## Markov Chains

**Author**: J. R. Norris

**Publisher:**Cambridge University Press

**ISBN:**9780521633963

**Category:**Mathematics

**Page:**237

**View:**3373

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In this rigorous account the author studies both discrete-time and continuous-time chains. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials, in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and a careful selection of exercises and examples drawn both from theory and practice. This is an ideal text for seminars on random processes or for those that are more oriented towards applications, for advanced undergraduates or graduate students with some background in basic probability theory.

## Wahrscheinlichkeitstheorie

**Author**: Achim Klenke

**Publisher:**Springer-Verlag

**ISBN:**3642360181

**Category:**Mathematics

**Page:**650

**View:**4035

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Seit seinem Erscheinen hat sich das Buch umgehend als Standardwerk für eine umfassende und moderne Einführung in die Wahrscheinlichkeitstheorie und ihre maßtheoretischen Grundlagen etabliert. Themenschwerpunkte sind: Maß- und Integrationstheorie, Grenzwertsätze für Summen von Zufallsvariablen (Gesetze der Großen Zahl, Zentraler Grenzwertsatz, Ergodensätze, Gesetz vom iterierten Logarithmus, Invarianzprinzipien, unbegrenzt teilbare Verteilungen), Martingale, Perkolation, Markovketten und elektrische Netzwerke, Konstruktion stochastischer Prozesse, Poisson'scher Punktprozess, Brown'sche Bewegung, stochastisches Integral und stochastische Differentialgleichungen. Bei der Bearbeitung der Neuauflage wurde viel Wert auf eine noch zugänglichere didaktische Aufbereitung des Textes gelegt, und es wurden viele neue Abbildungen sowie Textergänzungen hinzugefügt.

## Introduction to Markov Chains

*With Special Emphasis on Rapid Mixing*

**Author**: Ehrhard Behrends

**Publisher:**Vieweg+Teubner Verlag

**ISBN:**3322901572

**Category:**Mathematics

**Page:**234

**View:**2448

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Besides the investigation of general chains the book contains chapters which are concerned with eigenvalue techniques, conductance, stopping times, the strong Markov property, couplings, strong uniform times, Markov chains on arbitrary finite groups (including a crash-course in harmonic analysis), random generation and counting, Markov random fields, Gibbs fields, the Metropolis sampler, and simulated annealing. With 170 exercises.

## Understanding Markov Chains

*Examples and Applications*

**Author**: Nicolas Privault

**Publisher:**Springer

**ISBN:**9811306591

**Category:**Mathematics

**Page:**372

**View:**1961

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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

## Markov Chains and Mixing Times: Second Edition

**Author**: David A. Levin,Yuval Peres

**Publisher:**American Mathematical Soc.

**ISBN:**1470429624

**Category:**Distribution (Probability theory)

**Page:**447

**View:**4170

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This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines. The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times. The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments.

## Encyclopedia of Actuarial Science: E-N

**Author**: Bjørn Sundt

**Publisher:**N.A

**ISBN:**N.A

**Category:**Insurance

**Page:**1842

**View:**8857

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## Statistical Models

**Author**: A. C. Davison

**Publisher:**Cambridge University Press

**ISBN:**1139437410

**Category:**Mathematics

**Page:**N.A

**View:**8741

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Models and likelihood are the backbone of modern statistics. This 2003 book gives an integrated development of these topics that blends theory and practice, intended for advanced undergraduate and graduate students, researchers and practitioners. Its breadth is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics such as likelihood and linear and generalized linear models. Each chapter contains a wide range of problems and exercises. Practicals in the S language designed to build computing and data analysis skills, and a library of data sets to accompany the book, are available over the Web.

## An Introduction to Stochastic Processes with Applications to Biology

**Author**: Linda J. S. Allen

**Publisher:**Prentice Hall

**ISBN:**9780130352187

**Category:**Mathematics

**Page:**385

**View:**2434

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Plenty of examples, diagrams, and figures take readers step-by-step through well-known classical biological models to ensure complete understanding of stochastic formulation. Probability, Markov Chains, discrete time branching processes, population genetics, and birth and death chains. For biologists and other professionals who want a comprehensive, easy-to-follow introduction to stochastic formulation as it pertains to biology.

## Measure Theory and Filtering

*Introduction and Applications*

**Author**: Lakhdar Aggoun,Robert J. Elliott

**Publisher:**Cambridge University Press

**ISBN:**9781139456241

**Category:**Mathematics

**Page:**N.A

**View:**5692

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This book was published in 2004. The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers.

## Probability

*Theory and Examples*

**Author**: Rick Durrett

**Publisher:**Cambridge University Press

**ISBN:**113949113X

**Category:**Mathematics

**Page:**N.A

**View:**681

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This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

## Internationale mathematische Nachrichten

**Author**: N.A

**Publisher:**N.A

**ISBN:**N.A

**Category:**Mathematics

**Page:**N.A

**View:**6354

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Issues for Dec. 1952- include section: Nachrichten der Österreichischen Mathematischen Gesellschaft.

