Real Analysis Methods for Markov Processes

Real Analysis Methods for Markov Processes PDF Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9819736595
Category :
Languages : en
Pages : 749

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Book Description

Real Analysis Methods for Markov Processes

Real Analysis Methods for Markov Processes PDF Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9819736595
Category :
Languages : en
Pages : 749

Get Book Here

Book Description


Real Analysis and Probability

Real Analysis and Probability PDF Author: R. M. Dudley
Publisher: Cambridge University Press
ISBN: 9780521007542
Category : Mathematics
Languages : en
Pages : 570

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Book Description
This classic text offers a clear exposition of modern probability theory.

Real Analysis (Classic Version)

Real Analysis (Classic Version) PDF Author: Halsey Royden
Publisher: Pearson Modern Classics for Advanced Mathematics Series
ISBN: 9780134689494
Category : Functional analysis
Languages : en
Pages : 0

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Book Description
This text is designed for graduate-level courses in real analysis. Real Analysis, 4th Edition, covers the basic material that every graduate student should know in the classical theory of functions of a real variable, measure and integration theory, and some of the more important and elementary topics in general topology and normed linear space theory. This text assumes a general background in undergraduate mathematics and familiarity with the material covered in an undergraduate course on the fundamental concepts of analysis.

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods PDF Author: Gerhard Winkler
Publisher: Springer Science & Business Media
ISBN: 3642557600
Category : Mathematics
Languages : en
Pages : 389

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Book Description
"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis. The author has presented the theory with rigor...he doesn’t neglect applications, providing numerous examples of applications to illustrate the theory." -- MATHEMATICAL REVIEWS

Ergodic Behavior of Markov Processes

Ergodic Behavior of Markov Processes PDF Author: Alexei Kulik
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110458713
Category : Mathematics
Languages : en
Pages : 316

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Book Description
The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems

Markov Chains and Stochastic Stability

Markov Chains and Stochastic Stability PDF Author: Sean Meyn
Publisher: Cambridge University Press
ISBN: 0521731828
Category : Mathematics
Languages : en
Pages : 623

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Book Description
New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Markov Processes, Semigroups, and Generators

Markov Processes, Semigroups, and Generators PDF Author: Vassili N. Kolokoltsov
Publisher: Walter de Gruyter
ISBN: 3110250101
Category : Mathematics
Languages : en
Pages : 449

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Book Description
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for

Functional Analysis in Markov Processes

Functional Analysis in Markov Processes PDF Author: M. Fukushima
Publisher: Springer
ISBN: 354039155X
Category : Mathematics
Languages : en
Pages : 316

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Book Description


Stochastic Models in Reliability Engineering

Stochastic Models in Reliability Engineering PDF Author: Lirong Cui
Publisher: CRC Press
ISBN: 1000094618
Category : Mathematics
Languages : en
Pages : 402

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Book Description
This book is a collective work by many leading scientists, analysts, mathematicians, and engineers who have been working at the front end of reliability science and engineering. The book covers conventional and contemporary topics in reliability science, all of which have seen extended research activities in recent years. The methods presented in this book are real-world examples that demonstrate improvements in essential reliability and availability for industrial equipment such as medical magnetic resonance imaging, power systems, traction drives for a search and rescue helicopter, and air conditioning systems. The book presents real case studies of redundant multi-state air conditioning systems for chemical laboratories and covers assessments of reliability and fault tolerance and availability calculations. Conventional and contemporary topics in reliability engineering are discussed, including degradation, networks, and dynamic reliability, resilience, and multi-state systems, all of which are relatively new topics to the field. The book is aimed at engineers and scientists, as well as postgraduate students involved in reliability design, analysis, and experiments and applied probability and statistics.

Analytical Methods for Kolmogorov Equations

Analytical Methods for Kolmogorov Equations PDF Author: Luca Lorenzi
Publisher: CRC Press
ISBN: 1315355620
Category : Mathematics
Languages : en
Pages : 572

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Book Description
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.