Stochastic Processes and Their Applications, Kiyosi Ito; Takeyuki Hida

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Автор: Koralov
Название: Theory of Probability and Random Processes
ISBN: 3540254846 ISBN-13(EAN): 9783540254843
Издательство: Springer
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Цена: 55890.00 T
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Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.

Автор: Ansgar Steland; Ewaryst Rafaj?owicz; Krzysztof Sza
Название: Stochastic Models, Statistics and Their Applications
ISBN: 3319138804 ISBN-13(EAN): 9783319138800
Издательство: Springer
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Цена: 158380.00 T
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Описание: Preliminary: Part I: Stochastic Models.- Part II: Statistics.- Part III: Applications.

Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh
Название: Stochastic calculus for fractional brownian motion and applications
ISBN: 1852339969 ISBN-13(EAN): 9781852339968
Издательство: Springer
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Цена: 102480.00 T
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Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.

Автор: Durrett, Rick
Название: Elementary probability for applications
ISBN: 0521867568 ISBN-13(EAN): 9780521867566
Издательство: Cambridge Academ
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Цена: 70740.00 T
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Описание: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.

Автор: del Puerto
Название: Branching Processes and Their Applications
ISBN: 3319316397 ISBN-13(EAN): 9783319316390
Издательство: Springer
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Цена: 102480.00 T
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Описание: This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.unex.es/wbpa15/index.htm).

Автор: Sergio Albeverio; Philip Blanchard; L. Streit
Название: Stochastic Processes and their Applications
ISBN: 0792308948 ISBN-13(EAN): 9780792308942
Издательство: Springer
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Цена: 102480.00 T
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Описание: 'Et moi, ..., si j'avait su comment en revenIT, One service mathematics has rendered the je n'y serais point allt\.' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ..: 'One service logic has rendered com- puter science ..: 'One service category theory has rendered mathematics ..: . All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Автор: E.G. Phadia.
Название: Prior Processes and Their Applications
ISBN: 3642392792 ISBN-13(EAN): 9783642392795
Издательство: Springer
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Цена: 83850.00 T
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Описание: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the last four decades in order to deal with the Bayesian approach to solving some nonparametric inference problems.

Автор: Kun Il Park
Название: Fundamentals of Probability and Stochastic Processes with Applications to Communications
ISBN: 3319680749 ISBN-13(EAN): 9783319680743
Издательство: Springer
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Цена: 111790.00 T
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Описание: This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are the essential mathematical disciplines used in communications engineering.

Автор: Erik van Doorn
Название: Stochastic Monotonicity and Queueing Applications of Birth-Death Processes
ISBN: 0387905472 ISBN-13(EAN): 9780387905471
Издательство: Springer
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Цена: 81050.00 T
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Описание: A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T.

Автор: Ansgar Steland; Ewaryst Rafaj?owicz; Krzysztof Sza
Название: Stochastic Models, Statistics and Their Applications
ISBN: 3319366181 ISBN-13(EAN): 9783319366180
Издательство: Springer
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Цена: 139750.00 T
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This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering.

Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few.

This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Автор: Qiying Hu; Wuyi Yue
Название: Markov Decision Processes with Their Applications
ISBN: 1441942386 ISBN-13(EAN): 9781441942388
Издательство: Springer
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Цена: 153720.00 T
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Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters.