This monograph is centered on quantitative analysis of nerve-cell behavior. The work is foundational, with many higher order problems still remaining, especially in connection with neural networks. Thoroughly addressed topics include stochastic problems in neurobiology, and the treatment of the theory of related Markov processes.
This monograph is centered on quantitative analysis of nerve-cell behavior. The work is foundational, with many higher order problems still remaining, especially in connection with neural networks. Thoroughly addressed topics include stochastic problems in neurobiology, and the treatment of the theory of related Markov processes.
Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large amounts of neurophysiological data, and advances in stochastic analysis. These techniques are leading to biophysically more realistic models. It has also become clear that both neuroscientists and mathematicians profit from collaborations in this exciting research area.Graduates and researchers in computational neuroscience and stochastic systems, and neuroscientists seeking to learn more about recent advances in the modelling and analysis of noisy neural systems, will benefit from this comprehensive overview. The series of self-contained chapters, each written by experts in their field, covers key topics such as: Markov chain models for ion channel release; stochastically forced single neurons and populations of neurons; statistical methods for parameterestimation; and the numerical approximation of these stochastic models.Each chapter gives an overview of a particular topic, including its history, important results in the area, and future challenges, and the text comes complete with a jargon-busting index of acronyms to allow readers to familiarize themselves with the language used.
This volume deals with Stochastic tools with special reference to applications in the areas of Physics, Biology and Operations Research. Quitea few of the papers deal with the applications of the rich theory of point processes in Physics and Operations Research. A few of the papers deal with the problems of Inference and Stochastic theory. In addition papers of some leading specialists are included. These papers reflect the latest trends in these areas and will, therefore, be of value and interest to researchers in these fields.
This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation? Here, the term "non-parametrically" exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data. The book provides an overview of methods that have been developed for the analysis of fluctuating time series and of spatially disordered structures. Thanks to its feasibility and simplicity, it has been successfully applied to fluctuating time series and spatially disordered structures of complex systems studied in scientific fields such as physics, astrophysics, meteorology, earth science, engineering, finance, medicine and the neurosciences, and has led to a number of important results. The book also includes the numerical and analytical approaches to the analyses of complex time series that are most common in the physical and natural sciences. Further, it is self-contained and readily accessible to students, scientists, and researchers who are familiar with traditional methods of mathematics, such as ordinary, and partial differential equations. The codes for analysing continuous time series are available in an R package developed by the research group Turbulence, Wind energy and Stochastic (TWiSt) at the Carl von Ossietzky University of Oldenburg under the supervision of Prof. Dr. Joachim Peinke. This package makes it possible to extract the (stochastic) evolution equation underlying a set of data or measurements.
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across different fields. Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic differential equations. An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.
Mathematical models can be used to meet many of the challenges and opportunities offered by modern biology. The description of biological phenomena requires a range of mathematical theories. This is the case particularly for the emerging field of systems biology. Mathematical Methods in Biology and Neurobiology introduces and develops these mathematical structures and methods in a systematic manner. It studies: • discrete structures and graph theory • stochastic processes • dynamical systems and partial differential equations • optimization and the calculus of variations. The biological applications range from molecular to evolutionary and ecological levels, for example: • cellular reaction kinetics and gene regulation • biological pattern formation and chemotaxis • the biophysics and dynamics of neurons • the coding of information in neuronal systems • phylogenetic tree reconstruction • branching processes and population genetics • optimal resource allocation • sexual recombination • the interaction of species. Written by one of the most experienced and successful authors of advanced mathematical textbooks, this book stands apart for the wide range of mathematical tools that are featured. It will be useful for graduate students and researchers in mathematics and physics that want a comprehensive overview and a working knowledge of the mathematical tools that can be applied in biology. It will also be useful for biologists with some mathematical background that want to learn more about the mathematical methods available to deal with biological structures and data.
A selection of articles presented at the Eighth Lukacs Symposium held at the Bowling Green State University, Ohio. They discuss consistency and accuracy of the sequential bootstrap, hypothesis testing, geometry in multivariate analysis, the classical extreme value model, the analysis of cross-classified data, diffusion models for neural activity, estimation with quadratic loss, econometrics, higher order asymptotics, pre- and post-limit theorems, and more.
This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.
The result of the second Appalachian conference on neurodynamics, this volume focuses on the problem of "order," its origins, evolution, and future. Central to this concern lies our understanding of time. Both classical and quantum physics have developed their conceptions within a framework of time symmetry. Divided into four major sections, this book: * provides refreshingly new approaches to the problem of the evolution of order, indicating the directions that need to be taken in subsequent conferences which will address learning and memory more directly; * addresses the issue of how information becomes transmitted in the nervous system; * shows how patterns are constructed at the synaptodendritic level of processing and how such pattern construction relates to image processing; and * deals with the control operations which operate on image processing to construct entities such as visual and auditory objects such as phonemes. The aim of the conference was to bring together professionals to exchange ideas -- some were fairly worked out; others were in their infancy. As a result, one of the most valuable aspects of the conference is that it fostered lasting interactive relationships among these leading researchers.