Introduction To Stochastic Models
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| Author | : Howard M. Taylor |
| Publisher | : Academic Press |
| Total Pages | : 410 |
| Release | : 2014-05-10 |
| Genre | : Mathematics |
| ISBN | : 1483269272 |
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.
| Author | : Roe Goodman |
| Publisher | : Courier Corporation |
| Total Pages | : 370 |
| Release | : 2006-01-01 |
| Genre | : Mathematics |
| ISBN | : 0486450376 |
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.
| Author | : Nicolas Lanchier |
| Publisher | : Springer |
| Total Pages | : 305 |
| Release | : 2017-01-27 |
| Genre | : Mathematics |
| ISBN | : 3319500384 |
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.
| Author | : G. Latouche |
| Publisher | : SIAM |
| Total Pages | : 331 |
| Release | : 1999-01-01 |
| Genre | : Mathematics |
| ISBN | : 0898714257 |
Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.
| Author | : Barry L. Nelson |
| Publisher | : Courier Corporation |
| Total Pages | : 338 |
| Release | : 2012-10-11 |
| Genre | : Mathematics |
| ISBN | : 0486139948 |
Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.
| Author | : Andreas Diekmann |
| Publisher | : Academic Press |
| Total Pages | : 352 |
| Release | : 2014-05-10 |
| Genre | : Mathematics |
| ISBN | : 1483266567 |
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.
| Author | : Erhan Cinlar |
| Publisher | : Courier Corporation |
| Total Pages | : 418 |
| Release | : 2013-02-20 |
| Genre | : Mathematics |
| ISBN | : 0486276325 |
Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.
| Author | : V. G. Kulkarni |
| Publisher | : Springer |
| Total Pages | : 313 |
| Release | : 2012-12-27 |
| Genre | : Mathematics |
| ISBN | : 9781461427353 |
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.
| Author | : Robert P. Dobrow |
| Publisher | : John Wiley & Sons |
| Total Pages | : 504 |
| Release | : 2016-03-07 |
| Genre | : Mathematics |
| ISBN | : 1118740653 |
An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: More than 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion web site that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.
| Author | : Mark Pinsky |
| Publisher | : Academic Press |
| Total Pages | : 46 |
| Release | : 2011-04-15 |
| Genre | : Mathematics |
| ISBN | : 0123852269 |
An Introduction to Stochastic Modeling, Student Solutions Manual (e-only)
