Stochastic World

Author : Sergey S. Stepanov
Publisher : Springer Science & Business Media
Page : 345 pages
File Size : 43,6 Mb
Release : 2013-06-19
Category : Mathematics
ISBN : 9783319000718

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Stochastic World by Sergey S. Stepanov Pdf

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 49,8 Mb
Release : 2024-06-28
Category : Electronic
ISBN : 9789814465434

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Stochastic Global Optimization by Anonim Pdf

Author : Gade Pandu Rangaiah
Publisher : World Scientific
Page : 722 pages
File Size : 40,8 Mb
Release : 2010
Category : Computers
ISBN : 9789814299213

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Stochastic Global Optimization by Gade Pandu Rangaiah Pdf

Ch. 1. Introduction / Gade Pandu Rangaiah -- ch. 2. Formulation and illustration of Luus-Jaakola optimization procedure / Rein Luus -- ch. 3. Adaptive random search and simulated annealing optimizers : algorithms and application issues / Jacek M. Jezowski, Grzegorz Poplewski and Roman Bochenek -- ch. 4. Genetic algorithms in process engineering : developments and implementation issues / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 5. Tabu search for global optimization of problems having continuous variables / Sim Mong Kai, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 6. Differential evolution : method, developments and chemical engineering applications / Chen Shaoqiang, Gade Pandu Rangaiah and Mekapati Srinivas -- ch. 7. Ant colony optimization : details of algorithms suitable for process engineering / V.K. Jayaraman [und weitere] -- ch. 8. Particle swarm optimization for solving NLP and MINLP in chemical engineering / Bassem Jarboui [und weitere] -- ch. 9. An introduction to the harmony search algorithm / Gordon Ingram and Tonghua Zhang -- ch. 10. Meta-heuristics : evaluation and reporting techniques / Abdunnaser Younes, Ali Elkamel and Shawki Areibi -- ch. 11. A hybrid approach for constraint handling in MINLP optimization using stochastic algorithms / G.A. Durand [und weitere] -- ch. 12. Application of Luus-Jaakola optimization procedure to model reduction, parameter estimation and optimal control / Rein Luus -- ch. 13. Phase stability and equilibrium calculations in reactive systems using differential evolution and tabu search / Adrian Bonilla-Petriciolet [und weitere] -- ch. 14. Differential evolution with tabu list for global optimization : evaluation of two versions on benchmark and phase stability problems / Mekapati Srinivas and Gade Pandu Rangaiah -- ch. 15. Application of adaptive random search optimization for solving industrial water allocation problem / Grzegorz Poplewski and Jacek M. Jezowski -- ch. 16. Genetic algorithms formulation for retrofitting heat exchanger network / Roman Bochenek and Jacek M. Jezowski -- ch. 17. Ant colony optimization for classification and feature selection / V.K. Jayaraman [und weitere] -- ch. 18. Constraint programming and genetic algorithm / Prakash R. Kotecha, Mani Bhushan and Ravindra D. Gudi -- ch. 19. Schemes and implementations of parallel stochastic optimization algorithms application of tabu search to chemical engineering problems / B. Lin and D.C. Miller

Author : Mu-fa Chen,Yong-hua Mao
Publisher : World Scientific
Page : 245 pages
File Size : 47,7 Mb
Release : 2021-05-25
Category : Mathematics
ISBN : 9789814740326

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Introduction To Stochastic Processes by Mu-fa Chen,Yong-hua Mao Pdf

The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.

Author : Dermot Bolger
Publisher : HarperPerennial
Page : 262 pages
File Size : 48,5 Mb
Release : 2003
Category : Dublin (Ireland)
ISBN : 0007121202

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The Woman's Daughter by Dermot Bolger Pdf

Follow the lives of three women - a Victorian maid, a young woman brought up in the 1960s (the product of a violent family) and that young woman's daughter, the child of an incestuous relationship, hidden away from sight.

Author : David Mumford,Agnès Desolneux
Publisher : CRC Press
Page : 422 pages
File Size : 46,8 Mb
Release : 2010-08-09
Category : Computers
ISBN : 9781439865569

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Pattern Theory by David Mumford,Agnès Desolneux Pdf

Pattern theory is a distinctive approach to the analysis of all forms of real-world signals. At its core is the design of a large variety of probabilistic models whose samples reproduce the look and feel of the real signals, their patterns, and their variability. Bayesian statistical inference then allows you to apply these models in the analysis o

Author : N. Sri Namachchivaya,Y.K. Lin
Publisher : Springer Science & Business Media
Page : 498 pages
File Size : 45,7 Mb
Release : 2003-11-30
Category : Mathematics
ISBN : 1402014716

