General Irreducible Markov Chains And Non Negative Operators
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General Irreducible Markov Chains and Non-Negative Operators
Author | : Esa Nummelin |
Publisher | : Cambridge University Press |
Total Pages | : 176 |
Release | : 2004-06-03 |
Genre | : Mathematics |
ISBN | : 9780521604949 |
Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
General Irreducible Markov Chains and Non-Negative Operators
Author | : Esa Nummelin |
Publisher | : Cambridge University Press |
Total Pages | : 170 |
Release | : 1984-10-18 |
Genre | : Mathematics |
ISBN | : 9780521250054 |
The purpose of this book is to present the theory of general irreducible Markov chains and to point out the connection between this and the Perron-Frobenius theory of nonnegative operators. The author begins by providing some basic material designed to make the book self-contained, yet his principal aim throughout is to emphasize recent developments. The technique of embedded renewal processes, common in the study of discrete Markov chains, plays a particularly important role. The examples discussed indicate applications to such topics as queueing theory, storage theory, autoregressive processes and renewal theory. The book will therefore be useful to researchers in the theory and applications of Markov chains. It could also be used as a graduate-level textbook for courses on Markov chains or aspects of operator theory.
Markov Chains
Author | : Randal Douc |
Publisher | : Springer |
Total Pages | : 758 |
Release | : 2018-12-11 |
Genre | : Mathematics |
ISBN | : 3319977040 |
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Inference in Hidden Markov Models
Author | : Olivier Cappé |
Publisher | : Springer Science & Business Media |
Total Pages | : 656 |
Release | : 2006-04-12 |
Genre | : Mathematics |
ISBN | : 0387289828 |
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
Probability Theory and Mathematical Statistics
Author | : B. Grigelionis |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 752 |
Release | : 2020-05-18 |
Genre | : Mathematics |
ISBN | : 311231932X |
No detailed description available for "Probability Theory and Mathematical Statistics".
Tạp Chí Toán Học
Author | : Hội Toán học Việt Nam |
Publisher | : Dr. Vuong Quan Hoang |
Total Pages | : 21 |
Release | : |
Genre | : Mathematics |
ISBN | : |
Approximating Integrals via Monte Carlo and Deterministic Methods
Author | : Michael Evans |
Publisher | : OUP Oxford |
Total Pages | : 302 |
Release | : 2000-03-23 |
Genre | : Mathematics |
ISBN | : 019158987X |
This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.
Evolutionary Equations with Applications in Natural Sciences
Author | : Jacek Banasiak |
Publisher | : Springer |
Total Pages | : 505 |
Release | : 2014-11-07 |
Genre | : Mathematics |
ISBN | : 3319113224 |
With the unifying theme of abstract evolutionary equations, both linear and nonlinear, in a complex environment, the book presents a multidisciplinary blend of topics, spanning the fields of theoretical and applied functional analysis, partial differential equations, probability theory and numerical analysis applied to various models coming from theoretical physics, biology, engineering and complexity theory. Truly unique features of the book are: the first simultaneous presentation of two complementary approaches to fragmentation and coagulation problems, by weak compactness methods and by using semigroup techniques, comprehensive exposition of probabilistic methods of analysis of long term dynamics of dynamical systems, semigroup analysis of biological problems and cutting edge pattern formation theory. The book will appeal to postgraduate students and researchers specializing in applications of mathematics to problems arising in natural sciences and engineering.