Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 6901 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.
Автор: Parzen, Emanuel Название: Stochastic processes ISBN: 0898714419 ISBN-13(EAN): 9780898714418 Издательство: Eurospan Рейтинг: Цена: 7874 р. Наличие на складе: Поставка под заказ.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
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: This book constitutes the refereed proceedings of the International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2001, held in Berlin, Germany in December 2001. The nine revised full papers presented together with four invited papers were carefully reviewed and selected for inclusion in the book. The papers are devoted to the design and analysis, experimental evaluation, and real-world application of stochasitc algorithms; in particular, new algorithmic ideas involving stochastic decisions and exploiting probabilistic properties of the underlying problem are introduced. Among the application fields are network and distributed algorithms, local search methods, and computational learning.
Описание: Stochastic petri nets have proven to be a useful tool for modelling and performance analysis of complex discrete-event stochastic systems such as those in telecommunications, manufacturing, transportation. This monograph centers on techniques for the modelling and computer simulation of such systems. Researchers and graduate students in applied math, computer engineering, computer science, electrical engineering, industrial engineering operations research and applied probability will find this book useful.
Описание: The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date, with which the asymptotic behavior is characterized by the limit behavior of a mean ODE. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, general correlated and state-dependent noise, perturbed test function methods, and large devitations methods, are covered. Many motivational examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere, illustrate the application of the theory. This second edition is a thorough revision, although the main features and the structure remain unchanged. It contains many additional applications and results, and more detailed discussion. Harold J. Kushner is a University Professor and Professor of Applied Mathematics at Brown University. He has written numerous books and articles on virtually all aspects of stochastic systems theory, and has received various awards including the IEEE Control Systems Field Award.
Описание: This book constitutes the refereed proceedings of the Second International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2003, held in Hatfield, UK in September 2003.The 12 revised full papers presented together with three invited papers were carefully reviewed and selected for inclusion in the book. Among the topics addressed are ant colony optimization, randomized algorithms for the intersection problem, local search for constraint satisfaction problems, randomized local search and combinatorial optimization, simulated annealing, probabilistic global search, network communication complexity, open shop scheduling, aircraft routing, traffic control, randomized straight-line programs, and stochastic automata and probabilistic transformations.
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: 5742 р. Наличие на складе: Есть у поставщика 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.
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