Essentials of stochastic processes
This book gives an introduction to stochastic processes for students in mathematics and other disciplines. It uses no measure theory and the emphasis is more on conveying the intuition why results are true than on giving proofs for every result. After a short review of basic probability concepts, there are six chapters each containing plenty of exercises. First come 70 pages presenting the standard results on discrete time Markov chains with discrete state space. Next is a 25 page account of martingales in discrete time, giving essentially the stopping theorem and some applications. Poisson processes are treated on 30 pages; topics include thinning, conditioning and spatial processes among others. Continuous-time Markov chains take up the next 50 pages; the main applications here are to find equilibrium distributions for a number of open and closed queueing networks. Renewal theory on 30 pages presents the law of large numbers and applications to queueing; most results here are explained intuitively, but not proved fully. The final 30 pages give a brief account of Brownian motion and more precisely some applications of the strong Markov property and martingales to hitting and exit times. With its main focus on applications and intuition, this book will be useful for students and to teach a course for an application-oriented audience.
- A reduction method for multiple time scale stochastic reaction networks
- Model-based biclustering of clickstream data
- A general selective averaging method for piecewise constant signal and image processing
- Output-feedback stabilization control of systems with random switchings and state jumps
- Stochastic transcription elongation via rule based modelling
- A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies
- RSA key recovery from digit equivalence information
- Network inference from temporally dependent grouped observations
- Jump Markov chains and rejection-free Metropolis algorithms
- Complexity of zigzag sampling algorithm for strongly log-concave distributions
- An exact and implementable computation of the final outbreak size distribution under Erlang distributed infectious period
- A stochastic model of gene transcription: an application to L1 retrotransposition events
- Stationary equilibria of mean field games with finite state and action space
- Evolved attitudes to idiosyncratic and aggregate risk in age-structured populations
- Connections among decision field theory models of cognition
- Problems of ruin and survival in economics: applications of limit theorems in probability
- Approximation of sojourn-times via maximal couplings: motif frequency distributions
- Introduction to stochastic processes with R
- Applied stochastic processes
- Stochastic processes. Theory for applications.
- Basic Stochastic Processes
- Limit theorems for supercritical age-dependent branching processes with neutral immigration
- On almost sure stability conditions of linear switching stochastic differential systems
- Introduction to stochastic models.
- Basics of Applied Stochastic Processes
- Long-Time Behaviour in a Model of Microtubule Growth
- Behavioural models of credit card usage
- Limit Theorems and Absorption Problems for One-Dimensional Correlated Random Walks
- scientific article; zbMATH DE number 54039 (Why is no real title available?)
- Basic stochastic processes. A course through exercises
- scientific article; zbMATH DE number 1321103 (Why is no real title available?)
- Markov Chains
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- Applied Probability
- Sequential noise-induced escapes for oscillatory network dynamics
- scientific article; zbMATH DE number 6945137 (Why is no real title available?)
- scientific article; zbMATH DE number 1825241 (Why is no real title available?)
- scientific article; zbMATH DE number 803643 (Why is no real title available?)
- RNA Pol II transcription model and interpretation of GRO-seq data
- scientific article; zbMATH DE number 7626725 (Why is no real title available?)
- A stochastic-statistical residential burglary model with independent Poisson clocks
- Subdiffusive load balancing in time-varying queueing systems
- A stochastic-statistical residential burglary model with finite size effects
- Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
- Case for first courses on finite Markov chain modeling to include sojourn time cycle chart
- Quantum Walks
- Markov transition models for binary repeated measures with ignorable and nonignorable missing values
- Essentials of Stochastic Processes
- Essentials of stochastic processes.
- Stochastic Processes
- Probability theory and stochastic processes
- Certified reinforcement learning with logic guidance
- Stochastic modeling of \textit{Dalbulus maidis}, vector of maize diseases
- Semi-supervised clustering of time-dependent categorical sequences with application to discovering education-based life patterns
- Model-based clustering of time-dependent categorical sequences with application to the analysis of major life event patterns
- A consistent compensation algorithm for parameter estimation of binary-valued measurement-based Wiener systems subject to replay attacks
- Spatial causal inference in the presence of preferential sampling to study the impacts of marine protected areas
- A push-pull network with infinite supply of work
- Modified logarithmic Sobolev inequalities in discrete settings
- Linear processes in stochastic population dynamics: theory and application to insect development
- Multiple pattern matching: a Markov chain approach
- On the efficiency of `single window'
- An essay on the general theory of stochastic processes
This page was built for publication: Essentials of stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4265491)
