An Introduction to Continuous-Time Stochastic Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 0817644288
Total Pages : 348 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis An Introduction to Continuous-Time Stochastic Processes by : Vincenzo Capasso

Download or read book An Introduction to Continuous-Time Stochastic Processes written by Vincenzo Capasso and published by Springer Science & Business Media. This book was released on 2008-01-03 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Stochastic Processes in Cell Biology

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Author :
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.

Stochastic Processes

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Author :
Publisher : CRC Press
ISBN 13 : 1498701841
Total Pages : 866 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Stochastic Processes by : Pierre Del Moral

Download or read book Stochastic Processes written by Pierre Del Moral and published by CRC Press. This book was released on 2017-02-24 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.

Stochastic Processes and Applications in Biology and Medicine: Theory

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Publisher :
ISBN 13 :
Total Pages : 340 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Processes and Applications in Biology and Medicine: Theory by : Marius Iosifescu

Download or read book Stochastic Processes and Applications in Biology and Medicine: Theory written by Marius Iosifescu and published by . This book was released on 1973 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: A stray dog is constantly frustrated in her quest for a bone. Turning the narrower pages reveals hidden portions of the illustrations.

Classical and Spatial Stochastic Processes

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Publisher : Springer
ISBN 13 : 1493918699
Total Pages : 271 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Classical and Spatial Stochastic Processes by : Rinaldo B. Schinazi

Download or read book Classical and Spatial Stochastic Processes written by Rinaldo B. Schinazi and published by Springer. This book was released on 2014-09-27 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling. While still treating many important problems in fields such as engineering and mathematical physics, the book also focuses on the highly relevant topics of cancerous mutations, influenza evolution, drug resistance, and immune response. The models used elegantly apply various classical stochastic models presented earlier in the text, and exercises are included throughout to reinforce essential concepts. The second edition of Classical and Spatial Stochastic Processes is suitable as a textbook for courses in stochastic processes at the advanced-undergraduate and graduate levels, or as a self-study resource for researchers and practitioners in mathematics, engineering, physics, and mathematical biology. Reviews of the first edition: An appetizing textbook for a first course in stochastic processes. It guides the reader in a very clever manner from classical ideas to some of the most interesting modern results. ... All essential facts are presented with clear proofs, illustrated by beautiful examples. ... The book is well organized, has informative chapter summaries, and presents interesting exercises. The clear proofs are concentrated at the ends of the chapters making it easy to find the results. The style is a good balance of mathematical rigorosity and user-friendly explanation. —Biometric Journal This small book is well-written and well-organized. ... Only simple results are treated ... but at the same time many ideas needed for more complicated cases are hidden and in fact very close. The second part is a really elementary introduction to the area of spatial processes. ... All sections are easily readable and it is rather tentative for the reviewer to learn them more deeply by organizing a course based on this book. The reader can be really surprised seeing how simple the lectures on these complicated topics can be. At the same time such important questions as phase transitions and their properties for some models and the estimates for certain critical values are discussed rigorously. ... This is indeed a first course on stochastic processes and also a masterful introduction to some modern chapters of the theory. —Zentralblatt Math

Stochastic Models in Biology

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Author :
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 2013-10-22 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 Processes with Applications to Biology

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Author :
Publisher : CRC Press
ISBN 13 : 143989468X
Total Pages : 486 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis An Introduction to Stochastic Processes with Applications to Biology by : Linda J. S. Allen

Download or read book An Introduction to Stochastic Processes with Applications to Biology written by Linda J. S. Allen and published by CRC Press. This book was released on 2010-12-02 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and

Stochastic Chemical Reaction Systems in Biology

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Author :
Publisher : Springer Nature
ISBN 13 : 3030862526
Total Pages : 364 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Stochastic Chemical Reaction Systems in Biology by : Hong Qian

