Selected Topics On Stochastic Modelling

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Selected Topics On Stochastic Modelling

Mariano J Valderrama Bonnet,Ramon Gutierrez
Selected Topics On Stochastic Modelling Book PDF

Author : Mariano J Valderrama Bonnet,Ramon Gutierrez
Publisher : World Scientific
Page : 326 pages
File Size : 47,9 Mb
Release : 1994-09-30
Category : Electronic
ISBN : 9789814550703

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Selected Topics On Stochastic Modelling by Mariano J Valderrama Bonnet,Ramon Gutierrez Pdf

This volume contains a selection of papers on recent developments in fields such as stochastic processes, multivariate data analysis and stochastic models in operations research, earth and life sciences and information theory, from an applicative perspective. Some of them have been extracted from lectures given at the Department of Statistics and Operations Research at the University of Granada for the past two years (Kai Lai Chung and Marcel F Neuts, among others). All the papers have been carefully selected and revised.

An Introduction to Stochastic Modeling

Howard M. Taylor,Samuel Karlin
An Introduction to Stochastic Modeling Book PDF

Author : Howard M. Taylor,Samuel Karlin
Publisher : Academic Press
Page : 410 pages
File Size : 52,9 Mb
Release : 2014-05-10
Category : Mathematics
ISBN : 9781483269276

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An Introduction to Stochastic Modeling by Howard M. Taylor,Samuel Karlin Pdf

An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Statistical Topics and Stochastic Models for Dependent Data with Applications

Vlad Stefan Barbu,Nicolas Vergne
Statistical Topics and Stochastic Models for Dependent Data with Applications Book PDF

Author : Vlad Stefan Barbu,Nicolas Vergne
Publisher : John Wiley & Sons
Page : 288 pages
File Size : 53,7 Mb
Release : 2020-12-03
Category : Mathematics
ISBN : 9781786306036

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Statistical Topics and Stochastic Models for Dependent Data with Applications by Vlad Stefan Barbu,Nicolas Vergne Pdf

This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.

Elements of Stochastic Modelling

Konstantin Borovkov
Elements of Stochastic Modelling Book PDF

Author : Konstantin Borovkov
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 40,9 Mb
Release : 2014-06-30
Category : Mathematics
ISBN : 9789814571180

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Elements of Stochastic Modelling by Konstantin Borovkov Pdf

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material. Request Inspection Copy

Introduction to Stochastic Models

Roe Goodman
Introduction to Stochastic Models Book PDF

Author : Roe Goodman
Publisher : Courier Corporation
Page : 370 pages
File Size : 40,9 Mb
Release : 2006-01-01
Category : Mathematics
ISBN : 9780486450377

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Introduction to Stochastic Models by Roe Goodman Pdf

Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.

Stochastic Models in Reliability

Terje Aven,Uwe Jensen
Stochastic Models in Reliability Book PDF

Author : Terje Aven,Uwe Jensen
Publisher : Springer Science & Business Media
Page : 297 pages
File Size : 49,7 Mb
Release : 2013-08-04
Category : Mathematics
ISBN : 9781461478942

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Stochastic Models in Reliability by Terje Aven,Uwe Jensen Pdf

This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic processes. This framework allows analysts to formulate general failure models, establish formulae for computing various performance measures, as well as determine how to identify optimal replacement policies in complex situations. In this second edition of the book, two major topics have been added to the original version: copula models which are used to study the effect of structural dependencies on the system reliability; and maintenance optimization which highlights delay time models under safety constraints. Terje Aven is Professor of Reliability and Risk Analysis at University of Stavanger, Norway. Uwe Jensen is working as a Professor at the Institute of Applied Mathematics and Statistics of the University of Hohenheim in Stuttgart, Germany. Review of first edition: "This is an excellent book on mathematical, statistical and stochastic models in reliability. The authors have done an excellent job of unifying some of the stochastic models in reliability. The book is a good reference book but may not be suitable as a textbook for students in professional fields such as engineering. This book may be used for graduate level seminar courses for students who have had at least the first course in stochastic processes and some knowledge of reliability mathematics. It should be a good reference book for researchers in reliability mathematics." --Mathematical Reviews (2000)

Elements of Stochastic Modelling

Konstantin Borovkov
Elements of Stochastic Modelling Book PDF

Author : Konstantin Borovkov
Publisher : World Scientific Publishing Company Incorporated
Page : 482 pages
File Size : 43,9 Mb
Release : 2014
Category : Business & Economics
ISBN : 9814571156

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Elements of Stochastic Modelling by Konstantin Borovkov Pdf

This is the expanded second edition of a successful textbook that provides a broad introduction to the important area of stochastic modelling. The original text had been developed from lecture notes for a one-semester course on the topic for third-year science and actuarial students at the University of Melbourne. It reviews the basics of probability theory, and then covers the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Rigorous proofs are often replaced with sketches of arguments — with indications as to why a particular result holds, and also how it is connected to other results — and illustrated by well-selected examples. Wherever possible, the book includes references to more specialised texts containing both proofs and more advanced material related to the topics covered.

Selected Topics in Cancer Modeling

Nicola Bellomo,Elena de Angelis
Selected Topics in Cancer Modeling Book PDF

Author : Nicola Bellomo,Elena de Angelis
Publisher : Springer Science & Business Media
Page : 481 pages
File Size : 48,9 Mb
Release : 2008-12-10
Category : Mathematics
ISBN : 9780817647131

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Selected Topics in Cancer Modeling by Nicola Bellomo,Elena de Angelis Pdf

This collection of selected chapters offers a comprehensive overview of state-of-the-art mathematical methods and tools for modeling and analyzing cancer phenomena. Topics covered include stochastic evolutionary models of cancer initiation and progression, tumor cords and their response to anticancer agents, and immune competition in tumor progression and prevention. The complexity of modeling living matter requires the development of new mathematical methods and ideas. This volume, written by first-rate researchers in the field of mathematical biology, is one of the first steps in that direction.