## Statistical Pronunciation Modeling for Non-Native Speech Processing

**Author**: Rainer E. Gruhn,Wolfgang Minker,Satoshi Nakamura

**Publisher:**Springer Science & Business Media

**ISBN:**9783642195860

**Category:**Technology & Engineering

**Page:**114

**View:**5809

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In this work, the authors present a fully statistical approach to model non--native speakers' pronunciation. Second-language speakers pronounce words in multiple different ways compared to the native speakers. Those deviations, may it be phoneme substitutions, deletions or insertions, can be modelled automatically with the new method presented here. The methods is based on a discrete hidden Markov model as a word pronunciation model, initialized on a standard pronunciation dictionary. The implementation and functionality of the methodology has been proven and verified with a test set of non-native English in the regarding accent. The book is written for researchers with a professional interest in phonetics and automatic speech and speaker recognition.

## Kalman-Bucy-Filter

*determinist. Beobachtung u. stochast. Filterung*

**Author**: Karl Brammer,Gerhard Siffling

**Publisher:**N.A

**ISBN:**N.A

**Category:**Control theory

**Page:**232

**View:**3128

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Das Buch will die mannigfaltigen Aufgaben der heutigen Regelungs- und Steuerungstechnik und ihre Lösung nahebringen. Das soll mit möglichst geringem Zeit- und Arbeitsaufwand für den Leser verbunden sein. Leichte Verständlichkeit, Anschaulichkeit und Anwendungsnähe sind deshalb Hauptgesichtspunkt der Darstellung. Vollständigkeit ist nicht angestrebt, vielmehr Darstellung des Wesentlichen. Mathematische Methoden werden auf das Notwendige beschränkt.

## Mathematische Statistik

**Author**: Bartel L. van der Waerden

**Publisher:**Springer-Verlag

**ISBN:**3642649742

**Category:**Mathematics

**Page:**360

**View:**6132

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## Understanding Probability

**Author**: Henk Tijms

**Publisher:**Cambridge University Press

**ISBN:**110765856X

**Category:**Mathematics

**Page:**562

**View:**9029

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Using everyday examples to demystify probability, this classic is now in its third edition with new chapters, exercises and examples.

## Mathematical Foundations of Computer Science 2004

*29th International Symposium, MFCS 2004, Prague, Czech Republic, August 22-27, 2004, Proceedings*

**Author**: Jirí Fiala,Václav Koubek,Jan Kratochvíl

**Publisher:**Springer

**ISBN:**N.A

**Category:**Computers

**Page:**902

**View:**8401

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This book constitutes the refereed proceedings of the 29th International Symposium on Mathematical Foundations of Computer Science, MFCS 2004, held in Prague, Czech Republic in August 2004. The 60 revised full papers presented together with full papers or abstracts of 10 invited talks were carefully reviewed and selected from 167 submissions. The papers are organised in topical sections on graph algorithms, approximation, graphs and complexity, circuits, general complexity, automata, parameterized and kolmogrov complexity, semantics, scheduling, algebraic theory of languages, games, languages, geometry, languages and complexity, quantum computing, and XML.

## Bayesian Approach to Inverse Problems

**Author**: Jérôme Idier

**Publisher:**John Wiley & Sons

**ISBN:**111862369X

**Category:**Mathematics

**Page:**392

**View:**3907

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Many scientific, medical or engineering problems raise the issue ofrecovering some physical quantities from indirect measurements; forinstance, detecting or quantifying flaws or cracks within amaterial from acoustic or electromagnetic measurements at itssurface is an essential problem of non-destructive evaluation. Theconcept of inverse problems precisely originates from the idea ofinverting the laws of physics to recover a quantity of interestfrom measurable data. Unfortunately, most inverse problems are ill-posed, which meansthat precise and stable solutions are not easy to devise.Regularization is the key concept to solve inverse problems. The goal of this book is to deal with inverse problems andregularized solutions using the Bayesian statistical tools, with aparticular view to signal and image estimation. The first three chapters bring the theoretical notions that make itpossible to cast inverse problems within a mathematical framework.The next three chapters address the fundamental inverse problem ofdeconvolution in a comprehensive manner. Chapters 7 and 8 deal withadvanced statistical questions linked to image estimation. In thelast five chapters, the main tools introduced in the previouschapters are put into a practical context in important applicativeareas, such as astronomy or medical imaging.

## OR/MS Today

**Author**: N.A

**Publisher:**N.A

**ISBN:**N.A

**Category:**Management science

**Page:**N.A

**View:**9002

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## Statistical Analysis of Stochastic Processes in Time

**Author**: J. K. Lindsey

**Publisher:**Cambridge University Press

**ISBN:**9781139454513

**Category:**Mathematics

**Page:**338

**View:**2044

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This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.

## The British National Bibliography

**Author**: Arthur James Wells

**Publisher:**N.A

**ISBN:**N.A

**Category:**English literature

**Page:**N.A

**View:**8260

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