Stochastic Modelling For Systems Biology Second Edition

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Stochastic Modelling for Systems Biology, Second Edition

Author : Darren J. Wilkinson
Publisher : CRC Press
ISBN 13 : 1439837724
Total Pages : 365 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Stochastic Modelling for Systems Biology, Second Edition by : Darren J. Wilkinson

Download or read book Stochastic Modelling for Systems Biology, Second Edition written by Darren J. Wilkinson and published by CRC Press. This book was released on 2011-11-09 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of Stochastic Modelling for Systems Biology, there have been many interesting developments in the use of "likelihood-free" methods of Bayesian inference for complex stochastic models. Re-written to reflect this modern perspective, this second edition covers everything necessary for a good appreciation of stochastic kinetic modelling of biological networks in the systems biology context. Keeping with the spirit of the first edition, all of the new theory is presented in a very informal and intuitive manner, keeping the text as accessible as possible to the widest possible readership. New in the Second Edition All examples have been updated to Systems Biology Markup Language Level 3 All code relating to simulation, analysis, and inference for stochastic kinetic models has been re-written and re-structured in a more modular way An ancillary website provides links, resources, errata, and up-to-date information on installation and use of the associated R package More background material on the theory of Markov processes and stochastic differential equations, providing more substance for mathematically inclined readers Discussion of some of the more advanced concepts relating to stochastic kinetic models, such as random time change representations, Kolmogorov equations, Fokker-Planck equations and the linear noise approximation Simple modelling of "extrinsic" and "intrinsic" noise An effective introduction to the area of stochastic modelling in computational systems biology, this new edition adds additional mathematical detail and computational methods that will provide a stronger foundation for the development of more advanced courses in stochastic biological modelling.

Stochastic Modelling for Systems Biology, Third Edition

Author : Darren J. Wilkinson
Publisher : CRC Press
ISBN 13 : 1351000896
Total Pages : 292 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Stochastic Modelling for Systems Biology, Third Edition by : Darren J. Wilkinson

Download or read book Stochastic Modelling for Systems Biology, Third Edition written by Darren J. Wilkinson and published by CRC Press. This book was released on 2018-12-07 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of Stochastic Modelling for Systems Biology, there have been many interesting developments in the use of "likelihood-free" methods of Bayesian inference for complex stochastic models. Having been thoroughly updated to reflect this, this third edition covers everything necessary for a good appreciation of stochastic kinetic modelling of biological networks in the systems biology context. New methods and applications are included in the book, and the use of R for practical illustration of the algorithms has been greatly extended. There is a brand new chapter on spatially extended systems, and the statistical inference chapter has also been extended with new methods, including approximate Bayesian computation (ABC). Stochastic Modelling for Systems Biology, Third Edition is now supplemented by an additional software library, written in Scala, described in a new appendix to the book. New in the Third Edition New chapter on spatially extended systems, covering the spatial Gillespie algorithm for reaction diffusion master equation models in 1- and 2-d, along with fast approximations based on the spatial chemical Langevin equation Significantly expanded chapter on inference for stochastic kinetic models from data, covering ABC, including ABC-SMC Updated R package, including code relating to all of the new material New R package for parsing SBML models into simulatable stochastic Petri net models New open-source software library, written in Scala, replicating most of the functionality of the R packages in a fast, compiled, strongly typed, functional language Keeping with the spirit of earlier editions, all of the new theory is presented in a very informal and intuitive manner, keeping the text as accessible as possible to the widest possible readership. An effective introduction to the area of stochastic modelling in computational systems biology, this new edition adds additional detail and computational methods that will provide a stronger foundation for the development of more advanced courses in stochastic biological modelling.

Stochastic Modelling for Systems Biology

Author : Darren James Wilkinson
Publisher :
ISBN 13 : 9780429152030
Total Pages : 360 pages
Book Rating : 4.1/5 (52 download)

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Book Synopsis Stochastic Modelling for Systems Biology by : Darren James Wilkinson

Download or read book Stochastic Modelling for Systems Biology written by Darren James Wilkinson and published by . This book was released on 2012 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of Stochastic Modelling for Systems Biology, there have been many interesting developments in the use of ""likelihood-free"" methods of Bayesian inference for complex stochastic models. Re-written to reflect this modern perspective, this second edition covers everything necessary for a good appreciation of stochastic kinetic modelling of biological networks in the systems biology context. Keeping with the spirit of the first edition, all of the new theory is presented in a very informal and intuitive manner, keeping the text as accessib.

