Combinatorial Methods in the Theory of Stochastic Processes

Combinatorial Methods in the Theory of Stochastic Processes PDF Author: L. Takacs
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 292

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Combinatorial Methods in the Theory of Stochastic Processes

Combinatorial Methods in the Theory of Stochastic Processes PDF Author: L. Takacs
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 292

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Book Description


Stochastic Processes: Theory and Methods

Stochastic Processes: Theory and Methods PDF Author: D N Shanbhag
Publisher: Gulf Professional Publishing
ISBN: 9780444500144
Category : Mathematics
Languages : en
Pages : 990

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Book Description
This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.

Combinatorial methods in the theory of stochastic processes

Combinatorial methods in the theory of stochastic processes PDF Author: Lajos Takács
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Combinatorial Stochastic Processes

Combinatorial Stochastic Processes PDF Author: Jim Pitman
Publisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257

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Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Convergence of Stochastic Processes

Convergence of Stochastic Processes PDF Author: D. Pollard
Publisher: David Pollard
ISBN: 0387909907
Category : Mathematics
Languages : en
Pages : 223

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Book Description
Functionals on stochastic processes; Uniform convergence of empirical measures; Convergence in distribution in euclidean spaces; Convergence in distribution in metric spaces; The uniform metric on space of cadlag functions; The skorohod metric on D [0, oo); Central limit teorems; Martingales.

Horizons of Combinatorics

Horizons of Combinatorics PDF Author: Ervin Gyori
Publisher: Springer Science & Business Media
ISBN: 3540772006
Category : Mathematics
Languages : en
Pages : 274

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Book Description
Hungarian mathematics has always been known for discrete mathematics, including combinatorial number theory, set theory and recently random structures, and combinatorial geometry. The recent volume contains high level surveys on these topics with authors mostly being invited speakers for the conference "Horizons of Combinatorics" held in Balatonalmadi, Hungary in 2006. The collection gives an overview of recent trends and results in a large part of combinatorics and related topics.

A Course on Queueing Models

A Course on Queueing Models PDF Author: Joti Lal Jain
Publisher: CRC Press
ISBN: 1420011464
Category : Business & Economics
Languages : en
Pages : 472

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Book Description
The application of engineering principles in divergent fields such as management science and communications as well as the advancement of several approaches in theory and computation have led to growing interest in queueing models, creating the need for a comprehensive text. Emphasizing Markovian structures and the techniques that occur in differen

Analytic Combinatorics

Analytic Combinatorics PDF Author: Philippe Flajolet
Publisher: Cambridge University Press
ISBN: 1139477161
Category : Mathematics
Languages : en
Pages : 825

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Book Description
Analytic combinatorics aims to enable precise quantitative predictions of the properties of large combinatorial structures. The theory has emerged over recent decades as essential both for the analysis of algorithms and for the study of scientific models in many disciplines, including probability theory, statistical physics, computational biology, and information theory. With a careful combination of symbolic enumeration methods and complex analysis, drawing heavily on generating functions, results of sweeping generality emerge that can be applied in particular to fundamental structures such as permutations, sequences, strings, walks, paths, trees, graphs and maps. This account is the definitive treatment of the topic. The authors give full coverage of the underlying mathematics and a thorough treatment of both classical and modern applications of the theory. The text is complemented with exercises, examples, appendices and notes to aid understanding. The book can be used for an advanced undergraduate or a graduate course, or for self-study.

Stochastic Processes in Queueing Theory

Stochastic Processes in Queueing Theory PDF Author: Alexandr Borovkov
Publisher: Springer Science & Business Media
ISBN: 1461298660
Category : Mathematics
Languages : en
Pages : 291

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Book Description
The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book. Two approaches to the definition of these processes are possible depending on the direction of investigation. In accordance with this fact, the exposition of the subject can be broken up into two self-contained parts. The first of these forms the content of this monograph. . The definition of the queueing processes (systems) to be used here is dose to the traditional one and is connected with the introduction of so-called governing random sequences. We will introduce algorithms which describe the governing of a system with the aid of such sequences. Such a definition inevitably becomes rather qualitative since under these conditions a completely formal construction of a stochastic process uniquely describing the evolution of the system would require introduction of a complicated phase space not to mention the difficulties of giving the distribution of such a process on this phase space.

The Theory of Stochastic Processes

The Theory of Stochastic Processes PDF Author: D.R. Cox
Publisher: Routledge
ISBN: 1351408941
Category : Mathematics
Languages : en
Pages : 412

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Book Description
This book should be of interest to undergraduate and postgraduate students of probability theory.