Download or read book Asymptotic Moments and Distributions of the First Exit Time of Controlled Branching Processes written by Robert Murray Lucas and published by . This book was released on 1981 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1984 with total page 974 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vols. for 1973- include the following subject areas: Biological sciences, Agriculture, Chemistry, Environmental sciences, Health sciences, Engineering, Mathematics and statistics, Earth sciences, Physics, Education, Psychology, Sociology, Anthropology, History, Law & political science, Business & economics, Geography & regional planning, Language & literature, Fine arts, Library & information science, Mass communications, Music, Philosophy and Religion.
Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1983 with total page 770 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1982 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comprehensive Dissertation Index Mathematics statistics Physics A E written by and published by . This book was released on 1984 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Download or read book Spatial Branching Processes Random Snakes and Partial Differential Equations written by Jean-Francois Le Gall and published by Birkhäuser. This book was released on 2012-12-06 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
Download or read book Mathematical Reviews written by and published by . This book was released on 1999 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1989 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Branching Processes written by Patsy Haccou and published by Cambridge University Press. This book was released on 2005-05-19 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the mathematical idea of branching processes, and tailors it for a biological audience.
Download or read book Fluctuations of L vy Processes with Applications written by Andreas E. Kyprianou and published by Springer Science & Business Media. This book was released on 2014-01-09 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes. This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.
Download or read book Cumulative Index to IMS Scientific Journals 1960 1989 written by Bruce E. Trumbo and published by . This book was released on 1990 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
Download or read book IFIP Bibliography 1960 1985 written by International Federation for Information Processing and published by North Holland. This book was released on 1987 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1985 IFIP celebrated its silver jubilee and a quarter century of IFIP publications. This IFIP Bibliography lists and categorizes all of the published papers presented at IFIP conferences and congresses as well as further papers published in the name of IFIP in the first 25 years of existence. The Bibliography describes a comprehensive family of papers in the field of computer sciences, or informatics; it can be seen as an abstract monument for the volunteers who organized the events, composed the programmes, gave the papers and discussed and finally submitted the manuscripts; and it provides an overview of a quarter century of development, not only of a science and a profession, but also of a vocabulary and a language. The indexes list papers according to several different categories, enabling the reader to readily locate his source of interest. These indexes include listing by subject, by editor, according to the date of the event at which they were presented, under the name of the city in which the event was held and according to their TC/WG categorisation. Informatics is still a science of the future: much has been achieved, much more remains to be done, not only for the purely technical advance, but also for its humanistic and societal dimensions. This bibliography, therefore, does not close the subject - it is merely a milestone on a long way to go.
Download or read book Random Graph Dynamics written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-05-31 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of random graphs began in the late 1950s in several papers by Erdos and Renyi. In the late twentieth century, the notion of six degrees of separation, meaning that any two people on the planet can be connected by a short chain of people who know each other, inspired Strogatz and Watts to define the small world random graph in which each site is connected to k close neighbors, but also has long-range connections. At a similar time, it was observed in human social and sexual networks and on the Internet that the number of neighbors of an individual or computer has a power law distribution. This inspired Barabasi and Albert to define the preferential attachment model, which has these properties. These two papers have led to an explosion of research. The purpose of this book is to use a wide variety of mathematical argument to obtain insights into the properties of these graphs. A unique feature is the interest in the dynamics of process taking place on the graph in addition to their geometric properties, such as connectedness and diameter.