Stochastic Dynamics for Systems Biology

Author : Christian Mazza
Publisher : CRC Press
ISBN 13 : 1466514949
Total Pages : 274 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Stochastic Dynamics for Systems Biology by : Christian Mazza

Download or read book Stochastic Dynamics for Systems Biology written by Christian Mazza and published by CRC Press. This book was released on 2016-04-19 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Dynamics for Systems Biology is one of the first books to provide a systematic study of the many stochastic models used in systems biology. The book shows how the mathematical models are used as technical tools for simulating biological processes and how the models lead to conceptual insights on the functioning of the cellular processing

Stochastic Modelling for Systems Biology, Third Edition

Author : Darren J. Wilkinson
Publisher : CRC Press
ISBN 13 : 135100090X
Total Pages : 384 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Stochastic Modelling for Systems Biology, Third Edition by : Darren J. Wilkinson

Download or read book Stochastic Modelling for Systems Biology, Third Edition written by Darren J. Wilkinson and published by CRC Press. This book was released on 2018-12-07 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of Stochastic Modelling for Systems Biology, there have been many interesting developments in the use of "likelihood-free" methods of Bayesian inference for complex stochastic models. Having been thoroughly updated to reflect this, this third edition covers everything necessary for a good appreciation of stochastic kinetic modelling of biological networks in the systems biology context. New methods and applications are included in the book, and the use of R for practical illustration of the algorithms has been greatly extended. There is a brand new chapter on spatially extended systems, and the statistical inference chapter has also been extended with new methods, including approximate Bayesian computation (ABC). Stochastic Modelling for Systems Biology, Third Edition is now supplemented by an additional software library, written in Scala, described in a new appendix to the book. New in the Third Edition New chapter on spatially extended systems, covering the spatial Gillespie algorithm for reaction diffusion master equation models in 1- and 2-d, along with fast approximations based on the spatial chemical Langevin equation Significantly expanded chapter on inference for stochastic kinetic models from data, covering ABC, including ABC-SMC Updated R package, including code relating to all of the new material New R package for parsing SBML models into simulatable stochastic Petri net models New open-source software library, written in Scala, replicating most of the functionality of the R packages in a fast, compiled, strongly typed, functional language Keeping with the spirit of earlier editions, all of the new theory is presented in a very informal and intuitive manner, keeping the text as accessible as possible to the widest possible readership. An effective introduction to the area of stochastic modelling in computational systems biology, this new edition adds additional detail and computational methods that will provide a stronger foundation for the development of more advanced courses in stochastic biological modelling.

Systems Biology

Author : Edda Klipp
Publisher : John Wiley & Sons
ISBN 13 : 3527675663
Total Pages : 504 pages
Book Rating : 4.5/5 (276 download)

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Book Synopsis Systems Biology by : Edda Klipp

Download or read book Systems Biology written by Edda Klipp and published by John Wiley & Sons. This book was released on 2016-03-28 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced textbook is tailored for an introductory course in Systems Biology and is well-suited for biologists as well as engineers and computer scientists. It comes with student-friendly reading lists and a companion website featuring a short exam prep version of the book and educational modeling programs. The text is written in an easily accessible style and includes numerous worked examples and study questions in each chapter. For this edition, a section on medical systems biology has been included.

Markov Processes for Stochastic Modeling

Author : Oliver Ibe
Publisher : Newnes
ISBN 13 : 0124078397
Total Pages : 514 pages
Book Rating : 4.1/5 (24 download)

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Book Synopsis Markov Processes for Stochastic Modeling by : Oliver Ibe

Download or read book Markov Processes for Stochastic Modeling written by Oliver Ibe and published by Newnes. This book was released on 2013-05-22 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Stochastic Processes in Cell Biology

Author : Paul C. Bressloff
Publisher : Springer Nature
ISBN 13 : 3030725154
Total Pages : 773 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Stochastic Processes in Cell Biology by : Paul C. Bressloff

