Markov Processes for Stochastic Modeling Book

Markov Processes for Stochastic Modeling


  • Author : Oliver Ibe
  • Publisher : Newnes
  • Release Date : 2013-05-22
  • Genre: Mathematics
  • Pages : 514
  • ISBN 10 : 9780124078390

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Markov Processes for Stochastic Modeling Excerpt :

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

Markov Processes for Stochastic Modeling Book

Markov Processes for Stochastic Modeling


  • Author : Oliver Ibe
  • Publisher : Academic Press
  • Release Date : 2008-09-02
  • Genre: Mathematics
  • Pages : 512
  • ISBN 10 : 9780080922454

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Markov Processes for Stochastic Modeling Excerpt :

Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal. - Provides the practical, current applications of Markov processes - Coverage of HMM, Point processes, and Monte Carlo - Includes enough theory to help students gain throrough understanding of the subject - Principles can be immediately applied in many specific research projects, saving researchers time - End of chapter exercises provide reinforcement, practice and increased understanding to the student

Markov Processes for Stochastic Modeling  Revised  Book

Markov Processes for Stochastic Modeling Revised


  • Author : Oliver Ibe
  • Publisher : Elsevier
  • Release Date : 2013-06-01
  • Genre: Mathematics
  • Pages : 516
  • ISBN 10 : 0323282954

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Markov Processes for Stochastic Modeling Revised Excerpt :

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through the previous state. They are used to model the behavior of many systems including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. Covering a wide range of areas of application of Markov processes, this second edition is revised to highlight the most important aspects as well as the most recent trends and applications of Markov processes. The author spent over 16 years in the industry before returning to academia, and he has applied many of the principles covered in this book in multiple research projects. Therefore, this is an applications-oriented book that also includes enough theory to provide a solid ground in the subject for the reader. Presents both the theory and applications of the different aspects of Markov processes Includes numerous solved examples as well as detailed diagrams that make it easier to understand the principle being presented Discusses different applications of hidden Markov models, such as DNA sequence analysis and speech analysis.

An Introduction to Stochastic Modeling Book

An Introduction to Stochastic Modeling


  • Author : Howard M. Taylor
  • Publisher : Academic Press
  • Release Date : 2014-05-10
  • Genre: Mathematics
  • Pages : 410
  • ISBN 10 : 9781483269276

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An Introduction to Stochastic Modeling Excerpt :

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 Modeling Book

Stochastic Modeling


  • Author : Nicolas Lanchier
  • Publisher : Springer
  • Release Date : 2017-01-27
  • Genre: Mathematics
  • Pages : 303
  • ISBN 10 : 9783319500386

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Stochastic Modeling Excerpt :

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.

Constrained Markov Decision Processes Book

Constrained Markov Decision Processes


  • Author : Eitan Altman
  • Publisher : CRC Press
  • Release Date : 1999-03-30
  • Genre: Mathematics
  • Pages : 260
  • ISBN 10 : 0849303826

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Constrained Markov Decision Processes Excerpt :

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other. The first part explains the theory for the finite state space. The author characterizes the set of achievable expected occupation measures as well as performance vectors, and identifies simple classes of policies among which optimal policies exist. This allows the reduction of the original dynamic into a linear program. A Lagranian approach is then used to derive the dual linear program using dynamic programming techniques. In the second part, these results are extended to the infinite state space and action spaces. The author provides two frameworks: the case where costs are bounded below and the contracting framework. The third part builds upon the results of the first two parts and examines asymptotical results of the convergence of both the value and the policies in the time horizon and in the discount factor. Finally, several state truncation algorithms that enable the approximation of the solution of the original control problem via finite linear programs are given.

Probability and Stochastic Modeling Book

Probability and Stochastic Modeling


  • Author : Vladimir I. Rotar
  • Publisher : CRC Press
  • Release Date : 2012-08-25
  • Genre: Mathematics
  • Pages : 510
  • ISBN 10 : 9781439872062

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Probability and Stochastic Modeling Excerpt :

A First Course in Probability with an Emphasis on Stochastic Modeling Probability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability texts, the book also focuses on increasingly important areas, such as martingales, classification of dependency structures, and risk evaluation. Numerous examples, exercises, and models using real-world data demonstrate the practical possibilities and restrictions of different approaches and help students grasp general concepts and theoretical results. The text is suitable for majors in mathematics and statistics as well as majors in computer science, economics, finance, and physics. The author offers two explicit options to teaching the material, which is reflected in "routes" designated by special "roadside" markers. The first route contains basic, self-contained material for a one-semester course. The second provides a more complete exposition for a two-semester course or self-study.

Markov Models   Optimization Book

Markov Models Optimization


  • Author : M.H.A. Davis
  • Publisher : CRC Press
  • Release Date : 1993-08-01
  • Genre: Mathematics
  • Pages : 316
  • ISBN 10 : 041231410X

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Markov Models Optimization Excerpt :

This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space. This formulation includes an enormous variety of applied problems in engineering, operations research, management science and economics as special cases; examples include queueing systems, stochastic scheduling, inventory control, resource allocation problems, optimal planning of production or exploitation of renewable or non-renewable resources, insurance analysis, fault detection in process systems, and tracking of maneuvering targets, among many others. The first part of the book shows how these applications lead to the PDP as a system model, and the main properties of PDPs are derived. There is particular emphasis on the so-called extended generator of the process, which gives a general method for calculating expectations and distributions of system performance functions. The second half of the book is devoted to control theory for PDPs, with a view to controlling PDP models for optimal performance: characterizations are obtained of optimal strategies both for continuously-acting controllers and for control by intervention (impulse control). Throughout the book, modern methods of stochastic analysis are used, but all the necessary theory is developed from scratch and presented in a self-contained way. The book will be useful to engineers and scientists in the application areas as well as to mathematicians interested in applications of stochastic analysis.

