Îïèñàíèå: 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.
Àâòîð: Durrett, Rick Íàçâàíèå: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Èçäàòåëüñòâî: Cambridge Academ Ðåéòèíã: Öåíà: 10611.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.
Àâòîð: Phadia Íàçâàíèå: Prior Processes and Their Applications ISBN: 3319327887 ISBN-13(EAN): 9783319327884 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 15372.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and Polya tree and their extensions form a separate chapter, while the last two chapters present the Bayesian solutions to certain estimation problems pertaining to the distribution function and its functional based on complete data as well as right censored data. Because of the conjugacy property of some of these processes, most solutions are presented in closed form. However, the current interest in modeling and treating large-scale and complex data also poses a problem – the posterior distribution, which is essential to Bayesian analysis, is invariably not in a closed form, making it necessary to resort to simulation. Accordingly, the book also introduces several computational procedures, such as the Gibbs sampler, Blocked Gibbs sampler and slice sampling, highlighting essential steps of algorithms while discussing specific models. In addition, it features crucial steps of proofs and derivations, explains the relationships between different processes and provides further clarifications to promote a deeper understanding. Lastly, it includes a comprehensive list of references, equipping readers to explore further on their own.
Àâòîð: del Puerto Íàçâàíèå: Branching Processes and Their Applications ISBN: 3319316397 ISBN-13(EAN): 9783319316390 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 15372.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.unex.es/wbpa15/index.htm).
Àâòîð: Sergio Albeverio; Philip Blanchard; L. Streit Íàçâàíèå: Stochastic Processes and their Applications ISBN: 0792308948 ISBN-13(EAN): 9780792308942 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 15372.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: 'Et moi, ..., si j'avait su comment en revenIT, One service mathematics has rendered the je n'y serais point allt\.' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ..: 'One service logic has rendered com- puter science ..: 'One service category theory has rendered mathematics ..: . All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Àâòîð: Kiyosi Ito; Takeyuki Hida Íàçâàíèå: Stochastic Processes and Their Applications ISBN: 3540167730 ISBN-13(EAN): 9783540167730 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 4884.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Àâòîð: Miguel Gonz?lez; In?s M. Puerto; Rodrigo Mart?nez; Íàçâàíèå: Workshop on Branching Processes and Their Applications ISBN: 3642111548 ISBN-13(EAN): 9783642111549 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 19564.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: Their niche of mathematics is the abstract pattern of reproduction, sets of individuals changing size and composition through their members reproducing; Branching is a clean and beautiful mathematical pattern, with an intellectually challenging intrinsic structure, and it pervades the phenomena it underlies.
Àâòîð: Kyprianou, Andreas E. Íàçâàíèå: Fluctuations of Levy Processes with Applications ISBN: 3642376312 ISBN-13(EAN): 9783642376313 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 9083.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.
Àâòîð: Liptser Robert S., Shiryaev Albert N., Aries A.B. Íàçâàíèå: Statistics of Random Processes / II. Applications ISBN: 3540639284 ISBN-13(EAN): 9783540639282 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 16769.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.
Îïèñàíèå: Since the introduction of system signatures in Francisco Samaniego`s 1985 paper, the properties of this technical concept have been examined, tested and proven in a wide variety of systems applications.
Àâòîð: Koralov Íàçâàíèå: Theory of Probability and Random Processes ISBN: 3540254846 ISBN-13(EAN): 9783540254843 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 8384.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.
Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s. MDPs can be used to model and solve dynamic decision-making problems that are multi-period and occur in stochastic circumstances. There are three basic branches in MDPs: discrete-time MDPs, continuous-time MDPs and semi-Markov decision processes. Starting from these three branches, many generalized MDPs models have been applied to various practical problems. These models include partially observable MDPs, adaptive MDPs, MDPs in stochastic environments, and MDPs with multiple objectives, constraints or imprecise parameters.
Markov Decision Processes With Their Applications examines MDPs and their applications in the optimal control of discrete event systems (DESs), optimal replacement, and optimal allocations in sequential online auctions. The book presents four main topics that are used to study optimal control problems: a new methodology for MDPs with discounted total reward criterion; transformation of continuous-time MDPs and semi-Markov decision processes into a discrete-time MDPs model, thereby simplifying the application of MDPs; MDPs in stochastic environments, which greatly extends the area where MDPs can be applied; applications of MDPs in optimal control of discrete event systems, optimal replacement, and optimal allocation in sequential online auctions.
This book is intended for researchers, mathematicians, advanced graduate students, and engineers who are interested in optimal control, operation research, communications, manufacturing, economics, and electronic commerce.
