Download or read book A General Theory of First passage Distributions in Transport and Multiplicative Processes written by J. E. Moyal and published by . This book was released on 1965 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Population Processes written by Eric Renshaw and published by Oxford University Press. This book was released on 2015 with total page 665 pages. Available in PDF, EPUB and Kindle. Book excerpt: A reference text presenting stochastic processes and a range of approximation and simulation techniques for extracting behavioural information in the context of stochastic population dynamics.
Download or read book Approximation of Population Processes written by Thomas G. Kurtz and published by SIAM. This book was released on 1981-01-01 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt: Population processes are stochastic models for systems involving a number of similar particles. Examples include models for chemical reactions and for epidemics. The model may involve a finite number of attributes, or even a continuum. This monograph considers approximations that are possible when the number of particles is large. The models considered will involve a finite number of different types of particles.
Download or read book Stochastic Spatial Processes written by Petre Tautu and published by Springer. This book was released on 2006-11-14 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984
Download or read book Maverick Mathematician written by Ann Moyal and published by ANU E Press. This book was released on 2006-08-01 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: "J.E. Moyal has been pronounced 'one of Australia's most remarkable thinkers'. Yet, he was, essentially, a scientific maverick. Educated in a modest high school in Tel Aviv, he took himself to France to train as an engineer, statistician and mathematician and escaped to England as France fell. It was from outside academia that he entered into communication with the 'high priest' of British theoretical physics, P.A.M. Dirac, challenging him with the idea of a statistical basis of quantum mechanics. Their correspondence forms the core of this book and opens up an important and hitherto unknown chapter for physicists, mathematicians and historians of science. Moyal's classic paper, 'A statistical basis for quantum mechanics', also reproduced here in full, has come to underlie an explosion of research and to underpin an array of major technological developments."--Publisher's description.
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Poisson process, a core object in modern probability, enjoys a richer theory than is sometimes appreciated. This volume develops the theory in the setting of a general abstract measure space, establishing basic results and properties as well as certain advanced topics in the stochastic analysis of the Poisson process. Also discussed are applications and related topics in stochastic geometry, including stationary point processes, the Boolean model, the Gilbert graph, stable allocations, and hyperplane processes. Comprehensive, rigorous, and self-contained, this text is ideal for graduate courses or for self-study, with a substantial number of exercises for each chapter. Mathematical prerequisites, mainly a sound knowledge of measure-theoretic probability, are kept in the background, but are reviewed comprehensively in the appendix. The authors are well-known researchers in probability theory; especially stochastic geometry. Their approach is informed both by their research and by their extensive experience in teaching at undergraduate and graduate levels.
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer Science & Business Media. This book was released on 2003-11-14 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Download or read book The Elements of Stochastic Processes with Applications to the Natural Sciences written by Norman T. J. Bailey and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Develops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.
Download or read book U S Government Research Reports written by and published by . This book was released on 1962 with total page 1166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Point Processes in Time and Space written by Donald L. Snyder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a revision of Random Point Processes written by D. L. Snyder and published by John Wiley and Sons in 1975. More emphasis is given to point processes on multidimensional spaces, especially to pro cesses in two dimensions. This reflects the tremendous increase that has taken place in the use of point-process models for the description of data from which images of objects of interest are formed in a wide variety of scientific and engineering disciplines. A new chapter, Translated Poisson Processes, has been added, and several of the chapters of the fIrst edition have been modifIed to accommodate this new material. Some parts of the fIrst edition have been deleted to make room. Chapter 7 of the fIrst edition, which was about general marked point-processes, has been eliminated, but much of the material appears elsewhere in the new text. With some re luctance, we concluded it necessary to eliminate the topic of hypothesis testing for point-process models. Much of the material of the fIrst edition was motivated by the use of point-process models in applications at the Biomedical Computer Labo ratory of Washington University, as is evident from the following excerpt from the Preface to the first edition. "It was Jerome R. Cox, Jr. , founder and [1974] director of Washington University's Biomedical Computer Laboratory, who ftrst interested me [D. L. S.
Download or read book An Introduction to the Theory of Point Processes written by Daryl J. Daley and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic point processes are sets of randomly located points in time, on the plane or in some general space. This book provides a general introduction to the theory, starting with simple examples and an historical overview, and proceeding to the general theory. It thoroughly covers recent work in a broad historical perspective in an attempt to provide a wider audience with insights into recent theoretical developments. It contains numerous examples and exercises. This book aims to bridge the gap between informal treatments concerned with applications and highly abstract theoretical treatments.
Download or read book Statistical Inference and Design of Experiments written by Meena R. Satam and published by Alpha Science Int'l Ltd.. This book was released on 1999 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to be well informed about recent developments in theoretical and applied aspects of Statistics. A major part of this book comprises of statistical inference and design of experiments.
