Stochastic Models Statistics And Their Applications

Stochastic Models Statistics And Their Applications Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Stochastic Models Statistics And Their Applications book. This book definitely worth reading, it is an incredibly well-written.

Stochastic Models, Statistics and Their Applications

Ansgar Steland,Ewaryst Rafajłowicz,Ostap Okhrin
Stochastic Models Statistics and Their Applications Book PDF

Author : Ansgar Steland,Ewaryst Rafajłowicz,Ostap Okhrin
Publisher : Springer Nature
Page : 450 pages
File Size : 43,5 Mb
Release : 2019-10-15
Category : Mathematics
ISBN : 9783030286651

Get Book

Stochastic Models, Statistics and Their Applications by Ansgar Steland,Ewaryst Rafajłowicz,Ostap Okhrin Pdf

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.

Stochastic Models, Statistics and Their Applications

Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Stochastic Models Statistics and Their Applications Book PDF

Author : Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Publisher : Springer
Page : 492 pages
File Size : 51,9 Mb
Release : 2015-02-04
Category : Mathematics
ISBN : 9783319138817

Get Book

Stochastic Models, Statistics and Their Applications by Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski Pdf

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Stochastic Models: Analysis and Applications

B. R. Bhat
Stochastic Models Analysis and Applications Book PDF

Author : B. R. Bhat
Publisher : New Age International
Page : 412 pages
File Size : 45,6 Mb
Release : 2004
Category : Mathematical statistics
ISBN : 8122412289

Get Book

Stochastic Models: Analysis and Applications by B. R. Bhat Pdf

The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic Models.Emphasising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap Between The Theory And Applications Of These Processes.The Basic Building Blocks Of Model Construction Are Explained In A Step By Step Manner, Starting From The Simplest Model Of Random Walk And Proceeding Gradually To More Complicated Models. Several Examples Are Given Throughout The Text To Illustrate Important Analytical Properties As Well As To Provide Applications.The Book Also Includes A Detailed Chapter On Inference For Stochastic Processes. This Chapter Highlights Some Of The Recent Developments In The Subject And Explains Them Through Illustrative Examples.An Important Feature Of The Book Is The Complements And Problems Section At The End Of Each Chapter Which Presents (I) Additional Properties Of The Model, (Ii) Extensions Of The Model, And (Iii) Applications Of The Model To Different Areas.With All These Features, This Is An Invaluable Text For Post-Graduate Students Of Statistics, Mathematics And Operation Research.

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 : 43,5 Mb
Release : 2020-12-03
Category : Mathematics
ISBN : 9781786306036

Get Book

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.

Stochastic Models, Statistics and Their Applications

Anonim
Stochastic Models Statistics and Their Applications Book PDF

Author : Anonim
Publisher : Unknown
Page : 449 pages
File Size : 41,8 Mb
Release : 2019
Category : Stochastic processes
ISBN : 3030286665

Get Book

Stochastic Models, Statistics and Their Applications by Anonim Pdf

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.

Stochastic Models, Statistics and Their Applications

Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Stochastic Models Statistics and Their Applications Book PDF

Author : Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski
Publisher : Unknown
Page : 128 pages
File Size : 51,6 Mb
Release : 2015
Category : Electronic
ISBN : 3319138820

Get Book

Stochastic Models, Statistics and Their Applications by Ansgar Steland,Ewaryst Rafajłowicz,Krzysztof Szajowski Pdf

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

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 : 55,9 Mb
Release : 2014-05-10
Category : Mathematics
ISBN : 9781483269276

Get Book

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.

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 : 49,7 Mb
Release : 2014-05-10
Category : Social Science
ISBN : 9781483266565

Get Book

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.

An Introduction to Stochastic Modeling

Mark Pinsky,Samuel Karlin
An Introduction to Stochastic Modeling Book PDF

Author : Mark Pinsky,Samuel Karlin
Publisher : Academic Press
Page : 585 pages
File Size : 54,5 Mb
Release : 2011
Category : Mathematics
ISBN : 9780123814166

Get Book

An Introduction to Stochastic Modeling by Mark Pinsky,Samuel Karlin Pdf

Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to realistic problems. New to this edition: Realistic applications from a variety of disciplines integrated throughout the text, including more biological applications Plentiful, completely updated problems Completely updated and reorganized end-of-chapter exercise sets, 250 exercises with answers New chapters of stochastic differential equations and Brownian motion and related processes Additional sections on Martingale and Poisson process Realistic applications from a variety of disciplines integrated throughout the text Extensive end of chapter exercises sets, 250 with answers Chapter 1-9 of the new edition are identical to the previous edition New! Chapter 10 - Random Evolutions New! Chapter 11- Characteristic functions and Their Applications

Introduction to Modeling and Analysis of Stochastic Systems

V. G. Kulkarni
Introduction to Modeling and Analysis of Stochastic Systems Book PDF

Author : V. G. Kulkarni
Publisher : Springer
Page : 313 pages
File Size : 45,7 Mb
Release : 2010-11-03
Category : Mathematics
ISBN : 9781441917720

Get Book

Introduction to Modeling and Analysis of Stochastic Systems by V. G. Kulkarni Pdf

This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.