Download or read book Stochastic Processes in Cell Biology written by Paul C. Bressloff and published by Springer Nature. This book was released on 2022-01-04 with total page 773 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. In the second edition the material has been significantly expanded, particularly within the context of nonequilibrium and self-organizing systems. Given the amount of additional material, the book has been divided into two volumes, with volume I mainly covering molecular processes and volume II focusing on cellular processes. A wide range of biological topics are covered in the new edition, including stochastic ion channels and excitable systems, molecular motors, stochastic gene networks, genetic switches and oscillators, epigenetics, normal and anomalous diffusion in complex cellular environments, stochastically-gated diffusion, active intracellular transport, signal transduction, cell sensing, bacterial chemotaxis, intracellular pattern formation, cell polarization, cell mechanics, biological polymers and membranes, nuclear structure and dynamics, biological condensates, molecular aggregation and nucleation, cellular length control, cell mitosis, cell motility, cell adhesion, cytoneme-based morphogenesis, bacterial growth, and quorum sensing. The book also provides a pedagogical introduction to the theory of stochastic and nonequilibrium processes – Fokker Planck equations, stochastic differential equations, stochastic calculus, master equations and jump Markov processes, birth-death processes, Poisson processes, first passage time problems, stochastic hybrid systems, queuing and renewal theory, narrow capture and escape, extreme statistics, search processes and stochastic resetting, exclusion processes, WKB methods, large deviation theory, path integrals, martingales and branching processes, numerical methods, linear response theory, phase separation, fluctuation-dissipation theorems, age-structured models, and statistical field theory. This text is primarily aimed at graduate students and researchers working in mathematical biology, statistical and biological physicists, and applied mathematicians interested in stochastic modeling. Applied probabilists should also find it of interest. It provides significant background material in applied mathematics and statistical physics, and introduces concepts in stochastic and nonequilibrium processes via motivating biological applications. The book is highly illustrated and contains a large number of examples and exercises that further develop the models and ideas in the body of the text. It is based on a course that the author has taught at the University of Utah for many years.

Modeling Biological Systems:

Author : James W. Haefner
Publisher : Springer Science & Business Media
ISBN 13 : 9780387250113
Total Pages : 500 pages
Book Rating : 4.2/5 (51 download)

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Book Synopsis Modeling Biological Systems: by : James W. Haefner

Download or read book Modeling Biological Systems: written by James W. Haefner and published by Springer Science & Business Media. This book was released on 2005-05-06 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: I Principles 1 1 Models of Systems 3 1. 1 Systems. Models. and Modeling . . . . . . . . . . . . . . . . . . . . 3 1. 2 Uses of Scientific Models . . . . . . . . . . . . . . . . . . . . . . . . 4 1. 3 Example: Island Biogeography . . . . . . . . . . . . . . . . . . . . . 6 1. 4 Classifications of Models . . . . . . . . . . . . . . . . . . . . . . . . 10 1. 5 Constraints on Model Structure . . . . . . . . . . . . . . . . . . . . . 12 1. 6 Some Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1. 7 Misuses of Models: The Dark Side . . . . . . . . . . . . . . . . . . . 13 1. 8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2 The Modeling Process 17 2. 1 Models Are Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2. 2 Two Alternative Approaches . . . . . . . . . . . . . . . . . . . . . . 18 2. 3 An Example: Population Doubling Time . . . . . . . . . . . . . . . . 24 2. 4 Model Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 2. 5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 3 Qualitative Model Formulation 32 3. 1 How to Eat an Elephant . . . . . . . . . . . . . . . . . . . . . . . . . 32 3. 2 Forrester Diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 3. 3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 3. 4 Errors in Forrester Diagrams . . . . . . . . . . . . . . . . . . . . . . 44 3. 5 Advantages and Disadvantages of Forrester Diagrams . . . . . . . . . 44 3. 6 Principles of Qualitative Formulation . . . . . . . . . . . . . . . . . . 45 3. 7 Model Simplification . . . . . . . . . . . . . . . . . . . . . . . . . . 47 3. 8 Other Modeling Problems . . . . . . . . . . . . . . . . . . . . . . . . 49 viii Contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3. 9 Exercises 53 4 Quantitative Model Formulation: I 4. 1 From Qualitative to Quantitative . . . . . . . . . . . . . . . . . Finite Difference Equations and Differential Equations 4. 2 . . . . . . . . . . . . . . . . 4. 3 Biological Feedback in Quantitative Models . . . . . . . . . . . . . . . . . . . . . . . . . . 4. 4 Example Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4. 5 Exercises 5 Quantitative Model Formulation: I1 81 . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. 1 Physical Processes 81 . . . . . . . . . . . . . . . 5. 2 Using the Toolbox of Biological Processes 89 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. 3 Useful Functions 96 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. 4 Examples 102 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5. 5 Exercises 104 6 Numerical Techniques 107 . . . . . . . . . . . . . . . . . . . . . . . 6. 1 Mistakes Computers Make 107 . . . . . . . . . . . . . . . . . . . . . . . . . . 6. 2 Numerical Integration 110 . . . . . . . . . . . . . . . . 6. 3 Numerical Instability and Stiff Equations 115 . . . . . . . . . . . . . .

