Download or read book Cycle Representations of Markov Processes written by Sophia L. Kalpazidou and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.
Download or read book Stochastic Processes and Related Topics written by Ioannis Karatzas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.
Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-05 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".
Download or read book Approximation and Computation in Science and Engineering written by Nicholas J. Daras and published by Springer Nature. This book was released on 2022-05-05 with total page 934 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, extensive research has been conducted by eminent mathematicians and engineers whose results and proposed problems are presented in this new volume. It is addressed to graduate students, research mathematicians, physicists, and engineers. Individual contributions are devoted to topics of approximation theory, functional equations and inequalities, fixed point theory, numerical analysis, theory of wavelets, convex analysis, topology, operator theory, differential operators, fractional integral operators, integro-differential equations, ternary algebras, super and hyper relators, variational analysis, discrete mathematics, cryptography, and a variety of applications in interdisciplinary topics. Several of these domains have a strong connection with both theories and problems of linear and nonlinear optimization. The combination of results from various domains provides the reader with a solid, state-of-the-art interdisciplinary reference to theory and problems. Some of the works provide guidelines for further research and proposals for new directions and open problems with relevant discussions.
Download or read book Mathematical Analysis and Applications written by Themistocles M. Rassias and published by Springer Nature. This book was released on 2019-12-12 with total page 694 pages. Available in PDF, EPUB and Kindle. Book excerpt: An international community of experts scientists comprise the research and survey contributions in this volume which covers a broad spectrum of areas in which analysis plays a central role. Contributions discuss theory and problems in real and complex analysis, functional analysis, approximation theory, operator theory, analytic inequalities, the Radon transform, nonlinear analysis, and various applications of interdisciplinary research; some are also devoted to specific applications such as the three-body problem, finite element analysis in fluid mechanics, algorithms for difference of monotone operators, a vibrational approach to a financial problem, and more. This volume is useful to graduate students and researchers working in mathematics, physics, engineering, and economics.
Download or read book Image Analysis Random Fields and Markov Chain Monte Carlo Methods written by Gerhard Winkler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis. The author has presented the theory with rigor...he doesn’t neglect applications, providing numerous examples of applications to illustrate the theory." -- MATHEMATICAL REVIEWS
Download or read book Probability Theory and Mathematical Statistics written by Bronius Grigelionis and published by VSP. This book was released on 1994-01-01 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Proceedings volume contains a selection of invited and other papers by international scientists which were presented at the VIth International Vilnius Conference on Probability Theory and Mathematical Statistics, held in Vilnius, Lithuania, 28 June--3 July, 1993. The main topics of the conference were: limit theorems, stochastic analysis and stochastic physics, quantum probability theory, statistics, change detection in random processes, and probabilistic number theory.
Download or read book Discrete Time Markov Chains written by George Yin and published by Springer Science & Business Media. This book was released on 2005 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.
Download or read book Continuous Time Markov Chains and Applications written by George G. Yin and published by Springer. This book was released on 2012-12-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.
Download or read book Markov Processes written by James R. Kirkwood and published by CRC Press. This book was released on 2015-02-09 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. It contains copious computational examples that motivate and illustrate the theorems. The text is desi
Download or read book Representations of Markov Processes as Multiparameter Time Change written by Thomas G. Kurtz and published by . This book was released on 1978 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Mathematical Theory of Nonequilibrium Steady States written by Da-Quan Jiang and published by Springer Science & Business Media. This book was released on 2004 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Markov Processes and Related Problems of Analysis written by Evgeniĭ Borisovich Dynkin and published by Cambridge University Press. This book was released on 1982-09-23 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.
Download or read book Abstracts of Communications written by and published by . This book was released on 1998 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Knowledge Representation for Health Care written by David Riano Ramos and published by Springer. This book was released on 2011-01-27 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the KR4HC 2010 workshop held at ECAI in Lisbon, Portugal, in August 2010. The 11 extended papers presented were carefully reviewed and selected from 19 submissions. The papers cover topics like ontologies, patient data, records, and guidelines, and clinical practice guidelines.
Download or read book Markov Chain Process Theory and Cases written by Carlos Polanco and published by Bentham Science Publishers. This book was released on 2023-06-05 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Markov Chain Process: Theory and Cases is designed for students of natural and formal sciences. It explains the fundamentals related to a stochastic process that satisfies the Markov property. It presents 10 structured chapters that provide a comprehensive insight into the complexity of this subject by presenting many examples and case studies that will help readers to deepen their acquired knowledge and relate learned theory to practice. This book is divided into four parts. The first part thoroughly examines the definitions of probability, independent events, mutually (and not mutually) exclusive events, conditional probability, and Bayes’ theorem, which are essential elements in Markov’s theory. The second part examines the elements of probability vectors, stochastic matrices, regular stochastic matrices, and fixed points. The third part presents multiple cases in various disciplines: Predictive computational science, Urban complex systems, Computational finance, Computational biology, Complex systems theory, and Computational Science in Engineering. The last part introduces learners to Fortran 90 programs and Linux scripts. To make the comprehension of Markov Chain concepts easier, all the examples, exercises, and case studies presented in this book are completely solved and given in a separate section. This book serves as a textbook (either primary or auxiliary) for students required to understand Markov Chains in their courses, and as a reference book for researchers who want to learn about methods that involve Markov Processes.
