An Introduction To Markov Processes

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An Introduction To Markov Processes

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Author : Daniel W. Stroock
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-11-23

An Introduction To Markov Processes written by Daniel W. Stroock and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-11-23 with Mathematics categories.

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory

Markov Processes

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Author : Daniel T. Gillespie
language : en
Publisher: Gulf Professional Publishing
Release Date : 1992

Markov Processes written by Daniel T. Gillespie and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Mathematics categories.

Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.

Continuous Time Markov Processes

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Author : Thomas Milton Liggett
language : en
Publisher: American Mathematical Soc.
Release Date : 2010

Continuous Time Markov Processes written by Thomas Milton Liggett and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.

An Introduction To Stochastic Processes

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Author : M. S. Bartlett
language : en
Publisher: CUP Archive
Release Date : 1978

An Introduction To Stochastic Processes written by M. S. Bartlett and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Mathematics categories.

Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; The statistical analysis of stochastic processes; Correlation analysis of time-series.

Markov Processes And Applications

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Author : Etienne Pardoux
language : en
Publisher: John Wiley & Sons
Release Date : 2008-11-20

Markov Processes And Applications written by Etienne Pardoux and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-20 with Mathematics categories.

"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes." Jean-François Le Gall, Professor at Université de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

An Introduction To Stochastic Processes

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Author : M. T. Wasan
language : en
Publisher: Kingston, Ont. : Queen's University
Release Date : 1975

An Introduction To Stochastic Processes written by M. T. Wasan and has been published by Kingston, Ont. : Queen's University this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Stochastic processes categories.

An Introduction To Stochastic Processes And Their Applications

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Author : Petar Todorovic
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

An Introduction To Stochastic Processes And Their Applications written by Petar Todorovic and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.

An Introduction To Finite Markov Processes

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Author : S. R. Adke
language : en
Publisher: John Wiley & Sons
Release Date : 1984

An Introduction To Finite Markov Processes written by S. R. Adke and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Mathematics categories.

An Introduction To Stochastic Processes

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Author : D. Kannan
language : en
Publisher: North-Holland
Release Date : 1979-01-01

An Introduction To Stochastic Processes written by D. Kannan and has been published by North-Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979-01-01 with Processus stochastiques categories.

Random walk; Markov chains; Poisson processes; Purely discontinuous markov processes; Calculus with stochastic processes; Stationary processes; Martingales; Brownian motion and diffusion stochastic processes.

Introduction To Stochastic Processes With R

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Author : Robert P. Dobrow
language : en
Publisher: John Wiley & Sons
Release Date : 2016-03-29

Introduction To Stochastic Processes With R written by Robert P. Dobrow and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-29 with Mathematics categories.

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: More than 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion web site that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.