Download or read book Labelled Markov Processes written by Prakash Panangaden and published by Imperial College Press. This book was released on 2009 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.
Download or read book Labelled Markov Processes written by Prakash Panangaden and published by World Scientific. This book was released on 2009 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.The main topics covered are bisimulation, the logical characterization of bisimulation, metrics and approximation theory. An unusual feature of the book is the connection made with categorical and domain theoretic concepts.
Download or read book Markov Processes written by E. B. Dynkin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance.
Download or read book Markov Processes written by Daniel T. Gillespie and published by Gulf Professional Publishing. This book was released on 1992 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.
Download or read book Markov Processes and Controlled Markov Chains written by Zhenting Hou and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.
Download or read book Interactive Markov Chains written by Holger Hermanns and published by Springer. This book was released on 2003-08-02 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains. Based on principles known from process algebra, the author systematically develops an algebra of interactive Markov chains. By presenting a number of distinguishing results, of both theoretical and practical nature, the author substantiates the claim that interactive Markov chains are more than just another formalism: Among other, an algebraic theory of interactive Markov chains is developed, devise algorithms to mechanize compositional aggregation are presented, and state spaces of several million states resulting from the study of an ordinary telefone system are analyzed.
Download or read book Formal Modeling and Analysis of Timed Systems written by Alessandro Abate and published by Springer. This book was released on 2017-09-01 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 15th International Conference on Formal Modeling and Analysis of Timed Systems, FORMATS 2017, held in Berlin, Germany, in September 2017. The aim of FORMATS is to promote the study of fundamental and practical aspects of timed systems, and to bring together researchers from different disciplines that share interests in modelling and analysis of timed systems and, as a generalization, hybrid systems.
Download or read book Stochastic Model Checking written by Anne Remke and published by Springer. This book was released on 2014-11-03 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of stochastic models in computer science is wide spread, for instance in performance modeling, analysis of randomized algorithms and communication protocols which form the structure of the Internet. Stochastic model checking is an important field in stochastic analysis. It has rapidly gained popularity, due to its powerful and systematic methods to model and analyze stochastic systems. This book presents 7 tutorial lectures given by leading scientists at the ROCKS Autumn School on Stochastic Model Checking, held in Vahrn, Italy, in October 2012. The 7 chapters of this tutorial went through two rounds of reviewing and improvement and are summarizing the state-of-the-art in the field, centered around the tree areas of stochastic models, abstraction techniques and stochastic model checking.
Download or read book Automata Languages and Programming written by Jos C.M. Baeten and published by Springer. This book was released on 2003-01-01 with total page 1218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The refereed proceedings of the 30th International Colloquium on Automata, Languages and Programming, ICALP 2003, held in Eindhoven, The Netherlands in June/July 2003. The 84 revised full papers presented together with six invited papers were carefully reviewed and selected from 212 submissions. The papers are organized in topical sections on algorithms, process algebra, approximation algorithms, languages and programming, complexity, data structures, graph algorithms, automata, optimization and games, graphs and bisimulation, online problems, verification, the Internet, temporal logic and model checking, graph problems, logic and lambda-calculus, data structures and algorithms, types and categories, probabilistic systems, sampling and randomness, scheduling, and geometric problems.
Download or read book Logic and Program Semantics written by Robert L. Constable and published by Springer. This book was released on 2012-04-26 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift volume is published in honor of Dexter Kozen on the occasion of his 60th birthday. Dexter Kozen has been a leader in the development of Kleene Algebras (KAs). The contributions in this volume reflect the breadth of his work and influence. The volume includes 19 full papers related to Dexter Kozen's research. They deal with coalgebraic methods, congruence closure; the completeness of various programming logics; decision procedure for logics; alternation; algorithms and complexity; and programming languages and program analysis. The second part of this volume includes laudatios from several collaborators, students and friends, including the members of his current band.
Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Download or read book Automata Languages and Programming written by Peter Widmayer and published by Springer. This book was released on 2003-08-03 with total page 1089 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 29th International Colloquium on Automata, Languages and Programming, ICALP 2002, held in Malaga, Spain, in July 2002.The 83 revised full papers presented together with 7 invited papers were carefully reviewed and selected from a total of 269 submissions. All current aspects of theoretical computer science are addressed and major new results are presented.
Download or read book Decision Processes in Dynamic Probabilistic Systems written by A.V. Gheorghe and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi - ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais point aile: human race. It has put common sense back where it belongs. on the topmost shelf next Jules Verne (0 the dusty canister labelled 'discarded non sense'. The series is divergent; therefore we may be 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.
Download or read book Markov Processes Structure and Asymptotic Behavior written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
Download or read book Horizons of the Mind A Tribute to Prakash Panangaden written by Franck van Breugel and published by Springer. This book was released on 2014-05-23 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift volume contains papers presented at a conference, Prakash Fest, held in honor of Prakash Panangaden, in Oxford, UK, in May 2014, to celebrate his 60th birthday. Prakash Panangaden has worked on a large variety of topics including probabilistic and concurrent computation, logics and duality and quantum information and computation. Despite the enormous breadth of his research, he has made significant and deep contributions. For example, he introduced logic and a real-valued interpretation of the logic to capture equivalence of probabilistic processes quantitatively. The 25 papers included in this volume were carefully reviewed. They cover a large variety of topics in theoretical computer science.
Download or read book Markov Chains written by Wai-Ki Ching and published by Springer Science & Business Media. This book was released on 2013-03-27 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data. This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods for solving linear systems will be introduced for finding the stationary distribution of a Markov chain. The chapter then covers the basic theories and algorithms for hidden Markov models (HMMs) and Markov decision processes (MDPs). Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chain for computing the PageRank, the ranking of websites on the Internet. Chapter 3 studies Markovian models for manufacturing and re-manufacturing systems and presents closed form solutions and fast numerical algorithms for solving the captured systems. In Chapter 4, the authors present a simple hidden Markov model (HMM) with fast numerical algorithms for estimating the model parameters. An application of the HMM for customer classification is also presented. Chapter 5 discusses Markov decision processes for customer lifetime values. Customer Lifetime Values (CLV) is an important concept and quantity in marketing management. The authors present an approach based on Markov decision processes for the calculation of CLV using real data. Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for model parameters based on linear programming are presented. Contemporary research results on applications to demand predictions, inventory control and financial risk measurement are also presented. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Again, efficient estimation methods based on linear programming are presented. Applications to demand predictions, inventory control policy and modeling credit ratings data are discussed. Finally, Chapter 8 re-visits hidden Markov models, and the authors present a new class of hidden Markov models with efficient algorithms for estimating the model parameters. Applications to modeling interest rates, credit ratings and default data are discussed. This book is aimed at senior undergraduate students, postgraduate students, professionals, practitioners, and researchers in applied mathematics, computational science, operational research, management science and finance, who are interested in the formulation and computation of queueing networks, Markov chain models and related topics. Readers are expected to have some basic knowledge of probability theory, Markov processes and matrix theory.
Download or read book Algebra and Coalgebra in Computer Science written by Alexander Kurz and published by Springer. This book was released on 2009-09-19 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the Third International Conference on Algebra and Coalgebra in Computer Science, CALCO 2009, formed in 2005 by joining CMCS and WADT. This year the conference was held in Udine, Italy, September 7-10, 2009. The 23 full papers were carefully reviewed and selected from 42 submissions. They are presented together with four invited talks and workshop papers from the CALCO-tools Workshop. The conference was divided into the following sessions: algebraic effects and recursive equations, theory of coalgebra, coinduction, bisimulation, stone duality, game theory, graph transformation, and software development techniques.
