Topics in Spatial Stochastic Processes

Topics in Spatial Stochastic Processes
Author: Vincenzo Capasso
Publisher: Springer Science & Business Media
Total Pages: 268
Release: 2003-01-21
Genre: Mathematics
ISBN: 9783540002956

The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

Classical and Spatial Stochastic Processes

Classical and Spatial Stochastic Processes
Author: Rinaldo B. Schinazi
Publisher: Springer
Total Pages: 271
Release: 2014-09-27
Genre: Mathematics
ISBN: 1493918699

The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a first course in stochastic processes. It guides the reader in a very clever manner from classical ideas to some of the most interesting modern results. ... All essential facts are presented with clear proofs, illustrated by beautiful examples. ... The book is well organized, has informative chapter summaries, and presents interesting exercises. The clear proofs are concentrated at the ends of the chapters making it easy to find the results. The style is a good balance of mathematical rigorosity and user-friendly explanation. —Biometric Journal This small book is well-written and well-organized. ... Only simple results are treated ... but at the same time many ideas needed for more complicated cases are hidden and in fact very close. The second part is a really elementary introduction to the area of spatial processes. ... All sections are easily readable and it is rather tentative for the reviewer to learn them more deeply by organizing a course based on this book. The reader can be really surprised seeing how simple the lectures on these complicated topics can be. At the same time such important questions as phase transitions and their properties for some models and the estimates for certain critical values are discussed rigorously. ... This is indeed a first course on stochastic processes and also a masterful introduction to some modern chapters of the theory. —Zentralblatt Math

Basics of Applied Stochastic Processes

Basics of Applied Stochastic Processes
Author: Richard Serfozo
Publisher: Springer Science & Business Media
Total Pages: 452
Release: 2009-01-24
Genre: Mathematics
ISBN: 3540893326

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

Complex Systems in Biomedicine

Complex Systems in Biomedicine
Author: A. Quarteroni
Publisher: Springer Science & Business Media
Total Pages: 299
Release: 2007-03-20
Genre: Science
ISBN: 8847003962

Mathematicalmodelingofhumanphysiopathologyisatremendouslyambitioustask. It encompasses the modeling of most diverse compartments such as the cardiovas- lar,respiratory,skeletalandnervoussystems,aswellasthemechanicalandbioch- ical interaction between blood ?ow and arterial walls, and electrocardiac processes and electric conduction in biological tissues. Mathematical models can be set up to simulate both vasculogenesis (the aggregation and organization of endothelial cells dispersed in a given environment) and angiogenesis (the formation of new vessels sprouting from an existing vessel) that are relevant to the formation of vascular networks, and in particular to the description of tumor growth. The integration of models aimed at simulating the cooperation and interrelation of different systems is an even more dif?cult task. It calls for the setting up of, for instance, interaction models for the integrated cardio-vascular system and the interplay between the central circulation and peripheral compartments, models for the mid-to-long range cardiovascular adjustments to pathological conditions (e.g., to account for surgical interventions, congenital malformations, or tumor growth), models for integration among circulation, tissue perfusion, biochemical and thermal regulation, models for parameter identi?cation and sensitivity analysis to parameter changes or data uncertainty – and many others.

Random Polymers

Random Polymers
Author: Frank den Hollander
Publisher: Springer
Total Pages: 271
Release: 2009-04-09
Genre: Mathematics
ISBN: 3642003338

Polymer chains that interact with themselves and/or with their environment are fascinating objects, displaying a range of interesting physical and chemical phenomena. The focus in this monograph is on the mathematical description of some of these phenomena, with particular emphasis on phase transitions as a function of interaction parameters, associated critical behavior and space-time scaling. Topics include: self-repellent polymers, self-attracting polymers, polymers interacting with interfaces, charged polymers, copolymers near linear or random selective interfaces, polymers interacting with random substrate and directed polymers in random environment. Different techniques are exposed, including the method of local times, large deviations, the lace expansion, generating functions, the method of excursions, ergodic theory, partial annealing estimates, coarse-graining techniques and martingales. Thus, this monograph offers a mathematical panorama of polymer chains, which even today holds plenty of challenges.

Fractal Geometry and Stochastics III

Fractal Geometry and Stochastics III
Author: Christoph Bandt
Publisher: Birkhäuser
Total Pages: 265
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034878915

This up-to-date monograph, providing an up-to-date overview of the field of Hepatitis Prevention and Treatment, includes contributions from internationally recognized experts on viral hepatitis, and covers the current state of knowledge and practice regarding the molecular biology, immunology, biochemistry, pharmacology and clinical aspects of chronic HBV and HCV infection. The book provides the latest information, with sufficient background and discussion of the literature to benefit the newcomer to the field.

Large random matrices

Large random matrices
Author: Alice Guionnet
Publisher: Springer Science & Business Media
Total Pages: 296
Release: 2009-03-25
Genre: Mathematics
ISBN: 3540698965

These lectures emphasize the relation between the problem of enumerating complicated graphs and the related large deviations questions. Such questions are closely related with the asymptotic distribution of matrices.

Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators

Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
Author: Ivan Veselic
Publisher: Springer Science & Business Media
Total Pages: 151
Release: 2008-01-02
Genre: Mathematics
ISBN: 3540726896

This book describes in detail a quantity encoding spectral feature of random operators: the integrated density of states or spectral distribution function. It presents various approaches to the construction of the integrated density of states and the proof of its regularity properties. The book also includes references to and a discussion of other properties of the IDS as well as a variety of models beyond those treated in detail here.

Spatial Stochastic Processes

Spatial Stochastic Processes
Author: K.S. Alexander
Publisher: Springer Science & Business Media
Total Pages: 265
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461204518

This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989. The papers rep resent the wide range of subfields of probability theory in which Ted has made profound and fundamental contributions. This breadth in Ted's research complicates the task of putting together in his honor a book with a unified theme. One common thread noted was the spatial, or geometric, aspect of the phenomena Ted investigated. This volume has been organized around that theme, with papers covering four major subject areas of Ted's research: branching processes, percola tion, interacting particle systems, and stochastic flows. These four topics do not· exhaust his research interests; his major work on Markov chains is commemorated in the standard technology "Harris chain" and "Harris recurrent" . The editors would like to take this opportunity to thank the speakers at the symposium and the contributors to this volume. Their enthusi astic support is a tribute to Ted Harris. We would like to express our appreciation to Annette Mosley for her efforts in typing the manuscripts and to Arthur Ogawa for typesetting the volume. Finally, we gratefully acknowledge the National Science Foundation and the University of South ern California for their financial support.