Quasi Stationary Distributions

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Quasi-Stationary Distributions

Author : Pierre Collet
Publisher : Springer Science & Business Media
ISBN 13 : 3642331319
Total Pages : 288 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Quasi-Stationary Distributions by : Pierre Collet

Download or read book Quasi-Stationary Distributions written by Pierre Collet and published by Springer Science & Business Media. This book was released on 2012-10-24 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Quasi-Stationary Distributions

Author : Pierre Collet
Publisher : Springer Science & Business Media
ISBN 13 : 3642331300
Total Pages : 288 pages
Book Rating : 4.6/5 (423 download)

DOWNLOAD NOW!

Book Synopsis Quasi-Stationary Distributions by : Pierre Collet

Download or read book Quasi-Stationary Distributions written by Pierre Collet and published by Springer Science & Business Media. This book was released on 2012-10-25 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Quasi-Stationary Distributions

Author : Pierre Collet
Publisher : Springer
ISBN 13 : 9783642428883
Total Pages : 0 pages
Book Rating : 4.4/5 (288 download)

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Book Synopsis Quasi-Stationary Distributions by : Pierre Collet

Download or read book Quasi-Stationary Distributions written by Pierre Collet and published by Springer. This book was released on 2014-11-09 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model

Author : Ingemar Nåsell
Publisher : Springer Science & Business Media
ISBN 13 : 3642205291
Total Pages : 206 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model by : Ingemar Nåsell

Download or read book Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model written by Ingemar Nåsell and published by Springer Science & Business Media. This book was released on 2011-07-06 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.

Mathematical and Statistical Methods in Reliability

Author : Bo Lindqvist
Publisher : World Scientific
ISBN 13 : 9812383212
Total Pages : 569 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis Mathematical and Statistical Methods in Reliability by : Bo Lindqvist

Download or read book Mathematical and Statistical Methods in Reliability written by Bo Lindqvist and published by World Scientific. This book was released on 2003 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains extended versions of carefully selected and reviewed papers presented at the Third International Conference on Mathematical Methods in Reliability, held in Norway in 2002. It provides an overview of current research activities in reliability theory. The authors are all leading experts in the field. Readership: Graduate students, academics and professionals in probability & statistics, reliability analysis, survival analysis, industrial engineering, software engineering, operations research and applied mathematics research.

Introduction to Matrix Analytic Methods in Stochastic Modeling

Author : G. Latouche
Publisher : SIAM
ISBN 13 : 0898714257
Total Pages : 331 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Introduction to Matrix Analytic Methods in Stochastic Modeling by : G. Latouche

Download or read book Introduction to Matrix Analytic Methods in Stochastic Modeling written by G. Latouche and published by SIAM. This book was released on 1999-01-01 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the basic mathematical ideas and algorithms of the matrix analytic theory in a readable, up-to-date, and comprehensive manner.

Feynman-Kac Formulae

Author : Pierre Del Moral
Publisher : Springer Science & Business Media
ISBN 13 : 9780387202686
Total Pages : 584 pages
Book Rating : 4.2/5 (26 download)

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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 2004-03-30 with total page 584 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.

Sensitivity Analysis: Matrix Methods in Demography and Ecology

Author : Hal Caswell
Publisher : Springer
ISBN 13 : 3030105342
Total Pages : 308 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Sensitivity Analysis: Matrix Methods in Demography and Ecology by : Hal Caswell

Download or read book Sensitivity Analysis: Matrix Methods in Demography and Ecology written by Hal Caswell and published by Springer. This book was released on 2019-04-02 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows how to use sensitivity analysis in demography. It presents new methods for individuals, cohorts, and populations, with applications to humans, other animals, and plants. The analyses are based on matrix formulations of age-classified, stage-classified, and multistate population models. Methods are presented for linear and nonlinear, deterministic and stochastic, and time-invariant and time-varying cases. Readers will discover results on the sensitivity of statistics of longevity, life disparity, occupancy times, the net reproductive rate, and statistics of Markov chain models in demography. They will also see applications of sensitivity analysis to population growth rates, stable population structures, reproductive value, equilibria under immigration and nonlinearity, and population cycles. Individual stochasticity is a theme throughout, with a focus that goes beyond expected values to include variances in demographic outcomes. The calculations are easily and accurately implemented in matrix-oriented programming languages such as Matlab or R. Sensitivity analysis will help readers create models to predict the effect of future changes, to evaluate policy effects, and to identify possible evolutionary responses to the environment. Complete with many examples of the application, the book will be of interest to researchers and graduate students in human demography and population biology. The material will also appeal to those in mathematical biology and applied mathematics.

Algebraic Structures and Applications

Author : Sergei Silvestrov
Publisher : Springer Nature
ISBN 13 : 3030418502
Total Pages : 976 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Algebraic Structures and Applications by : Sergei Silvestrov

Download or read book Algebraic Structures and Applications written by Sergei Silvestrov and published by Springer Nature. This book was released on 2020-06-18 with total page 976 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.

