Stochastic Modeling

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Stochastic Modeling by Nicolas Lanchier, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Nicolas Lanchier ISBN: 9783319500386
Publisher: Springer International Publishing Publication: January 27, 2017
Imprint: Springer Language: English
Author: Nicolas Lanchier
ISBN: 9783319500386
Publisher: Springer International Publishing
Publication: January 27, 2017
Imprint: Springer
Language: English

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 Matlab™.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 Matlab™.

More books from Springer International Publishing

Cover of the book Combinatorial Pattern Matching by Nicolas Lanchier
Cover of the book Clusters – Contemporary Insight in Structure and Bonding by Nicolas Lanchier
Cover of the book A Brief Introduction to Continuous Evolutionary Optimization by Nicolas Lanchier
Cover of the book Projective Geometry by Nicolas Lanchier
Cover of the book Lecture Notes in Real-Time Intelligent Systems by Nicolas Lanchier
Cover of the book Metallic Butterfly Wing Scales by Nicolas Lanchier
Cover of the book Physical Asset Management by Nicolas Lanchier
Cover of the book Applying Public Opinion in Governance by Nicolas Lanchier
Cover of the book Algebra for Applications by Nicolas Lanchier
Cover of the book From Variability Tolerance to Approximate Computing in Parallel Integrated Architectures and Accelerators by Nicolas Lanchier
Cover of the book Boredom in the Classroom by Nicolas Lanchier
Cover of the book Press Freedom as an International Human Right by Nicolas Lanchier
Cover of the book Quantum Simulations with Photons and Polaritons by Nicolas Lanchier
Cover of the book Practical Analysis of Algorithms by Nicolas Lanchier
Cover of the book Design of Polymeric Platforms for Selective Biorecognition by Nicolas Lanchier
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy