : en
Pages : 437
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Book Description
This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics. It also explores many recent advances, e.g., in information thermodynamics, the thermodynamic uncertainty relation, and the trade-off relation between efficiency and power. The content is divided into three main parts, the first of which introduces readers to fundamental topics in stochastic thermodynamics, e.g., the basics of stochastic processes, the fluctuation theorem and its variants, information thermodynamics, and large deviation theory. In turn, parts two and three explore advanced topics such as autonomous engines (engines not controlled externally) and finite speed engines, while also explaining the key concepts from recent stochastic thermodynamics theory that are involved. To fully benefit from the book, readers only need an undergraduate-level background in statistical mechanics and quantum mechanics; no background in information theory or stochastic processes is needed. Accordingly, the book offers a valuable resource for early graduate or higher-level readers who are unfamiliar with this subject but want to keep up with the cutting-edge research in this field. In addition, the author’s vivid descriptions interspersed throughout the book will help readers grasp ‘living’ research developments and begin their own research in this field.
Author: Ernst-Erich Doberkat
Publisher: Springer
ISBN: 3319227505
Category : Mathematics
Languages : en
Pages : 735
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Book Description
This textbook addresses the mathematical description of sets, categories, topologies and measures, as part of the basis for advanced areas in theoretical computer science like semantics, programming languages, probabilistic process algebras, modal and dynamic logics and Markov transition systems. Using motivations, rigorous definitions, proofs and various examples, the author systematically introduces the Axiom of Choice, explains Banach-Mazur games and the Axiom of Determinacy, discusses the basic constructions of sets and the interplay of coalgebras and Kripke models for modal logics with an emphasis on Kleisli categories, monads and probabilistic systems. The text further shows various ways of defining topologies, building on selected topics like uniform spaces, Gödel’s Completeness Theorem and topological systems. Finally, measurability, general integration, Borel sets and measures on Polish spaces, as well as the coalgebraic side of Markov transition kernels along with applications to probabilistic interpretations of modal logics are presented. Special emphasis is given to the integration of (co-)algebraic and measure-theoretic structures, a fairly new and exciting field, which is demonstrated through the interpretation of game logics. Readers familiar with basic mathematical structures like groups, Boolean algebras and elementary calculus including mathematical induction will discover a wealth of useful research tools. Throughout the book, exercises offer additional information, and case studies give examples of how the techniques can be applied in diverse areas of theoretical computer science and logics. References to the relevant mathematical literature enable the reader to find the original works and classical treatises, while the bibliographic notes at the end of each chapter provide further insights and discussions of alternative approaches.
Author: G. F. Roach
Publisher: Princeton University Press
ISBN: 0691142173
Category : Mathematics
Languages : en
Pages : 399
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Book Description
Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenization, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.
Author: Kurt Marti
Publisher: Springer Science & Business Media
ISBN: 3642882722
Category : Business & Economics
Languages : en
Pages : 360
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Book Description
New theoretical insight into several branches of reliability-oriented optimization of stochastic systems, new computational approaches and technical/economic applications of stochastic programming methods can be found in this volume.
