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.
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Language: en
Pages: 542
Pages: 542
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.
Language: en
Pages: 557
Pages: 557
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First,
Language: en
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Books about A Second Course in Stochastic Processes
Language: en
Pages: 666
Pages: 666
The scope of this book is the field of evolutionary genetics. The book contains new methods for simulating evolution at the genomic level. It sets out applications using up to date Monte Carlo simulation methods applied in classical population genetics, and sets out new fields of quantifying mutation and selection
Language: en
Pages: 338
Pages: 338
This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience