Stochastic Modeling (eng)
Language: English
Published by Springer, 2017
Series: Book 204 of 261 - Universitext
- Softcover
- New
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- Title
- Stochastic Modeling (eng)
- Author
- Lanchier, Nicolas
- Publisher
- Springer
- Publication year
- 2017
- Condition
- new
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3319500376
- ISBN 13
- 9783319500379
- Item weight
- 0.44 kilograms
- Series
- Book 204 of 261: Universitext
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™."Synopsis" may belong to another edition of this title.
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Brook Bookstore On Demand
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Brook Bookstore On Demand offers a wide selection of books with a continuously updated catalog and fast shipments all over the world. We hold distribution rights with all of the publishers we promote and are in continuous search of new interesting titles to propose to our customers. We are part of Brandon Group SRL (an Italian company) and all of the orders are shipped from Europe. Depending on availability orders will be picked from our different warehouses.
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