Discrete Time Markov Chains PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Discrete Time Markov Chains PDF full book. Access full book title Discrete Time Markov Chains.

Discrete-Time Markov Chains

Discrete-Time Markov Chains
Author: George Yin
Publisher: Springer Science & Business Media
Total Pages: 372
Release: 2005
Genre: Business & Economics
ISBN: 9780387219486
GET BOOK

Download Discrete-Time Markov Chains Book in PDF, ePub and Kindle

Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.

Markov Chains

Markov Chains
Author: Pierre Bremaud
Publisher: Springer Science & Business Media
Total Pages: 456
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475731248
GET BOOK

Download Markov Chains Book in PDF, ePub and Kindle

Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to the borders of contemporary research. Examples are from a wide range of domains, including operations research and electrical engineering. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

Markov Chains and Invariant Probabilities

Markov Chains and Invariant Probabilities
Author: Onésimo Hernández-Lerma
Publisher: Birkhäuser
Total Pages: 213
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034880243
GET BOOK

Download Markov Chains and Invariant Probabilities Book in PDF, ePub and Kindle

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an invariant probability measure. To state this more precisely and give an overview of the questions we shall be dealing with, we will first introduce some notation and terminology. Let (X,B) be a measurable space, and consider a X-valued Markov chain ~. = {~k' k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... The Me ~. is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~. (or the t.p.f. P).

Introduction to Probability Models

Introduction to Probability Models
Author: Sheldon M. Ross
Publisher: Academic Press
Total Pages: 801
Release: 2006-12-11
Genre: Mathematics
ISBN: 0123756871
GET BOOK

Download Introduction to Probability Models Book in PDF, ePub and Kindle

Introduction to Probability Models, Tenth Edition, provides an introduction to elementary probability theory and stochastic processes. There are two approaches to the study of probability theory. One is heuristic and nonrigorous, and attempts to develop in students an intuitive feel for the subject that enables him or her to think probabilistically. The other approach attempts a rigorous development of probability by using the tools of measure theory. The first approach is employed in this text. The book begins by introducing basic concepts of probability theory, such as the random variable, conditional probability, and conditional expectation. This is followed by discussions of stochastic processes, including Markov chains and Poison processes. The remaining chapters cover queuing, reliability theory, Brownian motion, and simulation. Many examples are worked out throughout the text, along with exercises to be solved by students. This book will be particularly useful to those interested in learning how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. Ideally, this text would be used in a one-year course in probability models, or a one-semester course in introductory probability theory or a course in elementary stochastic processes. New to this Edition: 65% new chapter material including coverage of finite capacity queues, insurance risk models and Markov chains Contains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new exams Updated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, and test bank Includes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field Hallmark features: Superior writing style Excellent exercises and examples covering the wide breadth of coverage of probability topics Real-world applications in engineering, science, business and economics

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes
Author: Pierre Brémaud
Publisher: Springer Nature
Total Pages: 713
Release: 2020-04-07
Genre: Mathematics
ISBN: 3030401839
GET BOOK

Download Probability Theory and Stochastic Processes Book in PDF, ePub and Kindle

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

Understanding Markov Chains

Understanding Markov Chains
Author: Nicolas Privault
Publisher: Springer
Total Pages: 372
Release: 2018-08-03
Genre: Mathematics
ISBN: 9811306591
GET BOOK

Download Understanding Markov Chains Book in PDF, ePub and Kindle

This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

IPython Interactive Computing and Visualization Cookbook

IPython Interactive Computing and Visualization Cookbook
Author: Cyrille Rossant
Publisher: Packt Publishing Ltd
Total Pages: 899
Release: 2014-09-25
Genre: Computers
ISBN: 178328482X
GET BOOK

Download IPython Interactive Computing and Visualization Cookbook Book in PDF, ePub and Kindle

Intended to anyone interested in numerical computing and data science: students, researchers, teachers, engineers, analysts, hobbyists... Basic knowledge of Python/NumPy is recommended. Some skills in mathematics will help you understand the theory behind the computational methods.

Introduction to Probability, Statistics, and Random Processes

Introduction to Probability, Statistics, and Random Processes
Author: Hossein Pishro-Nik
Publisher:
Total Pages: 746
Release: 2014-08-15
Genre: Probabilities
ISBN: 9780990637202
GET BOOK

Download Introduction to Probability, Statistics, and Random Processes Book in PDF, ePub and Kindle

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Sensitivity Analysis: Matrix Methods in Demography and Ecology

Sensitivity Analysis: Matrix Methods in Demography and Ecology
Author: Hal Caswell
Publisher: Springer
Total Pages: 308
Release: 2019-04-02
Genre: Social Science
ISBN: 3030105342
GET BOOK

Download Sensitivity Analysis: Matrix Methods in Demography and Ecology Book in PDF, ePub and Kindle

This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Continuous Time Markov Processes

Continuous Time Markov Processes
Author: Thomas Milton Liggett
Publisher: American Mathematical Soc.
Total Pages: 290
Release: 2010
Genre: Mathematics
ISBN: 0821849492
GET BOOK

Download Continuous Time Markov Processes Book in PDF, ePub and Kindle

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.