Markov Processes, Structure and Asymptotic Behavior - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov Processes, Structure and Asymptotic Behavior write by Murray Rosenblatt. This book was released on 2012-12-06. Markov Processes, Structure and Asymptotic Behavior available in PDF, EPUB and Kindle. This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
Markov processes
Markov processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Markov processes write by Murray Rosenblatt. This book was released on 1971. Markov processes available in PDF, EPUB and Kindle.
Asymptotic Theory of Statistics and Probability
Asymptotic Theory of Statistics and Probability - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Theory of Statistics and Probability write by Anirban DasGupta. This book was released on 2008-03-07. Asymptotic Theory of Statistics and Probability available in PDF, EPUB and Kindle. This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.
Continuous-Time Markov Chains and Applications
Continuous-Time Markov Chains and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Continuous-Time Markov Chains and Applications write by G. George Yin. This book was released on 2012-11-14. Continuous-Time Markov Chains and Applications available in PDF, EPUB and Kindle. This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
Passage Times for Markov Chains
Passage Times for Markov Chains - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Passage Times for Markov Chains write by R. Syski. This book was released on 1992. Passage Times for Markov Chains available in PDF, EPUB and Kindle. This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c
