Matrix-Analytic Methods in Stochastic Models, Guy Latouche; Vaidyanathan Ramaswami; Jay Sethuram
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Автор: Gulisashvili Название: Analytically Tractable Stochastic Stock Price Models ISBN: 3642312136 ISBN-13(EAN): 9783642312137 Издательство: Springer Цена: 5576.00 р. 7965.00-30% Наличие на складе: Есть (1 шт.) Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
Автор: Qi-Ming He Название: Fundamentals of Matrix-Analytic Methods ISBN: 148999002X ISBN-13(EAN): 9781489990020 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.
Описание: This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness.
Описание: Presents at an introductory level some stochastic models applied in economics, finance and insurance. This book uses Markov chains, random walks, stochastic differential equations and other stochastic processes throughout and systematically applies them to economic and financial applications.
Автор: Gardiner, Crispin W. Название: Stochastic methods ISBN: 3540707123 ISBN-13(EAN): 9783540707127 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Автор: Muller Название: Comparison Methods for Stochastic Models & Risks ISBN: 0471494461 ISBN-13(EAN): 9780471494461 Издательство: Wiley Рейтинг: Цена: 22960.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This work covers stochastic order relations, which provide insight into the behaviour of complex stochastic (random) systems and enables the user to collect comparative data. Application areas include queuing systems, actuarial and financial risk, decision making, and stochastic simulation.
Автор: Percy H. Brill Название: Level Crossing Methods in Stochastic Models ISBN: 3319503308 ISBN-13(EAN): 9783319503301 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Chapter 1. Origin of Level Crossing Method.- Chapter 2. Sample Path and System Point.- Chapter 3. M/G/1 Queues and Variants.- Chapter 4. M/M/C Queues.- Chapter 5. G/M/1 and G/M/c Queues.- Chapter 6. Dams and Inventories.- Chapter 7. Multi-Dimensional Models.- Chapter 8. Embedded Level Crossing Method.- Chapter 9. Level Crossing Estimation.- Chapter 10. Renewal Theory Using LC.- Chapter 11. Additional Applications of LC.
Автор: Piero Barone; Arnoldo Frigessi; Mauro Piccioni Название: Stochastic Models, Statistical Methods, and Algorithms in Image Analysis ISBN: 0387978100 ISBN-13(EAN): 9780387978109 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction.
Описание: This fully revised and updated second edition includes five new chapters addressing the nature of the eigenvector and its applications, including selected uses of the analytic hierarchy process in economic, social, political, and technological areas.
Автор: Qi-Ming He Название: Fundamentals of Matrix-Analytic Methods ISBN: 1461473292 ISBN-13(EAN): 9781461473299 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.
