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Stochastic modeling

Lanchier, Nicolas.

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Stochastic modeling

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Stochastic modeling/ by Nicolas Lanchier.
作者:	Lanchier, Nicolas.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xiii, 303 p. :ill. (some col.), digital ;24 cm.
內容註:	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.
Contained By:	Springer eBooks
標題:	Stochastic models. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-50038-6
ISBN:	9783319500386

Stochastic modeling
Lanchier, Nicolas.

Stochastic modeling[electronic resource] /by Nicolas Lanchier. - Cham :Springer International Publishing :2017. - xiii, 303 p. :ill. (some col.), digital ;24 cm. - Universitext,0172-5939. - Universitext..

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 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™.

ISBN: 9783319500386

Standard No.: 10.1007/978-3-319-50038-6doiSubjects--Topical Terms:

764002
Stochastic models.

LC Class. No.: QA274.2

Dewey Class. No.: 003.76

Stochastic modeling
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