Elements of the Theory of Markov Processes and Their Applications

Elements of the Theory of Markov Processes and Their Applications
Author: A. T. Bharucha-Reid
Publisher: Courier Corporation
Total Pages: 485
Release: 2012-04-26
Genre: Mathematics
ISBN: 0486150356

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This graduate-level text and reference in probability, with numerous applications to several fields of science, presents nonmeasure-theoretic introduction to theory of Markov processes. The work also covers mathematical models based on the theory, employed in various applied fields. Prerequisites are a knowledge of elementary probability theory, mathematical statistics, and analysis. Appendixes. Bibliographies. 1960 edition.

The Elements of Stochastic Processes with Applications to the Natural Sciences

The Elements of Stochastic Processes with Applications to the Natural Sciences
Author: Norman T. J. Bailey
Publisher: John Wiley & Sons
Total Pages: 268
Release: 1991-01-16
Genre: Mathematics
ISBN: 9780471523680

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Develops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.

Finite Markov Processes and Their Applications

Finite Markov Processes and Their Applications
Author: Marius Iosifescu
Publisher: Courier Corporation
Total Pages: 305
Release: 2014-07-01
Genre: Mathematics
ISBN: 0486150585

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A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the Romanian Academy and director of its Center for Mathematical Statistics, begins with a review of relevant aspects of probability theory and linear algebra. Experienced readers may start with the second chapter, a treatment of fundamental concepts of homogeneous finite Markov chain theory that offers examples of applicable models. The text advances to studies of two basic types of homogeneous finite Markov chains: absorbing and ergodic chains. A complete study of the general properties of homogeneous chains follows. Succeeding chapters examine the fundamental role of homogeneous infinite Markov chains in mathematical modeling employed in the fields of psychology and genetics; the basics of nonhomogeneous finite Markov chain theory; and a study of Markovian dependence in continuous time, which constitutes an elementary introduction to the study of continuous parameter stochastic processes.

Markov Processes

Markov Processes
Author: Daniel T. Gillespie
Publisher: Gulf Professional Publishing
Total Pages: 600
Release: 1992
Genre: Mathematics
ISBN: 9780122839559

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Markov process theory provides a mathematical framework for analyzing the elements of randomness that are involved in most real-world dynamical processes. This introductory text, which requires an understanding of ordinary calculus, develops the concepts and results of random variable theory.

The Dynkin Festschrift

The Dynkin Festschrift
Author: Mark I. Freidlin
Publisher: Springer Science & Business Media
Total Pages: 433
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461202795

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Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.

Markov Processes and Related Problems of Analysis

Markov Processes and Related Problems of Analysis
Author: Evgeniĭ Borisovich Dynkin
Publisher: Cambridge University Press
Total Pages: 325
Release: 1982-09-23
Genre: Mathematics
ISBN: 0521285127

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The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has made many profound contributions to the subject and in this volume are collected several of his most important expository and survey articles. The content of these articles has not been covered in any monograph as yet. This account is accessible to graduate students in mathematics and operations research and will be welcomed by all those interested in stochastic processes and their applications.