The Distribution of Wealth

Author : John Bates Clark
Publisher :
ISBN 13 :
Total Pages : 490 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Distribution of Wealth by : John Bates Clark

Download or read book The Distribution of Wealth written by John Bates Clark and published by . This book was released on 1899 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Kappa Distributions

Author : George Livadiotis
Publisher : Elsevier
ISBN 13 : 0128046392
Total Pages : 740 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Kappa Distributions by : George Livadiotis

Download or read book Kappa Distributions written by George Livadiotis and published by Elsevier. This book was released on 2017-04-19 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kappa Distributions: Theory and Applications in Plasmas presents the theoretical developments of kappa distributions, their applications in plasmas, and how they affect the underpinnings of our understanding of space and plasma physics, astrophysics, and statistical mechanics/thermodynamics. Separated into three major parts, the book covers theoretical methods, analytical methods in plasmas, and applications in space plasmas. The first part of the book focuses on basic aspects of the statistical theory of kappa distributions, beginning with their connection to the solid backgrounds of non-extensive statistical mechanics. The book then moves on to plasma physics, and is devoted to analytical methods related to kappa distributions on various basic plasma topics, spanning linear/nonlinear plasma waves, solitons, shockwaves, and dusty plasmas. The final part of the book deals with applications in space plasmas, focusing on applications of theoretical and analytical developments in space plasmas from the heliosphere and beyond, in other astrophysical plasmas. Kappa Distributions is ideal for space, plasma, and statistical physicists; geophysicists, especially of the upper atmosphere; Earth and planetary scientists; and astrophysicists. - Answers important questions, such as how plasma waves are affected by kappa distributions and how solar wind, magnetospheres, and other geophysical, space, and astrophysical plasmas can be modeled using kappa distributions - Presents the features of kappa distributions in the context of plasmas, including how kappa indices, temperatures, and densities vary among the species populations in different plasmas - Provides readers with the information they need to decide which specific formula of kappa distribution should be used for a certain occasion and system (toolbox)

Discrete Probability and Algorithms

Author : David Aldous
Publisher : Springer Science & Business Media
ISBN 13 : 1461208017
Total Pages : 169 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Discrete Probability and Algorithms by : David Aldous

Download or read book Discrete Probability and Algorithms written by David Aldous and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete probability theory and the theory of algorithms have become close partners over the last ten years, though the roots of this partnership go back much longer. The papers in this volume address the latest developments in this active field. They are from the IMA Workshops "Probability and Algorithms" and "The Finite Markov Chain Renaissance." They represent the current thinking of many of the world's leading experts in the field. Researchers and graduate students in probability, computer science, combinatorics, and optimization theory will all be interested in this collection of articles. The techniques developed and surveyed in this volume are still undergoing rapid development, and many of the articles of the collection offer an expositionally pleasant entree into a research area of growing importance.

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Author : Samuel N Cohen
Publisher : World Scientific
ISBN 13 : 9814483915
Total Pages : 605 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott by : Samuel N Cohen

Download or read book Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott written by Samuel N Cohen and published by World Scientific. This book was released on 2012-08-10 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Random Walks and Electric Networks

Author : Peter G. Doyle
Publisher : American Mathematical Soc.
ISBN 13 : 1614440220
Total Pages : 174 pages
Book Rating : 4.6/5 (144 download)

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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.

Stochastic Networks

Author : Frank Kelly
Publisher : Cambridge University Press
ISBN 13 : 1107035775
Total Pages : 233 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Stochastic Networks by : Frank Kelly

Download or read book Stochastic Networks written by Frank Kelly and published by Cambridge University Press. This book was released on 2014-02-27 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compact, highly-motivated introduction to some of the stochastic models found useful in the study of communications networks.

Introduction to Stochastic Networks

Author : Richard Serfozo
Publisher : Springer Science & Business Media
ISBN 13 : 1461214823
Total Pages : 312 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Introduction to Stochastic Networks by : Richard Serfozo

Download or read book Introduction to Stochastic Networks written by Richard Serfozo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with Jackson networks and ending with spatial queuing systems, this book describes several basic stochastic network processes, with the focus on network processes that have tractable expressions for the equilibrium probability distribution of the numbers of units at the stations. Intended for graduate students and researchers in engineering, science and mathematics interested in the basics of stochastic networks that have been developed over the last twenty years, the text assumes a graduate course in stochastic processes without measure theory, emphasising multi-dimensional Markov processes. Alongside self-contained material on point processes involving real analysis, the book also contains complete introductions to reversible Markov processes, Palm probabilities for stationary systems, Little laws for queuing systems and space-time Poisson processes.

Non-negative Matrices and Markov Chains

Author : E. Seneta
Publisher : Springer Science & Business Media
ISBN 13 : 0387327924
Total Pages : 295 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Non-negative Matrices and Markov Chains by : E. Seneta

Download or read book Non-negative Matrices and Markov Chains written by E. Seneta and published by Springer Science & Business Media. This book was released on 2006-07-02 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields of study as diverse as probability theory, numerical analysis, demography, mathematical economics, and dynamic programming, while its development is still proceeding rapidly as a branch of pure mathematics in its own right. While there are books which cover this or that aspect of the theory, it is nevertheless not uncommon for workers in one or another branch of its development to be unaware of what is known in other branches, even though there is often formal overlap. One of the purposes of this book is to relate several aspects of the theory, insofar as this is possible. The author hopes that the book will be useful to mathematicians; but in particular to the workers in applied fields, so the mathematics has been kept as simple as could be managed. The mathematical requisites for reading it are: some knowledge of real-variable theory, and matrix theory; and a little knowledge of complex-variable; the emphasis is on real-variable methods. (There is only one part of the book, the second part of 55.5, which is of rather specialist interest, and requires deeper knowledge.) Appendices provide brief expositions of those areas of mathematics needed which may be less g- erally known to the average reader.