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Author: Iosif I. Gikhman
Publisher: Springer
Published: 2015-03-30
Total Pages: 587
ISBN-13: 3642619436
DOWNLOAD EBOOKFrom the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980
Author: Anatolij V. Skorochod
Publisher: Walter de Gruyter GmbH & Co KG
Published: 2019-01-14
Total Pages: 192
ISBN-13: 3110618168
DOWNLOAD EBOOKNo detailed description available for "Lectures on the Theory of Stochastic Processes".
Author: Zeev Schuss
Publisher: Springer Science & Business Media
Published: 2009-12-09
Total Pages: 486
ISBN-13: 1441916059
DOWNLOAD EBOOKStochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.
Author: D.R. Cox
Publisher: Routledge
Published: 2017-09-04
Total Pages: 408
ISBN-13: 135140895X
DOWNLOAD EBOOKThis book should be of interest to undergraduate and postgraduate students of probability theory.
Author: Pierre Brémaud
Publisher: Springer Nature
Published: 2020-04-07
Total Pages: 717
ISBN-13: 3030401839
DOWNLOAD EBOOKThe ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.
Author: Sergio Fajardo
Publisher: Cambridge University Press
Published: 2017-03-30
Total Pages: 150
ISBN-13: 1108619266
DOWNLOAD EBOOKSince their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. In this volume, the fourteenth publication in the Lecture Notes in Logic series, Fajardo and Keisler present new research combining probability theory and mathematical logic. It is a general study of stochastic processes using ideas from model theory, a key central theme being the question, 'When are two stochastic processes alike?' The authors assume some background in nonstandard analysis, but prior knowledge of model theory and advanced logic is not necessary. This volume will appeal to mathematicians willing to explore new developments with an open mind.
Author: Pierre Del Moral
Publisher: CRC Press
Published: 2017-02-24
Total Pages: 866
ISBN-13: 1498701841
DOWNLOAD EBOOKUnlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
Author: Jeffrey S Rosenthal
Publisher: World Scientific
Published: 2019-09-26
Total Pages: 213
ISBN-13: 9811207925
DOWNLOAD EBOOKThis textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Author: Iosif Il?ich Gikhman
Publisher: Courier Corporation
Published: 1996-01-01
Total Pages: 537
ISBN-13: 0486693872
DOWNLOAD EBOOKRigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Author: Andrew H. Jazwinski
Publisher: Courier Corporation
Published: 2013-04-15
Total Pages: 404
ISBN-13: 0486318192
DOWNLOAD EBOOKThis unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well. Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probability theory and stochastic processes, the author introduces and defines the problems of filtering, prediction, and smoothing. He presents the mathematical solutions to nonlinear filtering problems, and he specializes the nonlinear theory to linear problems. The final chapters deal with applications, addressing the development of approximate nonlinear filters, and presenting a critical analysis of their performance.