Download or read book Branching Processes written by Krishna B. Athreya and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to give a unified treatment of the limit theory of branching processes. Since the publication of the important book of T E. Harris (Theory of Branching Processes, Springer, 1963) the subject has developed and matured significantly. Many of the classical limit laws are now known in their sharpest form, and there are new proofs that give insight into the results. Our work deals primarily with this decade, and thus has very little overlap with that of Harris. Only enough material is repeated to make the treatment essentially self-contained. For example, certain foundational questions on the construction of processes, to which we have nothing new to add, are not developed. There is a natural classification of branching processes according to their criticality condition, their time parameter, the single or multi-type particle cases, the Markovian or non-Markovian character of the pro cess, etc. We have tried to avoid the rather uneconomical and un enlightening approach of treating these categories independently, and by a series of similar but increasingly complicated techniques. The basic Galton-Watson process is developed in great detail in Chapters I and II.
Download or read book Stochastic Point Processes written by S. Kidambi Srinivasan and published by Alpha Science Int'l Ltd.. This book was released on 2003 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Point Processes are interesting from many points of view. From and abstract point of view, point process is a simple version of random measure; these processes have acquired importance mainly due their viability in modeling a variety of phenomena spanning physical, biological, economic and engineering sciences. This volume with contributions from leading probabilists contains, besides surveys on the state-of-art of the theory, papers dealing with problems of queues, inventory, reliability and population evolution. There are also papers dealing with practical aspects like statistical inference and nonlinear filtering. The book will be of interest to a wide spectrum of people including those working in the area of operations research, signal processing, electrical communications & control and neural network.
Download or read book Failures and the Law written by H.P. Rossmanith and published by Routledge. This book was released on 2003-09-02 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between engineering and the law is undergoing dramatic changes. Product liability, laws have been introduced in Japan, patent claims over living organisms have been made in bioengineering and the differing national laws of copyright protection and liability are in the process of harmonisation, especially in the European Union. The pace and complexity of these changes make it essential for technologists, lawyers, engineers and insurance experts to establish a common basis for understanding, co-operation and exchange of expertise. The recently founded International Society for Technology, Law and Insurance aims to foster such co-operation. This volume features 46 selected contributions which address various topical issues and the law. The most important issues relate to engineering risks, quality assurance and assessment and legal implications assiciated with them. Recent failure cases are explained and the technical, legal and insurance-related issues discussed in detail.
Download or read book Stochastic Processes written by Pierre Del Moral and published by CRC Press. This book was released on 2017-02-24 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
Download or read book From Markov Jump Processes to Spatial Queues written by L. Breuer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop the most natural generalization of existing concepts (e.g. the BMAP) toward the needs of mobile communication networks. To these belong the spatial distribution of batch arrivals and users in the system as well as time-inhomogeneous (e.g. periodic) arrival intensities and user movements. One of the major recent challenges for the stochastic modelling of communication systems is the emergence of wireless networks, which are used by more and more subscribers today. The main new feature of those, which is not covered by classical queuing theory, clearly is the importance of the user location within the area that is served by the base stations of the network. In the framework of queuing theory, this opens up the natural extension of classical queuing models towards queues with a structured space in which users are served. The present book is intended to introduce this extension under the name of spatial queues. The main point of view and the general approach will be that of Markov jump processes. We start with a closer look into the theory. Then we present new results for the theory of stochastic processes as well as for classical queuing theory. Finally we introduce the new concepts of spatial Markovian arrival processes and spatial queues. The main text is divided into three parts. The first part provides a new presentation of the theory of Markov jump processes. We derive a number of new results, especially for time-inhomogeneous processes, which have been neglected too much in the current textbooks on stochastic processes. For the first time, the class of Markov-additive jump processes is analysed in detail. This extends and unifies all Markovian arrival processes that have been proposed up to now (including arrivals for fluid queues) and provides a foundation for the subsequent introduction of spatial Markovian arrival processes. The second part contains new results for classical queues with BMAP input. These include the first explicit formulae for the distribution of periodic queues. The class of fluid Markovian arrival processes is introduced, and we give statistical estimates for the parameters of a BMAP. In the third part, the concepts of spatial Markovian arrival processes (abbreviated: SMAPs) and spatial queues are introduced. After that, periodic spatial Markovian queues are analysed as a model for the cells of a wireless communication network. From Markov Jump Processes to Spatial Queues is intended to reach queuing theorists, researchers in the field of communication systems, as well as engineers with some background in probability theory. Furthermore, it is suitable as a textbook for advanced queuing theory on the graduate or post-graduate level.
