Cycle Representations of Markov Processes

Cycle Representations of Markov Processes PDF

Author: Sophia L. Kalpazidou

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 206

ISBN-13: 147573929X

DOWNLOAD EBOOK →

This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.

Stochastic Processes and Related Topics

Stochastic Processes and Related Topics PDF

Author: Ioannis Karatzas

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 391

ISBN-13: 1461220300

DOWNLOAD EBOOK →

In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.

Approximation and Computation in Science and Engineering

Approximation and Computation in Science and Engineering PDF

Author: Nicholas J. Daras

Publisher: Springer Nature

Published: 2022-05-05

Total Pages: 934

ISBN-13: 3030841227

DOWNLOAD EBOOK →

In recent years, extensive research has been conducted by eminent mathematicians and engineers whose results and proposed problems are presented in this new volume. It is addressed to graduate students, research mathematicians, physicists, and engineers. Individual contributions are devoted to topics of approximation theory, functional equations and inequalities, fixed point theory, numerical analysis, theory of wavelets, convex analysis, topology, operator theory, differential operators, fractional integral operators, integro-differential equations, ternary algebras, super and hyper relators, variational analysis, discrete mathematics, cryptography, and a variety of applications in interdisciplinary topics. Several of these domains have a strong connection with both theories and problems of linear and nonlinear optimization. The combination of results from various domains provides the reader with a solid, state-of-the-art interdisciplinary reference to theory and problems. Some of the works provide guidelines for further research and proposals for new directions and open problems with relevant discussions.

Mathematical Analysis and Applications

Mathematical Analysis and Applications PDF

Author: Themistocles M. Rassias

Publisher: Springer Nature

Published: 2019-12-12

Total Pages: 694

ISBN-13: 3030313395

DOWNLOAD EBOOK →

An international community of experts scientists comprise the research and survey contributions in this volume which covers a broad spectrum of areas in which analysis plays a central role. Contributions discuss theory and problems in real and complex analysis, functional analysis, approximation theory, operator theory, analytic inequalities, the Radon transform, nonlinear analysis, and various applications of interdisciplinary research; some are also devoted to specific applications such as the three-body problem, finite element analysis in fluid mechanics, algorithms for difference of monotone operators, a vibrational approach to a financial problem, and more. This volume is useful to graduate students and researchers working in mathematics, physics, engineering, and economics.

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods PDF

Author: Gerhard Winkler

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 389

ISBN-13: 3642557600

DOWNLOAD EBOOK →

"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis. The author has presented the theory with rigor...he doesn’t neglect applications, providing numerous examples of applications to illustrate the theory." -- MATHEMATICAL REVIEWS

Discrete-Time Markov Chains

Discrete-Time Markov Chains PDF

Author: George Yin

Publisher: Springer Science & Business Media

Published: 2005

Total Pages: 372

ISBN-13: 9780387219486

DOWNLOAD EBOOK →

Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.

Continuous-Time Markov Chains and Applications

Continuous-Time Markov Chains and Applications PDF

Author: George G. Yin

Publisher: Springer

Published: 2012-12-06

Total Pages: 358

ISBN-13: 1461206278

DOWNLOAD EBOOK →

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics PDF

Author: Bronius Grigelionis

Publisher: VSP

Published: 1994-01-01

Total Pages: 756

ISBN-13: 9789067641784

DOWNLOAD EBOOK →

This Proceedings volume contains a selection of invited and other papers by international scientists which were presented at the VIth International Vilnius Conference on Probability Theory and Mathematical Statistics, held in Vilnius, Lithuania, 28 June--3 July, 1993. The main topics of the conference were: limit theorems, stochastic analysis and stochastic physics, quantum probability theory, statistics, change detection in random processes, and probabilistic number theory.

Lanterna Rally - Theme by Grace Themes