Download or read book Stochastic Chemical Reaction Systems in Biology written by Hong Qian and published by Springer Nature. This book was released on 2021-10-18 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the analysis of stochastic dynamic models in biology and medicine. The main aim is to offer a coherent set of probabilistic techniques and mathematical tools which can be used for the simulation and analysis of various biological phenomena. These tools are illustrated on a number of examples. For each example, the biological background is described, and mathematical models are developed following a unified set of principles. These models are then analyzed and, finally, the biological implications of the mathematical results are interpreted. The biological topics covered include gene expression, biochemistry, cellular regulation, and cancer biology. The book will be accessible to graduate students who have a strong background in differential equations, the theory of nonlinear dynamical systems, Markovian stochastic processes, and both discrete and continuous state spaces, and who are familiar with the basic concepts of probability theory.

Stochastic Processes

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Publisher : New Age International
ISBN 13 : 9788122405491
Total Pages : 664 pages
Book Rating : 4.4/5 (54 download)

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Book Synopsis Stochastic Processes by : Jyotiprasad Medhi

Download or read book Stochastic Processes written by Jyotiprasad Medhi and published by New Age International. This book was released on 1994 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.

Mathematical Biology

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Publisher : Springer Science & Business Media
ISBN 13 : 3662085429
Total Pages : 783 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Mathematical Biology by : James D. Murray

Download or read book Mathematical Biology written by James D. Murray and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 783 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics has always benefited from its involvement with developing sciences. Each successive interaction revitalises and enhances the field. Biomedical science is clearly the premier science of the foreseeable future. For the continuing health of their subject mathematicians must become involved with biology. With the example of how mathematics has benefited from and influenced physics, it is clear that if mathematicians do not become involved in the biosciences they will simply not be a part of what are likely to be the most important and exciting scientific discoveries of all time. Mathematical biology is a fast growing, well recognised, albeit not clearly defined, subject and is, to my mind, the most exciting modern application of mathematics. The increasing use of mathematics in biology is inevitable as biol ogy becomes more quantitative. The complexity of the biological sciences makes interdisciplinary involvement essential. For the mathematician, biology opens up new and exciting branches while for the biologist mathematical modelling offers another research tool commmensurate with a new powerful laboratory technique but only if used appropriately and its limitations recognised. However, the use of esoteric mathematics arrogantly applied to biological problems by mathemati cians who know little about the real biology, together with unsubstantiated claims as to how important such theories are, does little to promote the interdisciplinary involvement which is so essential. Mathematical biology research, to be useful and interesting, must be relevant biologically.

Stochastic Processes in Physics, Chemistry, and Biology

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Publisher : Springer
ISBN 13 : 3540453962
Total Pages : 512 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Stochastic Processes in Physics, Chemistry, and Biology by : Jan A. Freund

Download or read book Stochastic Processes in Physics, Chemistry, and Biology written by Jan A. Freund and published by Springer. This book was released on 2008-01-11 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. The credit for acquiring all the deep insights and powerful methods is due ma- ly to a handful of physicists and mathematicians: Einstein, Smoluchowski, Langevin, Wiener, Stratonovich, etc. Hence it is no surprise that until - cently the bulk of basic and applied stochastic research was devoted to purely mathematical and physical questions. However, in the last decade we have witnessed an enormous growth of results achieved in other sciences - especially chemistry and biology - based on applying methods of stochastic processes. One reason for this stochastics boom may be that the realization that noise plays a constructive rather than the expected deteriorating role has spread to communities beyond physics. Besides their aesthetic appeal these noise-induced, noise-supported or noise-enhanced effects sometimes offer an explanation for so far open pr- lems (information transmission in the nervous system and information p- cessing in the brain, processes at the cell level, enzymatic reactions, etc.). They may also pave the way to novel technological applications (noise-- hanced reaction rates, noise-induced transport and separation on the na- scale, etc.). Key words to be mentioned in this context are stochastic r- onance, Brownian motors or ratchets, and noise-supported phenomena in excitable systems.