Deterministic Versus Stochastic Modelling in Biochemistry and Systems Biology

Author : Paola Lecca
Publisher : Elsevier
ISBN 13 : 1908818212
Total Pages : 411 pages
Book Rating : 4.9/5 (88 download)

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Book Synopsis Deterministic Versus Stochastic Modelling in Biochemistry and Systems Biology by : Paola Lecca

Download or read book Deterministic Versus Stochastic Modelling in Biochemistry and Systems Biology written by Paola Lecca and published by Elsevier. This book was released on 2013-04-09 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic kinetic methods are currently considered to be the most realistic and elegant means of representing and simulating the dynamics of biochemical and biological networks. Deterministic versus stochastic modelling in biochemistry and systems biology introduces and critically reviews the deterministic and stochastic foundations of biochemical kinetics, covering applied stochastic process theory for application in the field of modelling and simulation of biological processes at the molecular scale. Following an overview of deterministic chemical kinetics and the stochastic approach to biochemical kinetics, the book goes onto discuss the specifics of stochastic simulation algorithms, modelling in systems biology and the structure of biochemical models. Later chapters cover reaction-diffusion systems, and provide an analysis of the Kinfer and BlenX software systems. The final chapter looks at simulation of ecodynamics and food web dynamics. Introduces mathematical concepts and formalisms of deterministic and stochastic modelling through clear and simple examples Presents recently developed discrete stochastic formalisms for modelling biological systems and processes Describes and applies stochastic simulation algorithms to implement a stochastic formulation of biochemical and biological kinetics

Computational Systems Biology

Author : Andres Kriete
Publisher : Academic Press
ISBN 13 : 0124059384
Total Pages : 548 pages
Book Rating : 4.1/5 (24 download)

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Book Synopsis Computational Systems Biology by : Andres Kriete

Download or read book Computational Systems Biology written by Andres Kriete and published by Academic Press. This book was released on 2013-11-26 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensively revised second edition of Computational Systems Biology discusses the experimental and theoretical foundations of the function of biological systems at the molecular, cellular or organismal level over temporal and spatial scales, as systems biology advances to provide clinical solutions to complex medical problems. In particular the work focuses on the engineering of biological systems and network modeling. Logical information flow aids understanding of basic building blocks of life through disease phenotypes Evolved principles gives insight into underlying organizational principles of biological organizations, and systems processes, governing functions such as adaptation or response patterns Coverage of technical tools and systems helps researchers to understand and resolve specific systems biology problems using advanced computation Multi-scale modeling on disparate scales aids researchers understanding of dependencies and constraints of spatio-temporal relationships fundamental to biological organization and function.

Bioinformatics for Systems Biology

Author : Stephen Krawetz
Publisher : Springer Science & Business Media
ISBN 13 : 1597454400
Total Pages : 639 pages
Book Rating : 4.5/5 (974 download)

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Book Synopsis Bioinformatics for Systems Biology by : Stephen Krawetz

Download or read book Bioinformatics for Systems Biology written by Stephen Krawetz and published by Springer Science & Business Media. This book was released on 2008-12-11 with total page 639 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bioinformatics for Systems Biology bridges and unifies many disciplines. It presents the life scientist, computational biologist, and mathematician with a common framework. Only by linking the groups together may the true life sciences revolution move forward.

