Stochastic Models of Systems
Stochastic Models of Systems

Author: Vladimir S. Korolyuk

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 195

ISBN-13: 940114625X

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In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.

An Introduction to Stochastic Modeling
An Introduction to Stochastic Modeling

Author: Howard M. Taylor

Publisher: Academic Press

Published: 2014-05-10

Total Pages: 410

ISBN-13: 1483269272

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An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Stochastic Modelling for Systems Biology
Stochastic Modelling for Systems Biology

Author: Darren J. Wilkinson

Publisher: CRC Press

Published: 2006-04-18

Total Pages: 296

ISBN-13: 9781584885405

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Although stochastic kinetic models are increasingly accepted as the best way to represent and simulate genetic and biochemical networks, most researchers in the field have limited knowledge of stochastic process theory. The stochastic processes formalism provides a beautiful, elegant, and coherent foundation for chemical kinetics and there is a wealth of associated theory every bit as powerful and elegant as that for conventional continuous deterministic models. The time is right for an introductory text written from this perspective. Stochastic Modelling for Systems Biology presents an accessible introduction to stochastic modelling using examples that are familiar to systems biology researchers. Focusing on computer simulation, the author examines the use of stochastic processes for modelling biological systems. He provides a comprehensive understanding of stochastic kinetic modelling of biological networks in the systems biology context. The text covers the latest simulation techniques and research material, such as parameter inference, and includes many examples and figures as well as software code in R for various applications. While emphasizing the necessary probabilistic and stochastic methods, the author takes a practical approach, rooting his theoretical development in discussions of the intended application. Written with self-study in mind, the book includes technical chapters that deal with the difficult problems of inference for stochastic kinetic models from experimental data. Providing enough background information to make the subject accessible to the non-specialist, the book integrates a fairly diverse literature into a single convenient and notationally consistent source.

Introduction to Modeling and Analysis of Stochastic Systems
Introduction to Modeling and Analysis of Stochastic Systems

Author: V. G. Kulkarni

Publisher: Springer

Published: 2012-12-27

Total Pages: 313

ISBN-13: 9781461427353

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This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.

Stochastic Models in Reliability and Maintenance
Stochastic Models in Reliability and Maintenance

Author: Shunji Osaki

Publisher: Springer Science & Business Media

Published: 2012-11-02

Total Pages: 338

ISBN-13: 3540248080

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Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. A stochastic process is a set of outcomes of a random experiment indexed by time, and is one of the key tools needed to analyze the future behavior quantitatively. Reliability and maintainability technologies are of great interest and importance to the maintenance of such systems. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes. The theme of this book is "Stochastic Models in Reliability and Main tainability. " This book consists of 12 chapters on the theme above from the different viewpoints of stochastic modeling. Chapter 1 is devoted to "Renewal Processes," under which classical renewal theory is surveyed and computa tional methods are described. Chapter 2 discusses "Stochastic Orders," and in it some definitions and concepts on stochastic orders are described and ag ing properties can be characterized by stochastic orders. Chapter 3 is devoted to "Classical Maintenance Models," under which the so-called age, block and other replacement models are surveyed. Chapter 4 discusses "Modeling Plant Maintenance," describing how maintenance practice can be carried out for plant maintenance.

Stochastic Models With Applications To Genetics, Cancers, Aids And Other Biomedical Systems
Stochastic Models With Applications To Genetics, Cancers, Aids And Other Biomedical Systems

Author: Wai-yuan Tan

Publisher: World Scientific

Published: 2002-02-26

Total Pages: 458

ISBN-13: 981448931X

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This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and stochastic differential equations. It illustrates how these processes and approaches are applied to many problems in genetics, carcinogenesis, AIDS epidemiology and other biomedical systems.One feature of the book is that it describes the basic MCMC (Markov chain and Monte Carlo) procedures and illustrates how to use the Gibbs sampling method and the multilevel Gibbs sampling method to solve many problems in genetics, carcinogenesis, AIDS and other biomedical systems.As another feature, the book develops many state space models for many genetic problems, carcinogenesis, AIDS epidemiology and HIV pathogenesis. It shows in detail how to use the multilevel Gibbs sampling method to estimate (or predict) simultaneously the state variables and the unknown parameters in cancer chemotherapy, carcinogenesis, AIDS epidemiology and HIV pathogenesis. As a matter of fact, this book is the first to develop many state space models for many genetic problems, carcinogenesis and other biomedical problems.

Applied Stochastic System Modeling
Applied Stochastic System Modeling

Author: Shunji Osaki

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 278

ISBN-13: 3642846815

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This book was written for an introductory one-semester or two-quarter course in stochastic processes and their applications. The reader is assumed to have a basic knowledge of analysis and linear algebra at an undergraduate level. Stochastic models are applied in many fields such as engineering systems, physics, biology, operations research, business, economics, psychology, and linguistics. Stochastic modeling is one of the promising kinds of modeling in applied probability theory. This book is intended to introduce basic stochastic processes: Poisson pro cesses, renewal processes, discrete-time Markov chains, continuous-time Markov chains, and Markov-renewal processes. These basic processes are introduced from the viewpoint of elementary mathematics without going into rigorous treatments. This book also introduces applied stochastic system modeling such as reliability and queueing modeling. Chapters 1 and 2 deal with probability theory, which is basic and prerequisite to the following chapters. Many important concepts of probabilities, random variables, and probability distributions are introduced. Chapter 3 develops the Poisson process, which is one of the basic and im portant stochastic processes. Chapter 4 presents the renewal process. Renewal theoretic arguments are then used to analyze applied stochastic models. Chapter 5 develops discrete-time Markov chains. Following Chapter 5, Chapter 6 deals with continuous-time Markov chains. Continuous-time Markov chains have im portant applications to queueing models as seen in Chapter 9. A one-semester course or two-quarter course consists of a brief review of Chapters 1 and 2, fol lowed in order by Chapters 3 through 6.

Stochastic Modeling
Stochastic Modeling

Author: Nicolas Lanchier

Publisher: Springer

Published: 2017-01-27

Total Pages: 305

ISBN-13: 3319500384

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Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright –Fisher model, Kingman’s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.

Linear Stochastic Systems
Linear Stochastic Systems

Author: Anders Lindquist

Publisher: Springer

Published: 2015-04-24

Total Pages: 788

ISBN-13: 3662457504

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This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.

Stochastic Models of Manufacturing Systems
Stochastic Models of Manufacturing Systems

Author: John A. Buzacott

Publisher: Englewood Cliffs, N.J. : Prentice Hall

Published: 1993

Total Pages: 586

ISBN-13:

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Outlining the major issues that have to be addressed in the design and operation of each type of system, this new text explores the stochastic models of a wide range of manufacturing systems. It covers flow lines, job shops, transfer lines, flexible manufacturing systems, flexible assembly systems, cellular systems, and more. For professionals working in the area of manufacturing system modelling.