Collected stochastic models

DOI10.1007/978-3-662-49768-5MaRDI QIDQ267831zbMATH OpenOpenAlexFDO

Authors Djalil Chafaï, Florent Malrieu

Publication date 11 April 2016

Published in Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-662-49768-5

zbMATH Keywords

applied probabilityMarkov processesmartingales

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60G99) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

This book provides a very nice collection of models in applied probability. It is organized in 27 chapters which are essentially independent of each other, and every chapter is devoted to a particular topic like tossing a coin, random walks, branching processes, records, queueing theory, reinforcement, or random matrices, to mention only a few of them. In the discussion of each of these topics, the authors start with a brief description of a general situation or problem and then they pass to a model and its analysis, and, in the course of the chapter, the discussion proceeds to variations or extensions of the initial model and to related results. The style of the presentation is narrative and rather elegant, but the reader should be aware that many results which are mentioned in passing and they may seem to be obvious, however in fact they need a proof. The book is well suited as a basis for an advanced course or seminar on applied probability. To assist the selection of topics which are suitable with regard to the students' background in probability theory, every chapter contains a list of keywords, a list of the required tools from probability theory and an indication of the degree of difficulty. On the other hand, many topics dealt with in this book could be included, e.g., in a series of lectures on Markov chains or martingales.

Recommendations

• Stochastic modeling
• Stochastic models
• scientific article; zbMATH DE number 52517
• scientific article; zbMATH DE number 486613
• A first course in stochastic models.

Cited in

(7)

• Comparison principles and applications to mathematical modelling of vegetal meta-communities
• Double asymptotic for random walks on hypercubes
• The Craft of Probabilistic Modelling
• scientific article; zbMATH DE number 4009497 (Why is no real title available?)
• scientific article; zbMATH DE number 1102528 (Why is no real title available?)
• Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
• Probability models

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