LECTURE NOTES IN MATHEMATICS. NO. 724. ADDITIVE AND CANCELLATIVE INTERACTING PARTICLE SYSTEMS.
Author : A. ED. DOLD
Publisher :
Page : 0 pages
File Size : 21,82 MB
Release : 1979
Category :
ISBN :
Author : A. ED. DOLD
Publisher :
Page : 0 pages
File Size : 21,82 MB
Release : 1979
Category :
ISBN :
Author : D. Griffeath
Publisher : Springer
Page : 114 pages
File Size : 38,90 MB
Release : 2006-11-15
Category : Mathematics
ISBN : 3540351744
Author : Rabi N. Bhattacharya
Publisher : SIAM
Page : 727 pages
File Size : 44,9 MB
Release : 1990-01-01
Category : Mathematics
ISBN : 0898718996
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walk in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. Audience: this book can be used for a number of different courses for graduate students of mathematics, statistics, economics, engineering, and other fields who have some background in probability and analysis. It is also intended as a reference for researchers and professionals in many areas of science and technology whose work involves the application of probability.
Author : David Griffeath
Publisher :
Page : 108 pages
File Size : 36,27 MB
Release : 1979
Category :
ISBN :
Author : Samuel Karlin
Publisher : Gulf Professional Publishing
Page : 568 pages
File Size : 14,53 MB
Release : 1981-05-12
Category : Business & Economics
ISBN : 9780123986504
Algebraic methods in markov chains; Ratio theorems of transition probabilities and applications; Sums of independent random variables as a markov chain; Order statistics, poisson processes, and applications; Continuous time markov chains; Diffusion processes; Compouding stochastic processes; Fluctuation theory of partial sums of independent identically distributed random variables; Queueing processes.
Author : J.P. Hennart
Publisher : Springer
Page : 258 pages
File Size : 33,11 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540389865
a
Author : Marvin I. Knopp
Publisher : Springer
Page : 491 pages
File Size : 47,39 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540389539
Author : G.A. Watson
Publisher : Springer
Page : 261 pages
File Size : 40,12 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 354039009X
a
Author : D. A. Rand
Publisher : Springer
Page : 400 pages
File Size : 25,39 MB
Release : 2006-11-14
Category : Science
ISBN : 3540389458
Author : R. Martini
Publisher : Springer
Page : 231 pages
File Size : 21,43 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540391924