Stochastic Modelling of Social Processes Book

Stochastic Modelling of Social Processes


  • Author : Andreas Diekmann
  • Publisher : Academic Press
  • Release Date : 2014-05-10
  • Genre: Social Science
  • Pages : 352
  • ISBN 10 : 9781483266565

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Stochastic Modelling of Social Processes Excerpt :

Stochastic Modelling of Social Processes provides information pertinent to the development in the field of stochastic modeling and its applications in the social sciences. This book demonstrates that stochastic models can fulfill the goals of explanation and prediction. Organized into nine chapters, this book begins with an overview of stochastic models that fulfill normative, predictive, and structural–analytic roles with the aid of the theory of probability. This text then examines the study of labor market structures using analysis of job and career mobility, which is one of the approaches taken by sociologists in research on the labor market. Other chapters consider the characteristic trends and patterns from data on divorces. This book discusses as well the two approaches of stochastic modeling of social processes, namely competing risk models and semi-Markov processes. The final chapter deals with the practical application of regression models of survival data. This book is a valuable resource for social scientists and statisticians.

Stochastic Modeling Book

Stochastic Modeling


  • Author : Barry L. Nelson
  • Publisher : Courier Corporation
  • Release Date : 2012-10-11
  • Genre: Mathematics
  • Pages : 336
  • ISBN 10 : 9780486139944

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Stochastic Modeling Excerpt :

Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.

Markov Processes for Stochastic Modeling Book

Markov Processes for Stochastic Modeling


  • Author : Masaaki Kijima
  • Publisher : CRC Press
  • Release Date : 1997-01-01
  • Genre: Mathematics
  • Pages : 356
  • ISBN 10 : 0412606607

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Markov Processes for Stochastic Modeling Excerpt :

This book presents an algebraic development of the theory of countable state space Markov chains with discrete and continuous time parameters.

Markov Chains and Stochastic Stability Book

Markov Chains and Stochastic Stability


  • Author : Sean Meyn
  • Publisher : Cambridge University Press
  • Release Date : 2009-04-02
  • Genre: Mathematics
  • Pages : 623
  • ISBN 10 : 9780521731829

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Markov Chains and Stochastic Stability Excerpt :

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.

The Data Science Handbook Book

The Data Science Handbook


  • Author : Field Cady
  • Publisher : John Wiley & Sons
  • Release Date : 2017-02-28
  • Genre: Mathematics
  • Pages : 40
  • ISBN 10 : 9781119092940

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The Data Science Handbook Excerpt :

A comprehensive overview of data science covering the analytics, programming, and business skills necessary to master the discipline Finding a good data scientist has been likened to hunting for a unicorn: the required combination of technical skills is simply very hard to find in one person. In addition, good data science is not just rote application of trainable skill sets; it requires the ability to think flexibly about all these areas and understand the connections between them. This book provides a crash course in data science, combining all the necessary skills into a unified discipline. Unlike many analytics books, computer science and software engineering are given extensive coverage since they play such a central role in the daily work of a data scientist. The author also describes classic machine learning algorithms, from their mathematical foundations to real-world applications. Visualization tools are reviewed, and their central importance in data science is highlighted. Classical statistics is addressed to help readers think critically about the interpretation of data and its common pitfalls. The clear communication of technical results, which is perhaps the most undertrained of data science skills, is given its own chapter, and all topics are explained in the context of solving real-world data problems. The book also features: • Extensive sample code and tutorials using Python™ along with its technical libraries • Core technologies of “Big Data,” including their strengths and limitations and how they can be used to solve real-world problems • Coverage of the practical realities of the tools, keeping theory to a minimum; however, when theory is presented, it is done in an intuitive way to encourage critical thinking and creativity • A wide variety of case studies from industry • Practical advice on the realities of being a data scientist today, including the overall workflow, where time is spent, the types of datasets worked on, and the

Stochastic Models with Applications to Genetics  Cancers  AIDS and Other Biomedical Systems Book

Stochastic Models with Applications to Genetics Cancers AIDS and Other Biomedical Systems


  • Author : Wai-Yuan Tan
  • Publisher : World Scientific
  • Release Date : 2002-02-26
  • Genre: Mathematics
  • Pages : 460
  • ISBN 10 : 9789814489317

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Stochastic Models with Applications to Genetics Cancers AIDS and Other Biomedical Systems Excerpt :

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. Contents:Discrete Time Markov Chain Models in Genetics and Biomedical SystemsStationary Distributions and MCMC in Discrete Time Markov ChainsContinuous-Time Markov Chain Models in Genetics, Cancers and AIDSAbsorption Probabilities and Stationary Distributions in Continuous-Time Markov Chain ModelsDiffusion Models in Genetics, Cancer and AIDSAsymptotic Distributions, Stationary Distributions and Absorption Probabilities in Diffusion ModelsState Space Models and Some Examples from Cancer and AIDSSome General Theories of State Space Models and Applications Readership: Graduate students and researchers in probability & statistics and the life sciences. Keywords:Stochastic;Genetics;Cancers;AIDS;Biomedical SystemsReviews:“Its strengths include the large number of models described, many of

Stochastic Modeling and Optimization Book

Stochastic Modeling and Optimization


  • Author : David D. Yao
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Genre: Business & Economics
  • Pages : 468
  • ISBN 10 : 9780387217574

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Stochastic Modeling and Optimization Excerpt :

This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.