Stochastic Models in Biology

Author : Narendra S. Goel
Publisher : Elsevier
ISBN 13 : 1483278107
Total Pages : 282 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Stochastic Models in Biology by : Narendra S. Goel

Download or read book Stochastic Models in Biology written by Narendra S. Goel and published by Elsevier. This book was released on 2016-01-26 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models in Biology describes the usefulness of the theory of stochastic process in studying biological phenomena. The book describes analysis of biological systems and experiments though probabilistic models rather than deterministic methods. The text reviews the mathematical analyses for modeling different biological systems such as the random processes continuous in time and discrete in state space. The book also discusses population growth and extinction through Malthus' law and the work of MacArthur and Wilson. The text then explains the dynamics of a population of interacting species. The book also addresses population genetics under systematic evolutionary pressures known as deterministic equations and genetic changes in a finite population known as stochastic equations. The text then turns to stochastic modeling of biological systems at the molecular level, particularly the kinetics of biochemical reactions. The book also presents various useful equations such as the differential equation for generating functions for birth and death processes. The text can prove valuable for biochemists, cellular biologists, and researchers in the medical and chemical field who are tasked to perform data analysis.

An Introduction to Stochastic Modeling

Author : Howard M. Taylor
Publisher : Academic Press
ISBN 13 : 1483269272
Total Pages : 410 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis An Introduction to Stochastic Modeling by : Howard M. Taylor

Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Dynamics in Computational Biology

Author : Stefanie Winkelmann
Publisher : Springer Nature
ISBN 13 : 3030623874
Total Pages : 284 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis Stochastic Dynamics in Computational Biology by : Stefanie Winkelmann

Download or read book Stochastic Dynamics in Computational Biology written by Stefanie Winkelmann and published by Springer Nature. This book was released on 2021-01-04 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to provide a well-structured and coherent overview of existing mathematical modeling approaches for biochemical reaction systems, investigating relations between both the conventional models and several types of deterministic-stochastic hybrid model recombinations. Another main objective is to illustrate and compare diverse numerical simulation schemes and their computational effort. Unlike related works, this book presents a broad scope in its applications, from offering a detailed introduction to hybrid approaches for the case of multiple population scales to discussing the setting of time-scale separation resulting from widely varying firing rates of reaction channels. Additionally, it also addresses modeling approaches for non well-mixed reaction-diffusion dynamics, including deterministic and stochastic PDEs and spatiotemporal master equations. Finally, by translating and incorporating complex theory to a level accessible to non-mathematicians, this book effectively bridges the gap between mathematical research in computational biology and its practical use in biological, biochemical, and biomedical systems.

Stochastic Approaches for Systems Biology

Author : Mukhtar Ullah
Publisher : Springer Science & Business Media
ISBN 13 : 1461404789
Total Pages : 290 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Stochastic Approaches for Systems Biology by : Mukhtar Ullah

Download or read book Stochastic Approaches for Systems Biology written by Mukhtar Ullah and published by Springer Science & Business Media. This book was released on 2011-07-15 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook focuses on stochastic analysis in systems biology containing both the theory and application. While the authors provide a review of probability and random variables, subsequent notions of biochemical reaction systems and the relevant concepts of probability theory are introduced side by side. This leads to an intuitive and easy-to-follow presentation of stochastic framework for modeling subcellular biochemical systems. In particular, the authors make an effort to show how the notion of propensity, the chemical master equation and the stochastic simulation algorithm arise as consequences of the Markov property. The text contains many illustrations, examples and exercises to illustrate the ideas and methods that are introduced. Matlab code is also provided where appropriate. Additionally, the cell cycle is introduced as a more complex case study. Senior undergraduate and graduate students in mathematics and physics as well as researchers working in the area of systems biology, bioinformatics and related areas will find this text useful.

Stochastic Modeling

Author : Nicolas Lanchier
Publisher : Springer
ISBN 13 : 3319500384
Total Pages : 303 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Stochastic Modeling by : Nicolas Lanchier

Download or read book Stochastic Modeling written by Nicolas Lanchier and published by Springer. This book was released on 2017-01-27 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.