Read and Download eBook Full
Author: Albert T. Bharucha-Reid
Publisher: McGraw-Hill Companies
Published: 1960
Total Pages: 488
ISBN-13:
DOWNLOAD EBOOKGraduate-level text and reference in probability, with numerous scientific applications. Nonmeasure-theoretic introduction to theory of Markov processes and to mathematical models based on the theory. Appendixes. Bibliographies. 1960 edition.
Author: Phillip Cutler
Publisher:
Published: 1960
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: A. T. Bharucha-Reid
Publisher: Courier Corporation
Published: 2012-04-26
Total Pages: 485
ISBN-13: 0486150356
DOWNLOAD EBOOKThis graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.
Author: Albert T. Bharucha-Reid
Publisher:
Published: 1960
Total Pages: 0
ISBN-13:
DOWNLOAD EBOOKAuthor: Norman T. J. Bailey
Publisher: John Wiley & Sons
Published: 1991-01-16
Total Pages: 268
ISBN-13: 9780471523680
DOWNLOAD EBOOKDevelops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.
Author: Marius Iosifescu
Publisher: Courier Corporation
Published: 2014-07-01
Total Pages: 305
ISBN-13: 0486150585
DOWNLOAD EBOOKA 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: U. Narayan Bhat
Publisher: Wiley-Interscience
Published: 2002-09-06
Total Pages: 496
ISBN-13:
DOWNLOAD EBOOKThe third edition of this volume improves on the last edition by condensing the material and organizing it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
Author: Mark I. Freidlin
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 433
ISBN-13: 1461202795
DOWNLOAD EBOOKOnishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
Author: Albert T. Bharucha-Reid
Publisher:
Published:
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Ant¢nio Pacheco
Publisher: World Scientific
Published: 2009
Total Pages: 237
ISBN-13: 9812793186
DOWNLOAD EBOOKThe book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.
