Statistical Inference for Branching Processes

Statistical Inference for Branching Processes PDF Author: Peter Guttorp
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 232

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Book Description
An examination of the difficulties that statistical theory and, in particular, estimation theory can encounter within the area of dependent data. This is achieved through the study of the theory of branching processes starting with the demographic question: what is the probability that a family name becomes extinct? Contains observations on the generation sizes of the Bienaymé-Galton-Watson (BGW) process. Various parameters are estimated and branching process theory is contrasted to a Bayesian approach. Illustrations of branching process theory applications are shown for particular problems.

Statistical Inference for Branching Processes

Statistical Inference for Branching Processes PDF Author: Peter Guttorp
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 232

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Book Description
An examination of the difficulties that statistical theory and, in particular, estimation theory can encounter within the area of dependent data. This is achieved through the study of the theory of branching processes starting with the demographic question: what is the probability that a family name becomes extinct? Contains observations on the generation sizes of the Bienaymé-Galton-Watson (BGW) process. Various parameters are estimated and branching process theory is contrasted to a Bayesian approach. Illustrations of branching process theory applications are shown for particular problems.

Stochastic Epidemic Models with Inference

Stochastic Epidemic Models with Inference PDF Author: Tom Britton
Publisher: Springer Nature
ISBN: 3030309002
Category : Mathematics
Languages : en
Pages : 477

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Book Description
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "Stochastic models of epidemics" which took place in Ziguinchor, Senegal, December 5–16, 2015. The text is divided into four parts, each based on one of the courses given at the school: homogeneous models (Tom Britton and Etienne Pardoux), two-level mixing models (David Sirl and Frank Ball), epidemics on graphs (Viet Chi Tran), and statistics for epidemic models (Catherine Larédo). The CIMPA school was aimed at PhD students and Post Docs in the mathematical sciences. Parts (or all) of this book can be used as the basis for traditional or individual reading courses on the topic. For this reason, examples and exercises (some with solutions) are provided throughout.

Controlled Branching Processes

Controlled Branching Processes PDF Author: Miguel González Velasco
Publisher: John Wiley & Sons
ISBN: 1119484561
Category : Mathematics
Languages : en
Pages : 215

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Book Description
The purpose of this book is to provide a comprehensive discussion of the available results for discrete time branching processes with random control functions. The independence of individuals’ reproduction is a fundamental assumption in the classical branching processes. Alternatively, the controlled branching processes (CBPs) allow the number of reproductive individuals in one generation to decrease or increase depending on the size of the previous generation. Generating a wide range of behaviors, the CBPs have been successfully used as modeling tools in diverse areas of applications.

Statistical Inferences for Stochasic Processes

Statistical Inferences for Stochasic Processes PDF Author: Ishwar V. Basawa
Publisher: Academic Press
ISBN:
Category : Mathematics
Languages : en
Pages : 464

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Book Description
Introductory examples of stochastic models; Special models; General theory; Further approaches.

Branching Processes

Branching Processes PDF Author: Patsy Haccou
Publisher: Cambridge University Press
ISBN: 9780521832205
Category : Mathematics
Languages : en
Pages : 342

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Book Description
This book covers the mathematical idea of branching processes, and tailors it for a biological audience.

Statistical Inference for Piecewise-deterministic Markov Processes

Statistical Inference for Piecewise-deterministic Markov Processes PDF Author: Romain Azais
Publisher: John Wiley & Sons
ISBN: 1786303027
Category : Mathematics
Languages : en
Pages : 300

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Book Description
Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.

Probability, Statistics, and Stochastic Processes

Probability, Statistics, and Stochastic Processes PDF Author: Peter Olofsson
Publisher: John Wiley & Sons
ISBN: 0470889748
Category : Mathematics
Languages : en
Pages : 573

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Book Description
Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Discrete Time Branching Processes in Random Environment

Discrete Time Branching Processes in Random Environment PDF Author: Götz Kersting
Publisher: John Wiley & Sons
ISBN: 1786302527
Category : Mathematics
Languages : en
Pages : 306

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Book Description
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.

Advances on Theoretical and Methodological Aspects of Probability and Statistics

Advances on Theoretical and Methodological Aspects of Probability and Statistics PDF Author: N. Balakrishnan
Publisher: CRC Press
ISBN: 9780203493205
Category : Mathematics
Languages : en
Pages : 562

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Book Description
At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements in theory and methodology of probability and statistics. This is one of two volumes containing invited papers from the meeting. The 32 chapters deal with different topics of interest, including stochastic processes and inference, distributions and characterizations, inference, Bayesian inference, selection methods, regression methods, and methods in health research. The text is ideal for applied mathematicians, statisticians, and researchers in the field.

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.