Stochastic Modeling. 1st ed. 2017
- 種類:
- 電子ブック
- 責任表示:
- by Nicolas Lanchier
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2017
- 著者名:
- シリーズ名:
- Universitext ;
- ISBN:
- 9783319500386 [3319500384]
- 注記:
- 1. Basics of Measure and Probability Theory -- 2. Distribution and Conditional Expectation -- 3. Limit Theorems -- 4. Stochastic Processes: General Definition -- 5. Martingales -- 6. Branching Processes -- 7. Discrete-time Markov Chains -- 8. Symmetric Simple Random Walks -- 9. Poisson Point and Poisson Processes -- 10. Continuous-time Markov Chains -- 11. Logistic Growth Process -- 12. Wright-Fisher and Moran Models -- 13. Percolation Models -- 14. Interacting Particle Systems -- 15. The Contact Process -- 16. The Voter Model -- 17. Numerical Simulations in C and Matlab.
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 - ローカル注記:
- 岐阜大学構成員専用E-BOOKS (Gifu University members only)
類似資料:
Springer International Publishing : Imprint: Springer |
Springer Science+Business Media, LLC |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer New York : Imprint: Springer |
Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Birkhäuser Boston |
Springer International Publishing : Imprint: Springer |
Springer New York : Imprint: Springer |