Recent Advances In Stochastic Modeling And Data Analysis

Christos H Skiadas
Recent Advances In Stochastic Modeling And Data Analysis Book PDF

Author : Christos H Skiadas
Publisher : World Scientific
Page : 668 pages
File Size : 47,9 Mb
Release : 2007-11-16
Category : Mathematics
ISBN : 9789814474474

Get Book

Recent Advances In Stochastic Modeling And Data Analysis by Christos H Skiadas Pdf

This volume presents the most recent applied and methodological issues in stochastic modeling and data analysis. The contributions cover various fields such as stochastic processes and applications, data analysis methods and techniques, Bayesian methods, biostatistics, econometrics, sampling, linear and nonlinear models, networks and queues, survival analysis, and time series. The volume presents new results with potential for solving real-life problems and provides novel methods for solving these problems by analyzing the relevant data. The use of recent advances in different fields is emphasized, especially new optimization and statistical methods, data warehouse, data mining and knowledge systems, neural computing, and bioinformatics.

A Course in Stochastic Processes

Denis Bosq,Hung T. Nguyen
A Course in Stochastic Processes Book PDF

Author : Denis Bosq,Hung T. Nguyen
Publisher : Springer Science & Business Media
Page : 355 pages
File Size : 40,8 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9789401587693

Get Book

A Course in Stochastic Processes by Denis Bosq,Hung T. Nguyen Pdf

This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.

Stochastic Modeling of Scientific Data

Peter Guttorp
Stochastic Modeling of Scientific Data Book PDF

Author : Peter Guttorp
Publisher : CRC Press
Page : 384 pages
File Size : 41,7 Mb
Release : 2018-03-29
Category : Mathematics
ISBN : 9781351413664

Get Book

Stochastic Modeling of Scientific Data by Peter Guttorp Pdf

Stochastic Modeling of Scientific Data combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point processes, Markov random fields and hidden Markov models in a clear, thoughtful and succinct manner. The distinguishing feature of this work is that, in addition to probability theory, it contains statistical aspects of model fitting and a variety of data sets that are either analyzed in the text or used as exercises. Markov chain Monte Carlo methods are introduced for evaluating likelihoods in complicated models and the forward backward algorithm for analyzing hidden Markov models is presented. The strength of this text lies in the use of informal language that makes the topic more accessible to non-mathematicians. The combinations of hard science topics with stochastic processes and their statistical inference puts it in a new category of probability textbooks. The numerous examples and exercises are drawn from astronomy, geology, genetics, hydrology, neurophysiology and physics.

Stochastic Models In The Life Sciences And Their Methods Of Analysis

Wan Frederic Y M
Stochastic Models In The Life Sciences And Their Methods Of Analysis Book PDF

Author : Wan Frederic Y M
Publisher : World Scientific
Page : 476 pages
File Size : 45,6 Mb
Release : 2019-08-29
Category : Mathematics
ISBN : 9789813274624

Get Book

Stochastic Models In The Life Sciences And Their Methods Of Analysis by Wan Frederic Y M Pdf

Biological processes are evolutionary in nature and often evolve in a noisy environment or in the presence of uncertainty. Such evolving phenomena are necessarily modeled mathematically by stochastic differential/difference equations (SDE), which have been recognized as essential for a true understanding of many biological phenomena. Yet, there is a dearth of teaching material in this area for interested students and researchers, notwithstanding the addition of some recent texts on stochastic modelling in the life sciences. The reason may well be the demanding mathematical pre-requisites needed to 'solve' SDE.A principal goal of this volume is to provide a working knowledge of SDE based on the premise that familiarity with the basic elements of a stochastic calculus for random processes is unavoidable. Through some SDE models of familiar biological phenomena, we show how stochastic methods developed for other areas of science and engineering are also useful in the life sciences. In the process, the volume introduces to biologists a collection of analytical and computational methods for research and applications in this emerging area of life science. The additions broaden the available tools for SDE models for biologists that have been limited by and large to stochastic simulations.

Stochastic Models

H. C. Tijms
Stochastic Models Book PDF

Author : H. C. Tijms
Publisher : Unknown
Page : 400 pages
File Size : 49,5 Mb
Release : 1994
Category : Mathematics
ISBN : UOM:39015032306584

Get Book

Stochastic Models by H. C. Tijms Pdf

Stochastic Models: An Algorithmic Approach fulfills the widely perceived need for an introductory text which demonstrates the effective use of simple stochastic models to gain insight into the behaviour of complex stochastic systems. The author's earlier book, Stochastic Modelling and Analysis: A Computational Approach (1986) has become a leading text in the fields of applied probability and stochastic optimization. While this new book retains the features of providing theory, realistic examples and practically useful algorithms it is written with a wider readership in mind and is more student-oriented. Covering renewal and regenerative processes, discrete-time and continuous-time Markov chains, Markovian decision processes, inventory and queueing theory the book will enable students to perform algorithmic analysis for specific problems. Chosen to illustrate the basic models and their associated solution methods, the examples are drawn from a variety of applications fields, such as inventory control, reliability, maintenance, insurance and teletraffic. Each chapter concludes with a range of interesting and thought-provoking exercises, some of which require the use of computer software. The accessible yet rigorous exposition ensures that the book will be an invaluable resource for senior undergraduate and graduate students of operations research, statistics and engineering.