Download or read book Real Analysis Methods for Markov Processes written by Kazuaki Taira and published by Springer Nature. This book was released on with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Real Analysis and Probability written by R. M. Dudley and published by Cambridge University Press. This book was released on 2002-10-14 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic text offers a clear exposition of modern probability theory.

Download or read book Real Analysis Classic Version written by Halsey Royden and published by Pearson Modern Classics for Advanced Mathematics Series. This book was released on 2017-02-13 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is designed for graduate-level courses in real analysis. Real Analysis, 4th Edition, covers the basic material that every graduate student should know in the classical theory of functions of a real variable, measure and integration theory, and some of the more important and elementary topics in general topology and normed linear space theory. This text assumes a general background in undergraduate mathematics and familiarity with the material covered in an undergraduate course on the fundamental concepts of analysis.

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 Ergodic Behavior of Markov Processes written by Alexei Kulik and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-20 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems

Download or read book Markov Processes Semigroups and Generators written by Vassili N. Kolokoltsov and published by Walter de Gruyter. This book was released on 2011 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for

Download or read book Functional Analysis in Markov Processes written by M. Fukushima and published by Springer. This book was released on 2006-11-14 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

Download or read book Stochastic Models in Reliability Engineering written by Lirong Cui and published by CRC Press. This book was released on 2020-09-01 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collective work by many leading scientists, analysts, mathematicians, and engineers who have been working at the front end of reliability science and engineering. The book covers conventional and contemporary topics in reliability science, all of which have seen extended research activities in recent years. The methods presented in this book are real-world examples that demonstrate improvements in essential reliability and availability for industrial equipment such as medical magnetic resonance imaging, power systems, traction drives for a search and rescue helicopter, and air conditioning systems. The book presents real case studies of redundant multi-state air conditioning systems for chemical laboratories and covers assessments of reliability and fault tolerance and availability calculations. Conventional and contemporary topics in reliability engineering are discussed, including degradation, networks, and dynamic reliability, resilience, and multi-state systems, all of which are relatively new topics to the field. The book is aimed at engineers and scientists, as well as postgraduate students involved in reliability design, analysis, and experiments and applied probability and statistics.

Download or read book Analytical Methods for Kolmogorov Equations written by Luca Lorenzi and published by CRC Press. This book was released on 2016-10-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.

Download or read book Introduction to Ergodic rates for Markov chains and processes written by Kulik, Alexei and published by Universitätsverlag Potsdam. This book was released on 2015-10-20 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present lecture notes aim for an introduction to the ergodic behaviour of Markov Processes and addresses graduate students, post-graduate students and interested readers. Different tools and methods for the study of upper bounds on uniform and weak ergodic rates of Markov Processes are introduced. These techniques are then applied to study limit theorems for functionals of Markov processes. This lecture course originates in two mini courses held at University of Potsdam, Technical University of Berlin and Humboldt University in spring 2013 and Ritsumameikan University in summer 2013. Alexei Kulik, Doctor of Sciences, is a Leading researcher at the Institute of Mathematics of Ukrainian National Academy of Sciences.

Download or read book Markov Processes Gaussian Processes and Local Times written by Michael B. Marcus and published by Cambridge University Press. This book was released on 2006-07-24 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.

Download or read book Finite Approximations in Discrete Time Stochastic Control written by Naci Saldi and published by Birkhäuser. This book was released on 2018-05-11 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.

Download or read book Orthogonal Polynomials in the Spectral Analysis of Markov Processes written by Manuel Domínguez de la Iglesia and published by Cambridge University Press. This book was released on 2021-10-21 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.

Download or read book Lectures on the Coupling Method written by Torgny Lindvall and published by Courier Corporation. This book was released on 2012-08-15 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical and easy-to-use reference progresses from simple to advanced topics, covering, among other topics, renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition.

Download or read book Labelled Markov Processes written by Prakash Panangaden and published by World Scientific. This book was released on 2009-06-23 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./a

Download or read book Advances in Queueing Theory Methods and Open Problems written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2023-07-21 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: The progress of science and technology has placed Queueing Theory among the most popular disciplines in applied mathematics, operations research, and engineering. Although queueing has been on the scientific market since the beginning of this century, it is still rapidly expanding by capturing new areas in technology. Advances in Queueing provides a comprehensive overview of problems in this enormous area of science and focuses on the most significant methods recently developed. Written by a team of 24 eminent scientists, the book examines stochastic, analytic, and generic methods such as approximations, estimates and bounds, and simulation. The first chapter presents an overview of classical queueing methods from the birth of queues to the seventies. It also contains the most comprehensive bibliography of books on queueing and telecommunications to date. Each of the following chapters surveys recent methods applied to classes of queueing systems and networks followed by a discussion of open problems and future research directions. Advances in Queueing is a practical reference that allows the reader quick access to the latest methods.