Markov Processes for Stochastic Modeling

Oliver Ibe
Markov Processes for Stochastic Modeling Book PDF

Author : Oliver Ibe
Publisher : Newnes
Page : 514 pages
File Size : 49,5 Mb
Release : 2013-05-22
Category : Mathematics
ISBN : 9780124078390

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Markov Processes for Stochastic Modeling by Oliver Ibe Pdf

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.

Stochastic Modelling of Social Processes

Andreas Diekmann,Peter Mitter
Stochastic Modelling of Social Processes Book PDF

Author : Andreas Diekmann,Peter Mitter
Publisher : Academic Press
Page : 352 pages
File Size : 53,9 Mb
Release : 2014-05-10
Category : Social Science
ISBN : 9781483266565

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Stochastic Modelling of Social Processes by Andreas Diekmann,Peter Mitter Pdf

Stochastic Modelling of Social Processes provides information pertinent to the development in the field of stochastic modeling and its applications in the social sciences. This book demonstrates that stochastic models can fulfill the goals of explanation and prediction. Organized into nine chapters, this book begins with an overview of stochastic models that fulfill normative, predictive, and structural–analytic roles with the aid of the theory of probability. This text then examines the study of labor market structures using analysis of job and career mobility, which is one of the approaches taken by sociologists in research on the labor market. Other chapters consider the characteristic trends and patterns from data on divorces. This book discusses as well the two approaches of stochastic modeling of social processes, namely competing risk models and semi-Markov processes. The final chapter deals with the practical application of regression models of survival data. This book is a valuable resource for social scientists and statisticians.

Topics in Stochastic Processes

Robert B. Ash,Melvin F. Gardner
Topics in Stochastic Processes Book PDF

Author : Robert B. Ash,Melvin F. Gardner
Publisher : Academic Press
Page : 332 pages
File Size : 46,5 Mb
Release : 2014-06-20
Category : Mathematics
ISBN : 9781483191430

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Topics in Stochastic Processes by Robert B. Ash,Melvin F. Gardner Pdf

Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.

Stationary Stochastic Models: An Introduction

Riccardo Gatto
Stationary Stochastic Models An Introduction Book PDF

Author : Riccardo Gatto
Publisher : World Scientific
Page : 415 pages
File Size : 54,8 Mb
Release : 2022-06-23
Category : Mathematics
ISBN : 9789811251856

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Stationary Stochastic Models: An Introduction by Riccardo Gatto Pdf

This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner:At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.

Stochastic Modelling for Systems Biology

Darren J. Wilkinson
Stochastic Modelling for Systems Biology Book PDF

Author : Darren J. Wilkinson
Publisher : CRC Press
Page : 296 pages
File Size : 49,8 Mb
Release : 2006-04-18
Category : Mathematics
ISBN : 1584885408

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Stochastic Modelling for Systems Biology by Darren J. Wilkinson Pdf

Although stochastic kinetic models are increasingly accepted as the best way to represent and simulate genetic and biochemical networks, most researchers in the field have limited knowledge of stochastic process theory. The stochastic processes formalism provides a beautiful, elegant, and coherent foundation for chemical kinetics and there is a wealth of associated theory every bit as powerful and elegant as that for conventional continuous deterministic models. The time is right for an introductory text written from this perspective. Stochastic Modelling for Systems Biology presents an accessible introduction to stochastic modelling using examples that are familiar to systems biology researchers. Focusing on computer simulation, the author examines the use of stochastic processes for modelling biological systems. He provides a comprehensive understanding of stochastic kinetic modelling of biological networks in the systems biology context. The text covers the latest simulation techniques and research material, such as parameter inference, and includes many examples and figures as well as software code in R for various applications. While emphasizing the necessary probabilistic and stochastic methods, the author takes a practical approach, rooting his theoretical development in discussions of the intended application. Written with self-study in mind, the book includes technical chapters that deal with the difficult problems of inference for stochastic kinetic models from experimental data. Providing enough background information to make the subject accessible to the non-specialist, the book integrates a fairly diverse literature into a single convenient and notationally consistent source.

Matrix-Analytic Methods in Stochastic Models

S. Chakravarthy,Attahiru S. Alfa
Matrix Analytic Methods in Stochastic Models Book PDF

Author : S. Chakravarthy,Attahiru S. Alfa
Publisher : CRC Press
Page : 396 pages
File Size : 41,9 Mb
Release : 2016-04-19
Category : Mathematics
ISBN : 9781482292176

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Matrix-Analytic Methods in Stochastic Models by S. Chakravarthy,Attahiru S. Alfa Pdf

Based on the proceedings of the first International Conference on Matrix-Analytic Methods (MAM) in Stochastic Models, held in Flint, Michigan, this book presents a general working knowledge of MAM through tutorial articles and application papers. It furnishes information on MAM studies carried out in the former Soviet Union.

Advances in Stochastic Modelling and Data Analysis

Jacques Janssen,Christos H. Skiadas,Constantin Zopounidis
Advances in Stochastic Modelling and Data Analysis Book PDF

Author : Jacques Janssen,Christos H. Skiadas,Constantin Zopounidis
Publisher : Springer Science & Business Media
Page : 428 pages
File Size : 53,9 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9789401706636

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Advances in Stochastic Modelling and Data Analysis by Jacques Janssen,Christos H. Skiadas,Constantin Zopounidis Pdf

Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.