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Statistical Inference for Piecewise–deterministic Markov Processes, Romain Azais, Florian Bouguet


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Автор: Romain Azais, Florian Bouguet
Название:  Statistical Inference for Piecewise–deterministic Markov Processes
ISBN: 9781786303028
Издательство: Wiley
Классификация:
ISBN-10: 1786303027
Обложка/Формат: Hardcover
Страницы: 300
Вес: 0.58 кг.
Дата издания: 10.07.2018
Серия: Mathematics
Язык: English
Размер: 242 x 167 x 21
Читательская аудитория: Professional & vocational
Ключевые слова: Mathematics
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial.

Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.



Deterministic Numerical Methods For Unstructured-Mesh Neutron Transport Calculation

Автор: Cao, Liangzhi
Название: Deterministic Numerical Methods For Unstructured-Mesh Neutron Transport Calculation
ISBN: 0128182210 ISBN-13(EAN): 9780128182215
Издательство: Elsevier Science
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Цена: 207730.00 T
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Deterministic Numerical Methods for Unstructured-Mesh Neutron Transport Calculation presents the latest deterministic numerical methods for neutron transport equations (NTEs) with complex geometry, which are of great demand in recent years due to the rapid development of advanced nuclear reactor concepts and high-performance computational technologies. This book covers the wellknown methods proposed and used in recent years, not only theoretical modeling but also numerical results.

This book provides readers with a very thorough understanding of unstructured neutron transport calculations and enables them to develop their own computational codes. The fundamentals, numerical discretization methods, algorithms, and numerical results are discussed. Researchers and engineers from utilities and research institutes are provided with examples on how to model an advanced nuclear reactor, which they can then apply to their own research projects and lab settings.


Markov Renewal and Piecewise Deterministic Processes

Автор: Cocozza-Thivent Christiane
Название: Markov Renewal and Piecewise Deterministic Processes
ISBN: 3030704467 ISBN-13(EAN): 9783030704469
Издательство: Springer
Цена: 121110.00 T
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Описание: This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). semi-Markov processes completed to become Markov processes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process.

Markov Renewal and Piecewise Deterministic Processes

Автор: Cocozza-Thivent
Название: Markov Renewal and Piecewise Deterministic Processes
ISBN: 3030704491 ISBN-13(EAN): 9783030704490
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). semi-Markov processes completed to become Markov processes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process.

Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes - Application to Reliability

Автор: de Saporta
Название: Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes - Application to Reliability
ISBN: 1848218397 ISBN-13(EAN): 9781848218390
Издательство: Wiley
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Цена: 146730.00 T
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Описание:

Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many more. Yet, despite this, there is very little in the way of literature devoted to the development of numerical methods for PDMDs to solve problems of practical importance, or the computational control of PDMPs.

This book therefore presents a collection of mathematical tools that have been recently developed to tackle such problems. It begins by doing so through examples in several application domains such as reliability. The second part is devoted to the study and simulation of expectations of functionals of PDMPs. Finally, the third part introduces the development of numerical techniques for optimal control problems such as stopping and impulse control problems.


Piecewise Deterministic Processes in Biological Models

Автор: Ryszard Rudnicki; Marta Tyran-Kami?ska
Название: Piecewise Deterministic Processes in Biological Models
ISBN: 331961293X ISBN-13(EAN): 9783319612935
Издательство: Springer
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Цена: 51230.00 T
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Описание: This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models.

Piecewise Linear Structures On Topological Manifolds

Автор: Rudyak Yuli
Название: Piecewise Linear Structures On Topological Manifolds
ISBN: 9814733784 ISBN-13(EAN): 9789814733786
Издательство: World Scientific Publishing
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Цена: 82370.00 T
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Описание: The study of triangulations of topological spaces has always been at the root of geometric topology.

Mathematical Modeling of Random and Deterministic Phenomena

Автор: Solym Mawaki Manou–Abi, Sophie Dabo–Niang, Jean–Ja
Название: Mathematical Modeling of Random and Deterministic Phenomena
ISBN: 1786304546 ISBN-13(EAN): 9781786304544
Издательство: Wiley
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Цена: 146730.00 T
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Описание:

This book highlights mathematical research interests that appear in real life, such as the study and modeling of random and deterministic phenomena. As such, it provides current research in mathematics, with applications in biological and environmental sciences, ecology, epidemiology and social perspectives.

