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Written by a prominent Russian mathematician, this concise monograph examines aspects of queuing theory as an application of probability. The three-part treatment begins with a study of the stream of incoming demands (or "calls," in the author's terminology). Subsequent sections explore systems with losses and systems allowing delay. Prerequisites include a familiarity with the theory of probability and mathematical analysis. A. Y. Khinchin made significant...
Author
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English
Description
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations.
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English
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This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians...
Author
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English
Description
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building. Chapter 1 presents precise...
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English
Description
The coin toss is to probability theory what the hydrogen atom is to quantum mechanics. It is the simplest random event that you can imagine. There are only two possible outcomes: heads or tails. This simplicity means that many questions about coin tossing can be asked and answered in great depth, serving as a gateway for exploring probability and statistics, and a foundation for understanding many kinds of probability distributions.
This book is...
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Français
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Dans ce livre, des exercices sont réalisés sur les sujets mathématiques suivants :Chaînes de Markov et processus stochastiques markoviensprocessus stochastiques dépendants et indépendants du tempsmarches aléatoires et mouvement brownienDes premières indications théoriques sont également présentées pour faire comprendre l'exécution des exercices.
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Español
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En este libro se realizan ejercicios sobre los siguientes temas matemáticos:Cadenas de Markov y procesos estocásticos markovianosprocesos estocásticos dependientes e independientes del tiempopaseos aleatorios y movimiento brownianoTambién se presentan indicaciones teóricas iniciales para que se comprenda la realización de los ejercicios.
Author
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Español
Description
Este libro fue desarrollado a partir de un conjunto de notas de clase sobre la asignatura Procesos estocásticos y Control de Calidad tanto en los programas de Ingeniería como en la Maestría en Estadística de la Universidad del Norte, pero está dirigido a un público amplio. El enfoque empleado en este texto hace énfasis en la aplicación e interpretación de los conceptos básicos de los procesos estocásticos, sin dejar de lado el rigor matemático...
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English
Description
Paul Embrechts is Professor of Mathematics at the Swiss Federal Institute of Technology (ETHZ), Zürich, Switzerland. He is the author of numerous scientific papers on stochastic processes and their applications and the coauthor of the influential book on Modelling of Extremal Events for Insurance and Finance. Makoto Maejima is Professor of Mathematics at Keio University, Yokohama, Japan. He has published extensively on selfsimilarity and stable...
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English
Description
This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems.
Physicist and author Don S. Lemons builds on Paul Langevin's seminal 1908 paper "On the Theory of Brownian Motion" and its explanations of classical uncertainty in natural...
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Series
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English
Description
Excellent introduction treats 3 major areas: analysis of channel models and proof of coding theorems; study of specific coding systems; and study of statistical properties of information sources. Appendix summarizes Hilbert space background and results from the theory of stochastic processes. Advanced undergraduate to graduate level. Bibliography.
Author
Language
English
Description
Charles L. Epstein is the Thomas A. Scott Professor of Mathematics at the University of Pennsylvania. Rafe Mazzeo is professor of mathematics at Stanford University.
This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book...
Author
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English
Description
This concise, widely referenced monograph addresses an important topic in queuing theory: delays in queuing systems with one server. The book offers a general, rigorous presentation of mathematical theory in addition to an understandable, practical account of applications. This balanced treatment is suitable for advanced undergraduates and graduate students in applied mathematics, operations research, and electrical engineering as well as professional...
14) Mathematical Analysis of Deterministic and Stochastic Problems in Complex Media Electromagnetics
Author
Language
English
Description
G. F. Roach is professor emeritus in the Department of Mathematics and Statistics at the University of Strathclyde. I. G. Stratis is professor in the Department of Mathematics at the National and Kapodistrian University, Athens. A. N. Yannacopoulos is professor in the Department of Statistics at the Athens University of Economics and Business.
Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves...
Author
Language
English
Description
Habib Ammari is director of research at the French National Center for Scientific Research and professor of mathematics at the École Normale Superiéure. Elie Bretin is a postdoctoral researcher in mathematics at the École Polytechnique. Josselin Garnier is professor of mathematics at Université Paris VII. Hyeonbae Kang is the Jungseok Chair Professor of Mathematics at Inha University in South Korea. Hyundae Lee is assistant professor of mathematics...
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