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Optimization and Games for Controllable Markov Chains

Posted By: hill0
Optimization and Games for Controllable Markov Chains

Optimization and Games for Controllable Markov Chains:
Numerical Methods with Application to Finance and Engineering

English | 2024 | ISBN: 3031435745 | 570 Pages | PDF EPUB (True) | 50 MB

Local Limit Theorems for Inhomogeneous Markov Chains

Posted By: AvaxGenius
Local Limit Theorems for Inhomogeneous Markov Chains

Local Limit Theorems for Inhomogeneous Markov Chains by Dmitry Dolgopyat , Omri M. Sarig
English | PDF | 2023 | 348 Pages | ISBN : 3031326008 | 10 MB

This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains.

Markov Chains: With Stationary Transition Probabilities

Posted By: AvaxGenius
Markov Chains: With Stationary Transition Probabilities

Markov Chains: With Stationary Transition Probabilities by Kai Lai Chung
English | PDF | 1967 | 312 Pages | ISBN : 3540038221 | 23.3 MB

In this revised edition I have added some new material as well as making corrections and improvements. In Part I the additions (in §§ 9, 10, 11) are a few results closely related to the original text and illustrative of the method of taboos. In Part II the major additions have to do with the boundary theory; these include "fine topology" in § 11, "Martin boundary" and "entrance law" in § 19. The old Addenda have been expanded into the new § 12, some of the developments there being also germane to the boundary theory. It is hoped that these efforts have now brought the reader right up to the edge of the boundary. A number of selected items have been inserted in the Bibliography as a further guide to the latest literature on the above-mentioned and other topics.

Monte Carlo Strategies in Scientific Computing

Posted By: AvaxGenius
Monte Carlo Strategies in Scientific Computing

Monte Carlo Strategies in Scientific Computing by Jun S. Liu
English | PDF | 2004 | 350 Pages | ISBN : 0387763694 | 29.1 MB

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.

Markov Processes and Controlled Markov Chains

Posted By: AvaxGenius
Markov Processes and Controlled Markov Chains

Markov Processes and Controlled Markov Chains by Zhenting Hou, Jerzy A. Filar, Anyue Chen
English | PDF | 2002 | 501 Pages | ISBN : 1402008031 | 35.5 MB

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas.

Applied Probability and Stochastic Processes, Second Edition (Repost)

Posted By: AvaxGenius
Applied Probability and Stochastic Processes, Second Edition (Repost)

Applied Probability and Stochastic Processes, Second Edition by Richard M. Feldman, Ciriaco Valdez-Flores
English | PDF(True) | 2010 | 400 Pages | ISBN : 3642051553 | 3.35 MB

This book presents applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications of the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. The initial chapters present a summary of probability and statistics and then Poisson processes, Markov chains, Markov processes and queuing processes are introduced. Advanced topics include simulation, inventory theory, replacement theory, Markov decision theory, and the use of matrix geometric procedures in the analysis of queues.

Probability and Statistical Inference, Third Edition

Posted By: AvaxGenius
Probability and Statistical Inference, Third Edition

Probability and Statistical Inference, Third Edition by Magdalena Niewiadomska-Bugaj, Robert Bartoszynski
English | PDF | 2021 | 584 Pages | ISBN : 1119243807 | 6.7 MB

Updated classic statistics text, with new problems and examples
Probability and Statistical Inference, Third Edition helps students grasp essential concepts of statistics and its probabilistic foundations. This book focuses on the development of intuition and understanding in the subject through a wealth of examples illustrating concepts, theorems, and methods. The reader will recognize and fully understand the why and not just the how behind the introduced material.

Asymptotic Properties of Permanental Sequences

Posted By: AvaxGenius
Asymptotic Properties of Permanental Sequences

Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences by Michael B. Marcus, Jay Rosen
English | EPUB | 2021 | 128 Pages | ISBN : 3030694844 | 8.8 MB

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.

Fundamentals of Matrix-Analytic Methods (Repost)

Posted By: AvaxGenius
Fundamentals of Matrix-Analytic Methods (Repost)

Fundamentals of Matrix-Analytic Methods by Qi-Ming He
English | PDF | 2014 | 363 Pages | ISBN : 1461473292 | 3.5 MB

Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.

Séminaire de Probabilités LI

Posted By: AvaxGenius
Séminaire de Probabilités LI

Séminaire de Probabilités LI by Catherine Donati-Martin
English | EPUB | 2022 | 408 Pages | ISBN : 3030964086 | 23.8 MB

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs.

Markov Chains

Posted By: arundhati
Markov Chains

J. R. Norris, "Markov Chains "
English | ISBN: 0521481813 | | 253 pages | PDF | 2 MB

Probability and Simulation

Posted By: AvaxGenius
Probability and Simulation

Probability and Simulation by Giray Ökten
English | PDF,EPUB | 2020 | 158 Pages | ISBN : 3030560694 | 18 MB

This undergraduate textbook presents an inquiry-based learning course in stochastic models and computing designed to serve as a first course in probability. Its modular structure complements a traditional lecture format, introducing new topics chapter by chapter with accompanying projects for group collaboration.

Partner Choice and Cooperation in Networks: Theory and Experimental Evidence

Posted By: AvaxGenius
Partner Choice and Cooperation in Networks: Theory and Experimental Evidence

Partner Choice and Cooperation in Networks: Theory and Experimental Evidence by Aljaž Ule
English | PDF | 2008 | 209 Pages | ISBN : 354073015X | 3.16 MB

Cooperation is beneficial but may be hard to achieve in situations where the selfish interests of individuals conflict with their common goal, such as in sharing of goods, help, knowledge or information, in trade and pollution negotiations, and in exploitation of common resources.

Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

Posted By: roxul
Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

Xi-Ren Cao, "Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains "
English | ISBN: 3030566773 | 2021 | 128 pages | PDF | 2 MB

Analyzing Markov Chains using Kronecker Products: Theory and Applications

Posted By: AvaxGenius
Analyzing Markov Chains using Kronecker Products: Theory and Applications

Analyzing Markov Chains using Kronecker Products: Theory and Applications by Tuğrul Dayar
English | PDF(Repost),EPUB | 2012 | 91 Pages | ISBN : 1461441897 | 7.25 MB

Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras.