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Author : James Holliday King
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (89 download)
Download or read book Strong Ratio Theorems for Markov and Semi-Markov Chains written by James Holliday King and published by . This book was released on 1981 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Esa Nummelin
Publisher : Cambridge University Press
ISBN 13 : 9780521604949
Total Pages : 176 pages
Book Rating : 4.6/5 (49 download)
Download or read book General Irreducible Markov Chains and Non-Negative Operators written by Esa Nummelin and published by Cambridge University Press. This book was released on 2004-06-03 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the theory of general irreducible Markov chains and its connection to the Perron-Frobenius theory of nonnegative operators.
Author :
Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kai Lai Chung
Publisher : Springer
ISBN 13 : 3642496865
Total Pages : 287 pages
Book Rating : 4.6/5 (424 download)
Download or read book Markov Chains with Stationary Transition Probabilities written by Kai Lai Chung and published by Springer. This book was released on 2013-03-08 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, which is the defining hypothesis of what we call a "chain" here, generates more clear-cut questions and demands more precise and definitive an swers. For example, the principal limit theorem (§§ 1. 6, II. 10), still the object of research for general Markov processes, is here in its neat final form; and the strong Markov property (§ 11. 9) is here always applicable. While probability theory has advanced far enough that a degree of sophistication is needed even in the limited context of this book, it is still possible here to keep the proportion of definitions to theorems relatively low. . From the standpoint of the general theory of stochastic processes, a continuous parameter Markov chain appears to be the first essentially discontinuous process that has been studied in some detail. It is common that the sample functions of such a chain have discontinuities worse than jumps, and these baser discontinuities play a central role in the theory, of which the mystery remains to be completely unraveled. In this connection the basic concepts of separability and measurability, which are usually applied only at an early stage of the discussion to establish a certain smoothness of the sample functions, are here applied constantly as indispensable tools.
Author : Brian L. Joiner
Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
Author : Mats Gyllenberg
Publisher : Walter de Gruyter
ISBN 13 : 3110208253
Total Pages : 593 pages
Book Rating : 4.1/5 (12 download)
Download or read book Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems written by Mats Gyllenberg and published by Walter de Gruyter. This book was released on 2008-10-31 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to studies of quasi-stationary phenomena in nonlinearly perturbed stochastic systems. New methods of asymptotic analysis for nonlinearly perturbed stochastic processes based on new types of asymptotic expansions for perturbed renewal equation and recurrence algorithms for construction of asymptotic expansions for Markov type processes with absorption are presented. Asymptotic expansions are given in mixed ergodic (for processes) and large deviation theorems (for absorption times) for nonlinearly perturbed regenerative processes, semi-Markov processes, and Markov chains. Applications to analysis of quasi-stationary phenomena in nonlinearly perturbed queueing systems, population dynamics and epidemic models, and for risk processes are presented. The book also contains an extended bibliography of works in the area. It is an essential reference for theoretical and applied researchers in the field of stochastic processes and their applications and may be also useful for doctoral and advanced undergraduate students.
Author : Ulrich Krengel
Publisher : Walter de Gruyter
ISBN 13 : 3110844648
Total Pages : 369 pages
Book Rating : 4.1/5 (18 download)
Download or read book Ergodic Theorems written by Ulrich Krengel and published by Walter de Gruyter. This book was released on 2011-03-01 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
Author :
Publisher :
ISBN 13 :
Total Pages : 494 pages
Book Rating : 4.3/5 ( download)
Download or read book Research in Progress written by and published by . This book was released on 1973 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. A. van Casteren
Publisher : World Scientific
ISBN 13 : 9814322180
Total Pages : 825 pages
Book Rating : 4.8/5 (143 download)
Download or read book Markov Processes, Feller Semigroups and Evolution Equations written by J. A. van Casteren and published by World Scientific. This book was released on 2011 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Author : David A. Levin
Publisher : American Mathematical Soc.
ISBN 13 : 1470429624
Total Pages : 465 pages
Book Rating : 4.4/5 (74 download)
Download or read book Markov Chains and Mixing Times written by David A. Levin and published by American Mathematical Soc.. This book was released on 2017-10-31 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines. The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times. The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments.
Author : Boris Harlamov
Publisher : John Wiley & Sons
ISBN 13 : 111862405X
Total Pages : 313 pages
Book Rating : 4.1/5 (186 download)
Download or read book Continuous Semi-Markov Processes written by Boris Harlamov and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.
Author : University of Michigan. Mental Health Research Institute
Publisher : UM Libraries
ISBN 13 :
Total Pages : 860 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mental Health Research Institute Staff Publications written by University of Michigan. Mental Health Research Institute and published by UM Libraries. This book was released on 1967 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean-Michel Morel
Publisher : Springer
ISBN 13 : 3540349707
Total Pages : 337 pages
Book Rating : 4.5/5 (43 download)
Download or read book Symposium on Probability Methods in Analysis written by Jean-Michel Morel and published by Springer. This book was released on 2006-11-15 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mogens Bladt
Publisher : Springer
ISBN 13 : 1493970496
Total Pages : 749 pages
Book Rating : 4.4/5 (939 download)
Download or read book Matrix-Exponential Distributions in Applied Probability written by Mogens Bladt and published by Springer. This book was released on 2017-05-18 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.
Author : Olav Kallenberg
Publisher : Springer Nature
ISBN 13 : 3030618714
Total Pages : 946 pages
Book Rating : 4.0/5 (36 download)
Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Nature. This book was released on 2021-02-07 with total page 946 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Author :
Publisher :
ISBN 13 :
Total Pages : 848 pages
Book Rating : 4.E/5 ( download)
Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1967 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt:
