Cycle Representations of Markov Processes
Cycle Representations of Markov Processes

Author: Sophia L. Kalpazidou

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 206

ISBN-13: 147573929X

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This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.

Knowledge Representation for Health-Care
Knowledge Representation for Health-Care

Author: David Riano Ramos

Publisher: Springer Science & Business Media

Published: 2011-01-14

Total Pages: 163

ISBN-13: 3642180493

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This book constitutes the proceedings of the KR4HC 2010 workshop held at ECAI in Lisbon, Portugal, in August 2010. The 11 extended papers presented were carefully reviewed and selected from 19 submissions. The papers cover topics like ontologies, patient data, records, and guidelines, and clinical practice guidelines.

Mathematical Analysis and Applications
Mathematical Analysis and Applications

Author: Themistocles M. Rassias

Publisher: Springer Nature

Published: 2019-12-12

Total Pages: 694

ISBN-13: 3030313395

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An international community of experts scientists comprise the research and survey contributions in this volume which covers a broad spectrum of areas in which analysis plays a central role. Contributions discuss theory and problems in real and complex analysis, functional analysis, approximation theory, operator theory, analytic inequalities, the Radon transform, nonlinear analysis, and various applications of interdisciplinary research; some are also devoted to specific applications such as the three-body problem, finite element analysis in fluid mechanics, algorithms for difference of monotone operators, a vibrational approach to a financial problem, and more. This volume is useful to graduate students and researchers working in mathematics, physics, engineering, and economics.

Probability Theory and Mathematical Statistics
Probability Theory and Mathematical Statistics

Author: Bronius Grigelionis

Publisher: VSP

Published: 1999

Total Pages: 758

ISBN-13: 9789067643139

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The 7th Vilnius Conference on Probability Theory and Mathematical Statistics was held together with the 22nd European Meeting of Statisticians, 12--18 August 1998. This Proceedings volume contains invited lectures as well as some selected contributed papers. Topics included in the conference are: general inference; time series; statistics and probability in the life sciences; statistics and probability in natural and social science; applied probability; probability.

Stochastic Processes and Related Topics
Stochastic Processes and Related Topics

Author: Ioannis Karatzas

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 391

ISBN-13: 1461220300

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In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.

Two-Scale Stochastic Systems
Two-Scale Stochastic Systems

Author: Yuri Kabanov

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 274

ISBN-13: 3662132427

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Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Stochastic Simulation: Algorithms and Analysis
Stochastic Simulation: Algorithms and Analysis

Author: Søren Asmussen

Publisher: Springer Science & Business Media

Published: 2007-07-14

Total Pages: 490

ISBN-13: 0387690336

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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.

Stochastic Networks and Queues
Stochastic Networks and Queues

Author: Philippe Robert

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 406

ISBN-13: 3662130521

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Queues and stochastic networks are analyzed in this book with purely probabilistic methods. The purpose of these lectures is to show that general results from Markov processes, martingales or ergodic theory can be used directly to study the corresponding stochastic processes. Recent developments have shown that, instead of having ad-hoc methods, a better understanding of fundamental results on stochastic processes is crucial to study the complex behavior of stochastic networks. In this book, various aspects of these stochastic models are investigated in depth in an elementary way: Existence of equilibrium, characterization of stationary regimes, transient behaviors (rare events, hitting times) and critical regimes, etc. A simple presentation of stationary point processes and Palm measures is given. Scaling methods and functional limit theorems are a major theme of this book. In particular, a complete chapter is devoted to fluid limits of Markov processes.