Stochastic Processes and their Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 364258201X
Total Pages : 334 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Stochastic Processes and their Applications by : M.J. Beckmann

Download or read book Stochastic Processes and their Applications written by M.J. Beckmann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes. Professor Srinivasan celebrated his sixt~ first 1:!irth d~ on December 16,1990 and will be retiring as Professor of Applied Mathematics from the Indian Institute of Technolo~, Madras on June 30,1991. In view of his outstanding contributions to the theor~ and applications of stochastic processes over a time span of thirt~ ~ears, it seemed appropriate not to let his birth d~ and retirement pass unnoticed. A s~posium in his honour and the publication of the proceedings appeared to us to be the most natural and sui table ~ to mark the occasion. The Indian Societ~ for ProbabU it~ and Statistics volunteered to organize the S~posium as part of their XII Annual conference in Bomba~. We requested a number of long-time friends, colleagues and former students of Professor Srinivasan to contribute a paper preferabl~ in the area of stochastic processes and their applications. The positive response and the enthusiastic cooperation of these distinguished scientists have resulted in the present collection. The contributions to this volume are divided into four parts: Stochastic Theor~ (2 articles), P~sics (6 articles), Biolo~ (4 articles) and Operations Research (12 articles). In addition the ke~note address delivered b~ Professor Srinivasan in the S~posium is also included.

Diffusion Processes and Related Topics in Biology

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Publisher : Springer Science & Business Media
ISBN 13 : 364293059X
Total Pages : 207 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis Diffusion Processes and Related Topics in Biology by : Luigi M. Ricciardi

Download or read book Diffusion Processes and Related Topics in Biology written by Luigi M. Ricciardi and published by Springer Science & Business Media. This book was released on 2013-03-13 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a one-quarter course given at the Department of Biophysics and Theoretical Biology of the University of Chicago in 1916. The course was directed to graduate students in the Division of Biological Sciences with interests in population biology and neurobiology. Only a slight acquaintance with probability and differential equations is required of the reader. Exercises are interwoven with the text to encourage the reader to play a more active role and thus facilitate his digestion of the material. One aim of these notes is to provide a heuristic approach, using as little mathematics as possible, to certain aspects of the theory of stochastic processes that are being increasingly employed in some of the population biol ogy and neurobiology literature. While the subject may be classical, the nov elty here lies in the approach and point of view, particularly in the applica tions such as the approach to the neuronal firing problem and its related dif fusion approximations. It is a pleasure to thank Professors Richard C. Lewontin and Arnold J.F. Siegert for their interest and support, and Mrs. Angell Pasley for her excellent and careful typing. I . PRELIMINARIES 1. Terminology and Examples Consider an experiment specified by: a) the experiment's outcomes, ~, forming the space S; b) certain subsets of S (called events) and by the probabilities of these events.

Introduction to Mathematics for Life Scientists

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Publisher : Springer Science & Business Media
ISBN 13 : 364296270X
Total Pages : 657 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis Introduction to Mathematics for Life Scientists by : E. Batschelet

Download or read book Introduction to Mathematics for Life Scientists written by E. Batschelet and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt: A few decades ago mathematics played a modest role in life sciences. Today, however, a great variety of mathematical methods is applied in biology and medicine. Practically every mathematical procedure that is useful in physics, chemistry, engineering, and economics has also found an important application in the life sciences. The past and present training of life scientists does by no means reflect this development. However, the impact ofthe fast growing number of applications of mathematical methods makes it indispensable that students in the life sciences are offered a basic training in mathematics, both on the undergraduate and the graduate level. This book is primarily designed as a textbook for an introductory course. Life scientists may also use it as a reference to find mathematical methods suitable to their research problems. Moreover, the book should be appropriate for self-teaching. It will also be a guide for teachers. Numerous references are included to assist the reader in his search for the pertinent literature.

