A Selection Of Stochastic Processes Emanating From Natural Sciences
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| Author | : Grigorios A. Pavliotis |
| Publisher | : Springer |
| Total Pages | : 345 |
| Release | : 2014-11-19 |
| Genre | : Mathematics |
| ISBN | : 1493913239 |
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
| 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 | : Kulik, Alexei |
| Publisher | : Universitätsverlag Potsdam |
| Total Pages | : 138 |
| Release | : 2017 |
| Genre | : Mathematics |
| ISBN | : 3869564148 |
The interdisciplinary workshop STOCHASTIC PROCESSES WITH APPLICATIONS IN THE NATURAL SCIENCES was held in Bogotá, at Universidad de los Andes from December 5 to December 9, 2016. It brought together researchers from Colombia, Germany, France, Italy, Ukraine, who communicated recent progress in the mathematical research related to stochastic processes with application in biophysics. The present volume collects three of the four courses held at this meeting by Angelo Valleriani, Sylvie Rœlly and Alexei Kulik. A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.
| Author | : Norman T. J. Bailey |
| Publisher | : John Wiley & Sons |
| Total Pages | : 268 |
| Release | : 1991-01-16 |
| Genre | : Mathematics |
| ISBN | : 9780471523680 |
Develops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.
| Author | : Samuel N Cohen |
| Publisher | : World Scientific |
| Total Pages | : 605 |
| Release | : 2012-08-10 |
| Genre | : Mathematics |
| ISBN | : 9814483915 |
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
| Author | : Wolfgang Paul |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 252 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : 9783540665601 |
The book is an introduction to stochastic processes with applications from physics and finance. It introduces the basic notions of probability theory and the mathematics of stochastic processes. The applications that we discuss are chosen to show the interdisciplinary character of the concepts and methods and are taken from physics and finance. Due to its interdisciplinary character and choice of topics, the book can show students and researchers in physics how models and techniques used in their field can be translated into and applied in the field of finance and risk-management. On the other hand, a practitioner from the field of finance will find models and approaches recently developed in the emerging field of econophysics for understanding the stochastic price behavior of financial assets.
| Author | : Georg Lindgren |
| Publisher | : CRC Press |
| Total Pages | : 378 |
| Release | : 2012-10-01 |
| Genre | : Mathematics |
| ISBN | : 1466557796 |
Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
| Author | : Kai Lai Chung |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 411 |
| Release | : 2012-11-12 |
| Genre | : Mathematics |
| ISBN | : 0387215484 |
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
| Author | : Warren J. Ewens |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 448 |
| Release | : 2004-01-09 |
| Genre | : Science |
| ISBN | : 9780387201917 |
This is the first of a planned two-volume work discussing the mathematical aspects of population genetics with an emphasis on evolutionary theory. This volume draws heavily from the author’s 1979 classic, but it has been revised and expanded to include recent topics which follow naturally from the treatment in the earlier edition, such as the theory of molecular population genetics.
| Author | : Samuel Karlin |
| Publisher | : Elsevier |
| Total Pages | : 561 |
| Release | : 1981-06-29 |
| Genre | : Mathematics |
| ISBN | : 008057050X |
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.
