Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 8490 р. Наличие на складе: Есть (1 шт.) Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Описание: This book deals with the estimation of natural ressources using a Monte Carlo methodology. It includes a set of tools to describe the morphological, statistical and stereological properties of spatial random models. Furthermore the author presents a wide range of spatial models, including random sets and functions, point processes and object populations applicable to the geosciences. This book results from a series of courses given in the USA and Latin America to civil, mining and petroleum engineers as well as graduate students in statistics. It is the first book discussing the geostatistical simulation techniques in such a specific way. .
Описание: Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Описание: Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification of the MDP model parameters is not feasible, but simulation samples are available. This book provides many specific algorithms, and illustrative numerical examples.
Автор: Gerald S. Shedler Название: Regenerative Stochastic Simulation, ISBN: 0126393605 ISBN-13(EAN): 9780126393606 Издательство: Elsevier Science Рейтинг: Цена: 6347 р. Наличие на складе: Поставка под заказ.
Описание: Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. This book focuses on simulations of discrete-event stochastic systems; simulations in which stochastic state transitions occur only at an increasing sequence of random times.
Описание: Constitutes the refereed proceedings of the Third International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2005, held in Moscow, Russia in October 2005. This title includes papers that cover both theoretical as well as applied aspects of stochastic computations with a special focus on the algorithmic ideas.
Описание: Constitutes the proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2007, held in Zurich, Switzerland, in September 2007. This book covers theoretical as well as applied aspects of stochastic computations with a focus on investigating the power of randomization in algorithmics.
Описание: Constitutes the refereed proceedings of the International Workshop on Engineering Stochastic Local Search Algorithms 2007, held in Brussels, Belgium, September 6-8, 2007. This work covers topics including Methodological developments, behavior of SLS algorithms, search space analysis, algorithm performance, tuning procedures and AI/OR techniques.
Описание: * Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.
Описание: This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.
Описание: This book constitutes the refereed proceedings of the 5th International Symposium on Stochastic Algorithms, Foundations and Applications, SAGA 2009, held in Sapporo, Japan, in October 2009. The 15 revised full papers presented together with 2 invited papers were carefully reviewed and selected from 22 submissions.
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