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Paths Sampling And Markov Chain Decomposition
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Book Synopsis Cycle Representations of Markov Processes by : Sophia L. Kalpazidou
Download or read book Cycle Representations of Markov Processes written by Sophia L. Kalpazidou and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.
Book Synopsis Markov Chain Monte Carlo by : Dani Gamerman
Download or read book Markov Chain Monte Carlo written by Dani Gamerman and published by CRC Press. This book was released on 1997-10-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.
Download or read book Markov Chains written by Randal Douc and published by Springer. This book was released on 2018-12-11 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Markov Chains and Stochastic Stability by : Sean Meyn
Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.
Book Synopsis Random Walks and Electric Networks by : Peter G. Doyle
Download or read book Random Walks and Electric Networks written by Peter G. Doyle and published by American Mathematical Soc.. This book was released on 1984-12-31 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory, like much of mathematics, is indebted to physics as a source of problems and intuition for solving these problems. Unfortunately, the level of abstraction of current mathematics often makes it difficult for anyone but an expert to appreciate this fact. Random Walks and electric networks looks at the interplay of physics and mathematics in terms of an example—the relation between elementary electric network theory and random walks —where the mathematics involved is at the college level.
Book Synopsis Mathematical Foundations of Computer Science 2001 by : Jiri Sgall
Download or read book Mathematical Foundations of Computer Science 2001 written by Jiri Sgall and published by Springer. This book was released on 2003-08-06 with total page 735 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 26th International Symposium on Mathematical Foundations of Computer Science, MFCS 2001, held in Marianske Lazne, Czech Republic in August 2001. The 51 revised full papers presented together with 10 invited contributions were carefully reviewed and selected from a total of 118 submissions. All current aspects of theoretical computer science are addressed ranging from mathematical logic and programming theory to algorithms, discrete mathematics, and complexity theory. Besides classical issues, modern topics like quantum computing are discussed as well.
Book Synopsis Mathematical Theory of Nonequilibrium Steady States by : Da-Quan Jiang
Download or read book Mathematical Theory of Nonequilibrium Steady States written by Da-Quan Jiang and published by Springer Science & Business Media. This book was released on 2004 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Modeling by : Barry L. Nelson
Download or read book Stochastic Modeling written by Barry L. Nelson and published by Courier Corporation. This book was released on 2012-10-11 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Stochastic Learning and Optimization by : Xi-Ren Cao
Download or read book Stochastic Learning and Optimization written by Xi-Ren Cao and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Performance optimization is vital in the design and operation of modern engineering systems, including communications, manufacturing, robotics, and logistics. Most engineering systems are too complicated to model, or the system parameters cannot be easily identified, so learning techniques have to be applied. This book provides a unified framework based on a sensitivity point of view. It also introduces new approaches and proposes new research topics within this sensitivity-based framework. This new perspective on a popular topic is presented by a well respected expert in the field.
Book Synopsis Stochastic Processes in Quantum Physics by : Masao Nagasawa
Download or read book Stochastic Processes in Quantum Physics written by Masao Nagasawa and published by Birkhäuser. This book was released on 2012-12-06 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level. The book under review is recommended to mathematicians, physicists and graduate students interested in mathematical physics and stochastic processes. Furthermore, some selected chapters can be used as sub-textbooks for advanced courses on stochastic processes, quantum theory and quantum chemistry." ZAA
Book Synopsis Diffusion Processes and their Sample Paths by : Kiyosi Itô
Download or read book Diffusion Processes and their Sample Paths written by Kiyosi Itô and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematical insight provided into Brownian motion. Now, with its republication in the Classics in Mathematics it is hoped that a new generation will be able to enjoy the classic text of Itô and McKean.
Book Synopsis Computational Complexity of Counting and Sampling by : Istvan Miklos
Download or read book Computational Complexity of Counting and Sampling written by Istvan Miklos and published by CRC Press. This book was released on 2019-02-21 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Complexity of Counting and Sampling provides readers with comprehensive and detailed coverage of the subject of computational complexity. It is primarily geared toward researchers in enumerative combinatorics, discrete mathematics, and theoretical computer science. The book covers the following topics: Counting and sampling problems that are solvable in polynomial running time, including holographic algorithms; #P-complete counting problems; and approximation algorithms for counting and sampling. First, it opens with the basics, such as the theoretical computer science background and dynamic programming algorithms. Later, the book expands its scope to focus on advanced topics, like stochastic approximations of counting discrete mathematical objects and holographic algorithms. After finishing the book, readers will agree that the subject is well covered, as the book starts with the basics and gradually explores the more complex aspects of the topic. Features: Each chapter includes exercises and solutions Ideally written for researchers and scientists Covers all aspects of the topic, beginning with a solid introduction, before shifting to computational complexity’s more advanced features, with a focus on counting and sampling
Book Synopsis Handbook of Markov Chain Monte Carlo by : Steve Brooks
Download or read book Handbook of Markov Chain Monte Carlo written by Steve Brooks and published by CRC Press. This book was released on 2011-05-10 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie
Book Synopsis Probability and Statistics by : Cain Mckay
Download or read book Probability and Statistics written by Cain Mckay and published by Scientific e-Resources. This book was released on 2019-01-30 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains by : Xi-Ren Cao
Download or read book Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains written by Xi-Ren Cao and published by Springer Nature. This book was released on 2020-09-09 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Springer brief addresses the challenges encountered in the study of the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and connectivity do not apply. This brief introduces the novel concept of confluencity and applies a relative optimization approach. It develops a comprehensive theory for optimization of the long-run average of time-nonhomogeneous Markov chains. The book shows that confluencity is the most fundamental concept in optimization, and that relative optimization is more suitable for treating the systems under consideration than standard ideas of dynamic programming. Using confluencity and relative optimization, the author classifies states as confluent or branching and shows how the under-selectivity issue of the long-run average can be easily addressed, multi-class optimization implemented, and Nth biases and Blackwell optimality conditions derived. These results are presented in a book for the first time and so may enhance the understanding of optimization and motivate new research ideas in the area.
Book Synopsis Selected Topics on Continuous-time Controlled Markov Chains and Markov Games by : Tomás Prieto-Rumeau
Download or read book Selected Topics on Continuous-time Controlled Markov Chains and Markov Games written by Tomás Prieto-Rumeau and published by World Scientific. This book was released on 2012 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown.This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.
Book Synopsis Feynman-Kac Formulae by : Pierre Del Moral
Download or read book Feynman-Kac Formulae written by Pierre Del Moral and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
