Author : Daniel W. Stroock
Publisher : Springer Science & Business Media
Page : 196 pages
File Size : 18,90 MB
Release : 2005-03-30
Category : Mathematics
ISBN : 9783540234517
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory
Author : Daniel T. Gillespie
Publisher : Gulf Professional Publishing
Page : 600 pages
File Size : 44,67 MB
Release : 1992
Category : Mathematics
ISBN : 9780122839559
Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.
Author : Prakash Panangaden
Publisher : Imperial College Press
Page : 212 pages
File Size : 22,70 MB
Release : 2009
Category : Mathematics
ISBN : 1848162898
Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs.
Author : Jacques Janssen
Publisher : Springer Science & Business Media
Page : 315 pages
File Size : 15,11 MB
Release : 2006-02-08
Category : Mathematics
ISBN : 0387295488
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Author : Oliver Ibe
Publisher : Newnes
Page : 515 pages
File Size : 22,90 MB
Release : 2013-05-22
Category : Mathematics
ISBN : 0124078397
Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.
Author : Kai Lai Chung
Publisher : Springer Science & Business Media
Page : 444 pages
File Size : 45,9 MB
Release : 2006-01-18
Category : Mathematics
ISBN : 0387286969
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Author : Marius Iosifescu
Publisher : Courier Corporation
Page : 305 pages
File Size : 50,29 MB
Release : 2014-07-01
Category : Mathematics
ISBN : 0486150585
A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.
Author : Thomas Milton Liggett
Publisher : American Mathematical Soc.
Page : 290 pages
File Size : 47,11 MB
Release : 2010
Category : Mathematics
ISBN : 0821849492
Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples.
Author : Tomasz Komorowski
Publisher : Springer Science & Business Media
Page : 494 pages
File Size : 25,23 MB
Release : 2012-07-05
Category : Mathematics
ISBN : 364229880X
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Author : Stewart N. Ethier
Publisher : John Wiley & Sons
Page : 528 pages
File Size : 29,35 MB
Release : 2009-09-25
Category : Mathematics
ISBN : 0470317329
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "[A]nyone who works with Markov processes whose state space is uncountably infinite will need this most impressive book as a guide and reference." -American Scientist "There is no question but that space should immediately be reserved for [this] book on the library shelf. Those who aspire to mastery of the contents should also reserve a large number of long winter evenings." -Zentralblatt für Mathematik und ihre Grenzgebiete/Mathematics Abstracts "Ethier and Kurtz have produced an excellent treatment of the modern theory of Markov processes that [is] useful both as a reference work and as a graduate textbook." -Journal of Statistical Physics Markov Processes presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form. Useful to the professional as a reference and suitable for the graduate student as a text, this volume features a table of the interdependencies among the theorems, an extensive bibliography, and end-of-chapter problems.
