Authors:Zhenting Hou, Jerzy A. Filar, Anyue Chen,
Publisher: Springer
Keywords: markov, chains, processes, controlled
Number of Pages: 528
Published: 2002-09-30
List price: $185.00
ISBN-10: 1402008031
ISBN-13: 9781402008030

Reflects both the maturity and the vitality of modern day Markov processes and controlled Markov chains. For researchers and doctoral students as well as practitioners from related areas in engineering, operations research and finance.

Author: Niels Jacob
Publisher: Imperial College Press
Keywords: markov, processes, applications, amp, differential, operators, pseudo
Number of Pages: 474
Published: 2005-06
List price: $142.00
ISBN-10: 1860945686
ISBN-13: 9781860945687

This volume concentrates on how to construct a Markov process by starting with a suitable pseudo-differential operator. Feller processes, Hunt processes associated with Lp-sub-Markovian semigroups and processes constructed by using the Martingale problem are at the center of the considerations. The potential theory of these processes is further developed and applications are discussed. Due to the non-locality of the generators, the processes are jump processes and their relations to Levy processes are investigated. Special emphasis is given to the symbol of a process, a notion which generalize

Authors:Vlad Stefan Barbu, Nikolaos Limnios,
Publisher: Springer
Keywords: semi, markov, lecture, analysis, notes, statistics, dna, applications, chains, hidden, models, reliability
Number of Pages: 226
Published: 2008-08-28
List price: $69.95
ISBN-10: 0387731717
ISBN-13: 9780387731711

Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific applications where the time scale is intrinsically discrete. The models presented in the book are specifically adapted to reliability studies and DNA analysis. The book is mainly intended for applied probabilists and statisticians interested in semi-Markov chains theory, reliability and DNA analysis, and for theoreti

Author: Pierre Bremaud
Publisher: Springer
Keywords: chains, markov
Number of Pages: 561
Published: 2008-03-01
List price: $74.95
ISBN-10: 0387985093
ISBN-13: 9780387985091

This book discusses both the theory and applications of Markov chains. The author studies both discrete-time and continuous-time chains and connected topics such as finite Gibbs fields, non-homogeneous Markov chains, discrete time regenerative processes, Monte Carlo simulation, simulated annealing, and queueing networks are also developed in this accessible and self-contained text. The text is firstly an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modelling. The tr

Author: Oliver Ibe
Publisher: Academic Pre
Keywords: modeling, stochastic, processes, markov
Number of Pages: 512
Published: 2008-09-16
List price: $89.95
ISBN-10: 0123744512
ISBN-13: 9780123744517

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 M

Author: Prakash Panangaden
Publisher: Imperial College Press
Keywords: processes, markov, labelled
Number of Pages: 250
Published: 2009-06-23
List price: $73.00
ISBN-10: 1848162871
ISBN-13: 9781848162877

Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. This book covers basic probability and measure theory on continuous state spaces and then develops the theory of LMPs. The main topics covered are bisimulation, the logical characterization of bisimulation, metrics and approximation theory. An unusual feature of the book is the connection made with categorical and domain theoretic concepts.

Author: Holger Hermanns
Publisher: Springer
Keywords: chains, markov, interactive
Number of Pages: 229
Published: 2002-10-28
List price: $64.95
ISBN-10: 3540442618
ISBN-13: 9783540442615

Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains. Based on principles known from process algebra, the author systematically develops an algebra of interactive Markov chains. By presenting a number of distinguishing results, of both theoretical and practical nature, the author substantiates the claim that interactive Markov chains are more than just another formalism: Among other, an algebraic theory of interactive Markov cha