Stochastic processes and applications in biology and medicine II

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Publisher : Springer
ISBN 13 : 9783642807534
Total Pages : 0 pages
Book Rating : 4.8/5 (75 download)

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Book Synopsis Stochastic processes and applications in biology and medicine II by : Marius Iosifescu

Download or read book Stochastic processes and applications in biology and medicine II written by Marius Iosifescu and published by Springer. This book was released on 2012-08-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a revised and enlarged version of Chapter 3 of. a book with the same title, published in Romanian in 1968. The revision resulted in a new book which has been divided into two of the large amount of new material. The whole book parts because is intended to introduce mathematicians and biologists with a strong mathematical background to the study of stochastic processes and their applications in biological sciences. It is meant to serve both as a textbook and a survey of recent developments. Biology studies complex situations and therefore needs skilful methods of abstraction. Stochastic models, being both vigorous in their specification and flexible in their manipulation, are the most suitable tools for studying such situations. This circumstance deter mined the writing of this volume which represents a comprehensive cross section of modern biological problems on the theory of stochastic processes. Because of the way some specific problems have been treat ed, this volume may also be useful to research scientists in any other field of science, interested in the possibilities and results of stochastic modelling. To understand the material presented, the reader needs to be acquainted with probability theory, as given in a sound introductory course, and be capable of abstraction.

Mathematics and the Life Sciences

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Publisher : Springer Science & Business Media
ISBN 13 : 3642930670
Total Pages : 394 pages
Book Rating : 4.6/5 (429 download)

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Book Synopsis Mathematics and the Life Sciences by : D.E. Matthews

Download or read book Mathematics and the Life Sciences written by D.E. Matthews and published by Springer Science & Business Media. This book was released on 2013-03-13 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: For two weeks in August, 1975 more than 140 mathematicians and other scientists gathered at the Universite de Sherbrooke. The occasion was the 15th Biennial Seminar of the Canadian Mathematical Congress, entitled Mathematics and the Life Sciences. Participants in this inter disciplinary gathering included researchers and graduate students in mathematics, seven different areas of biological science, physics, chemistry and medical science. Geographically, those present came from the United States and the United Kingdom as well as from academic departments and government agencies scattered across Canada. In choosing this particular interdisciplinary topic the programme committee had two chief objectives. These were to promote Canadian research in mathematical problems of the life sciences, and to encourage co-operation and exchanges between mathematical scientists" biologists and medical re searchers. To accomplish these objective the committee assembled a stim ulating programme of lectures and talks. Six principal lecturers each delivered a series of five one-hour lectures in which various aspects of the interaction between mathematics and the life sciences were considered. In addition researchers working in the areas of health, population biology, physiology and development biology and disease processes were invited to give more than 25 hours of complementary talks.

Introduction to Mathematics for Life Scientists

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Publisher : Springer Science & Business Media
ISBN 13 : 3642618693
Total Pages : 700 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis Introduction to Mathematics for Life Scientists by : Edward Batschelet

Download or read book Introduction to Mathematics for Life Scientists written by Edward Batschelet and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "...Here we have a book which we can wholeheartedly suggest. The mathematics is sound and pared to essentials; the examples are an impressive, well-chosen selection from the biomathematics literature, and the problem sets provide both useful exercises and some fine introductions to the art of modeling... Batschelet has written an introduction to biomathematics which is notable for its clarity - not only a clarity of presentation, but also a clarity of purpose, backed by a sure grasp of the field..." #Bulletin of Mathematical Biology#1 "For research workers in the biomedical field who feel a need for freshening up their knowledge in mathematics, but so far have always been frustrated by either too formal or too boring textbooks, there is now exactly what they would like to have: an easy to read introduction. This book is highly motivating for practical workers because only those mathematical techniques are offered for which there is an application in the life sciences. The reader will find it stimulating that each tool described is immediately exemplified by problems from latest publications." #Int. Zeitschrift für klinische Pharmakologie, Therapie und Toxikologie#2