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IUTAM Symposium on Nonlinear Stochastic Dynamics by N. Sri Namachchivaya,Y.K. Lin Pdf

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

Author : Michael A. Peters,Simon Marginson,Peter Murphy
Publisher : Peter Lang
Page : 308 pages
File Size : 43,8 Mb
Release : 2009
Category : Business & Economics
ISBN : 1433104261

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Creativity and the Global Knowledge Economy by Michael A. Peters,Simon Marginson,Peter Murphy Pdf

This is a major work by three international scholars at the cutting edge of new research that investigates the emerging set of complex relationships between creativity, design, research, higher education and knowledge capitalism. It highlights the role of the creative and expressive arts, of performance, of aesthetics in general, and the significant role of design as an underlying infrastructure for the creative economy. This book tracks the most recent mutation of these serial shifts - from postindustrial economy to the information economy to the digital economy to the knowledge economy to the 'creative economy' - to summarize the underlying and essential trends in knowledge capitalism and to investigate post-market notions of open source public space. The book hypothesizes that creative economy might constitute an enlargement of its predecessors that not only democratizes creativity and relativizes intellectual property law, but also emphasizes the social conditions of creative work. It documents how these profound shifts have brought to the forefront forms of knowledge production based on the commons and driven by ideas, not profitability per se; and have given rise to the notion of not just 'knowledge management' but the design of 'creative institutions' embodying new patterns of work.

Author : Lawrence Boland,Tom Warlow
Publisher : Routledge
Page : 355 pages
File Size : 55,5 Mb
Release : 2003-04-17
Category : Business & Economics
ISBN : 9781134498093

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Foundations of Economic Method by Lawrence Boland,Tom Warlow Pdf

This updated edition is radically changed from the original and will be much appreciated by thinkers within economics. Boland is back.

Author : Russell Hardin
Publisher : Princeton University Press
Page : 183 pages
File Size : 43,8 Mb
Release : 2013-06-27
Category : Philosophy
ISBN : 9781400848966

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Indeterminacy and Society by Russell Hardin Pdf

In simple action theory, when people choose between courses of action, they know what the outcome will be. When an individual is making a choice "against nature," such as switching on a light, that assumption may hold true. But in strategic interaction outcomes, indeterminacy is pervasive and often intractable. Whether one is choosing for oneself or making a choice about a policy matter, it is usually possible only to make a guess about the outcome, one based on anticipating what other actors will do. In this book Russell Hardin asserts, in his characteristically clear and uncompromising prose, "Indeterminacy in contexts of strategic interaction . . . Is an issue that is constantly swept under the rug because it is often disruptive to pristine social theory. But the theory is fake: the indeterminacy is real." In the course of the book, Hardin thus outlines the various ways in which theorists from Hobbes to Rawls have gone wrong in denying or ignoring indeterminacy, and suggests how social theories would be enhanced--and how certain problems could be resolved effectively or successfully--if they assumed from the beginning that indeterminacy was the normal state of affairs, not the exception. Representing a bold challenge to widely held theoretical assumptions and habits of thought, Indeterminacy and Society will be debated across a range of fields including politics, law, philosophy, economics, and business management.

Author : Fabrice Baudoin
Publisher : World Scientific
Page : 152 pages
File Size : 55,8 Mb
Release : 2004
Category : Mathematics
ISBN : 9781860944819

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An Introduction to the Geometry of Stochastic Flows by Fabrice Baudoin Pdf

This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.

Author : Narahari Umanath Prabhu
Publisher : World Scientific
Page : 356 pages
File Size : 42,8 Mb
Release : 2007
Category : Mathematics
ISBN : 9789812706263

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Stochastic Processes by Narahari Umanath Prabhu Pdf

Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.

Author : Jeffrey S Rosenthal
Publisher : World Scientific
Page : 213 pages
File Size : 50,6 Mb
Release : 2019-09-26
Category : Mathematics
ISBN : 9789811207921

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A First Look At Stochastic Processes by Jeffrey S Rosenthal Pdf

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Author : Nicolas Privault
Publisher : World Scientific
Page : 243 pages
File Size : 45,9 Mb
Release : 2012
Category : Business & Economics
ISBN : 9789814390866

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An Elementary Introduction to Stochastic Interest Rate Modeling by Nicolas Privault Pdf

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.

Author : Anonim
Publisher : Unknown
Page : 612 pages
File Size : 47,5 Mb
Release : 1992
Category : Buildings
ISBN : UCSD:31822022697924

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Proceedings of the World Conference on Earthquake Engineering by Anonim Pdf

Each of the volumes for the 1984 conference deals with one or more topics related to earthquake engineering.