Journal of Applied Probability
Author : London Mathematical Society
Publisher :
Page : pages
File Size : 29,46 MB
Release : 1964
Category : Mathematical models
ISBN :
Author : London Mathematical Society
Publisher :
Page : pages
File Size : 29,46 MB
Release : 1964
Category : Mathematical models
ISBN :
Author : Kathleen M. Lyle
Publisher :
Page : 40 pages
File Size : 49,99 MB
Release : 1979
Category : Advances in Applied Probability
ISBN :
Author : Sheldon M. Ross
Publisher : Courier Corporation
Page : 226 pages
File Size : 16,73 MB
Release : 2013-04-15
Category : Mathematics
ISBN : 0486318648
Concise advanced-level introduction to stochastic processes that arise in applied probability. Poisson process, renewal theory, Markov chains, Brownian motion, much more. Problems. References. Bibliography. 1970 edition.
Author :
Publisher :
Page : 552 pages
File Size : 44,84 MB
Release : 2003
Category : Mathematical models
ISBN :
Author : Applied probability trust
Publisher :
Page : pages
File Size : 30,54 MB
Release : 1971
Category :
ISBN :
Author :
Publisher :
Page : 78 pages
File Size : 25,65 MB
Release : 1992
Category : Advances in applied probability
ISBN :
Author : Kenneth Lange
Publisher : Springer Science & Business Media
Page : 378 pages
File Size : 35,4 MB
Release : 2008-01-17
Category : Mathematics
ISBN : 0387227113
Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining. But the truth of the matter is that the increases are occurring outside departments of mathematics. Engineers, computer scientists, physicists, chemists, economists, statis- cians, biologists, and even philosophers teach and learn a great deal of mathematics. The teaching is not always terribly rigorous, but it tends to be better motivated and better adapted to the needs of students. In my own experience teaching students of biostatistics and mathematical bi- ogy, I attempt to convey both the beauty and utility of probability. This is a tall order, partially because probability theory has its own vocabulary and habits of thought. The axiomatic presentation of advanced probability typically proceeds via measure theory. This approach has the advantage of rigor, but it inwitably misses most of the interesting applications, and many applied scientists rebel against the onslaught of technicalities. In the current book, I endeavor to achieve a balance between theory and app- cations in a rather short compass. While the combination of brevity apd balance sacrifices many of the proofs of a rigorous course, it is still cons- tent with supplying students with many of the relevant theoretical tools. In my opinion, it better to present the mathematical facts without proof rather than omit them altogether.
Author :
Publisher :
Page : 788 pages
File Size : 37,47 MB
Release : 1970
Category :
ISBN :
Author :
Publisher :
Page : pages
File Size : 41,5 MB
Release : 1986
Category : Mathematical models
ISBN :
Author : Mogens Bladt
Publisher : Springer
Page : 749 pages
File Size : 46,17 MB
Release : 2017-05-18
Category : Mathematics
ISBN : 1493970496
This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.