Markov Processes And Related Fields PDF Download
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| Author | : Daniel T. Gillespie |
| Publisher | : Gulf Professional Publishing |
| Total Pages | : 600 |
| Release | : 1992 |
| Genre | : Mathematics |
| ISBN | : 9780122839559 |
Download Markov Processes Book in PDF, ePub and Kindle
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.
| Author | : |
| Publisher | : |
| Total Pages | : 632 |
| Release | : 2008 |
| Genre | : Markov processes |
| ISBN | : |
Download Markov Processes and Related Fields Book in PDF, ePub and Kindle
| Author | : Michael B. Marcus |
| Publisher | : Cambridge University Press |
| Total Pages | : 4 |
| Release | : 2006-07-24 |
| Genre | : Mathematics |
| ISBN | : 1139458833 |
Download Markov Processes, Gaussian Processes, and Local Times Book in PDF, ePub and Kindle
This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.
| Author | : Oliver Ibe |
| Publisher | : Newnes |
| Total Pages | : 515 |
| Release | : 2013-05-22 |
| Genre | : Mathematics |
| ISBN | : 0124078397 |
Download Markov Processes for Stochastic Modeling Book in PDF, ePub and Kindle
Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
| Author | : Pierre Bremaud |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 456 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 1475731248 |
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.
| Author | : Vassili N. Kolokoltsov |
| Publisher | : Walter de Gruyter |
| Total Pages | : 449 |
| Release | : 2011 |
| Genre | : Mathematics |
| ISBN | : 3110250101 |
Download Markov Processes, Semigroups, and Generators Book in PDF, ePub and Kindle
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
| Author | : Marius Iosifescu |
| Publisher | : Courier Corporation |
| Total Pages | : 305 |
| Release | : 2014-07-01 |
| Genre | : Mathematics |
| ISBN | : 0486150585 |
Download Finite Markov Processes and Their Applications Book in PDF, ePub and Kindle
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
| Author | : Tomasz Komorowski |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 494 |
| Release | : 2012-07-05 |
| Genre | : Mathematics |
| ISBN | : 364229880X |
Download Fluctuations in Markov Processes Book in PDF, ePub and Kindle
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
| Author | : Etienne Pardoux |
| Publisher | : John Wiley & Sons |
| Total Pages | : 322 |
| Release | : 2008-11-20 |
| Genre | : Mathematics |
| ISBN | : 0470721863 |
Download Markov Processes and Applications Book in PDF, ePub and Kindle
"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
| Author | : |
| Publisher | : |
| Total Pages | : 308 |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
Download Special Issue: Methods on Markov and Semi-Markov Processes and Related Fields Book in PDF, ePub and Kindle