The chapters can be read independently of each other, with dedicated references specific to each chapter. The book is organized in two main parts. The first is devoted to some advanced mathematical problems regarding epidemic models; predictions of biomass; space-time modeling of extreme rainfall; modeling with the piecewise deterministic Markov process; optimal control problems; evolution equations in a periodic environment; and the analysis of the heat equation. The second is devoted to a modelization with interdisciplinarity in ecological, socio-economic, epistemological, demographic and social problems.

Mathematical Modeling of Random and Deterministic Phenomena is aimed at expert readers, young researchers, plus graduate and advanced undergraduate students who are interested in probability, statistics, modeling and mathematical analysis.


Electromagnetic Fields in Cavities - Deterministic  and Statistical Theories

Автор: Hill
Название: Electromagnetic Fields in Cavities - Deterministic and Statistical Theories
ISBN: 0470465905 ISBN-13(EAN): 9780470465905
Издательство: Wiley
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Цена: 147790.00 T
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Описание: Presents a combination of solutions to Maxwell`s equations with conservation of energy to solve for the statistics of many quantities of interest: penetration into cavities (and shielding effectiveness), field strengths far from and close to cavity walls, and power received by antennas within cavities.

Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods

Автор: Masao Fukushima; Liqun Qi
Название: Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods
ISBN: 1441948058 ISBN-13(EAN): 9781441948052
Издательство: Springer
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Цена: 153720.00 T
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Описание: The concept of "reformulation" has long been playing an important role in mathematical programming. A classical example is the penalization technique in constrained optimization that transforms the constraints into the objective function via a penalty function thereby reformulating a constrained problem as an equivalent or approximately equivalent unconstrained problem. More recent trends consist of the reformulation of various mathematical programming prob- lems, including variational inequalities and complementarity problems, into equivalent systems of possibly nonsmooth, piecewise smooth or semismooth nonlinear equations, or equivalent unconstrained optimization problems that are usually differentiable, but in general not twice differentiable. Because of the recent advent of various tools in nonsmooth analysis, the reformulation approach has become increasingly profound and diversified. In view of growing interests in this active field, we planned to organize a cluster of sessions entitled "Reformulation - Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods" in the 16th International Symposium on Mathematical Programming (ismp97) held at Lausanne EPFL, Switzerland on August 24-29, 1997. Responding to our invitation, thirty-eight people agreed to give a talk within the cluster, which enabled us to organize thirteen sessions in total. We think that it was one of the largest and most exciting clusters in the symposium. Thanks to the earnest support by the speakers and the chairpersons, the sessions attracted much attention of the participants and were filled with great enthusiasm of the audience.

Development of Variable Slope Piecewise-Based Brown Symbols for Application to Nonlinear Ambiguity Suppression

Автор: Kurian John
Название: Development of Variable Slope Piecewise-Based Brown Symbols for Application to Nonlinear Ambiguity Suppression
ISBN: 1288409745 ISBN-13(EAN): 9781288409747
Издательство: Неизвестно
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Цена: 71050.00 T
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Grassmannians and Gauss Maps in Piecewise-Linear Topology

Автор: Norman Levitt
Название: Grassmannians and Gauss Maps in Piecewise-Linear Topology
ISBN: 3540507566 ISBN-13(EAN): 9783540507567
Издательство: Springer
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Цена: 32560.00 T
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Описание: Explores the possibility of extending the notions of `Grassmannian` and `Gauss map` to the PL category. This book assumes knowledge of basic differential topology and bundle theory, including Hirsch-Gromov-Phillips theory, as well as the analogous theories for the PL category.

Theater-Level Stochastic Air-To-Air Engagement Modeling Via Event Occurrence Networks Using Piecewise Polynomial Approximation

Автор: Denhard D. R.
Название: Theater-Level Stochastic Air-To-Air Engagement Modeling Via Event Occurrence Networks Using Piecewise Polynomial Approximation
ISBN: 1288308086 ISBN-13(EAN): 9781288308088
Издательство: Неизвестно
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Цена: 71050.00 T
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