Catalogue Bibliothèque de L'IMIST/CNRST › Résultats de la recherche pour 'ccl=su:Stochastic processes and ( (allrecords,AlwaysMatches='') and (not-onloan-count,st-numeric >= 1) and (lost,st-numeric=0) )'

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		Markov processes for stochastic modeling par Ibe,, Oliver. Publication : [S.l.] Academic Press 2008 . 512 p. , Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal. - Provides the practical, current applications of Markov processes - Coverage of HMM, Point processes, and Monte Carlo - Includes enough theory to help students gain throrough understanding of the subject - Principles can be immediately applied in many specific research projects, saving researchers time - End of chapter exercises provide reinforcement, practice and increased understanding to the student. 23 cm. Date : 2008 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Pas d'image disponible Probability on discrete structures / Publication : [S.l.] : Springer, 2003 . 325 p. ; , Most probability problems involve random variables indexed by space and/or time.�These problems almost always�have�à version in which space and/or time are taken to be discrete. This volume deals with areas in which the discrete version is more natural than the continuous one, perhaps even the only one than can be formulated without complicated constructions and machinery. The 5 papers of this volume discuss problems in which there has been significant progress in the last few years; they are motivated by, or have been developed in parallel with, statistical physics. They include questions about asymptotic shape for stochastic growth models and for random clusters; existence, location and properties of phase transitions; speed of convergence to equilibrium in Markov chains, and in particular for Markov chains based on models with a phase transition; cut-off phenomena for random walks. The articles can be read independently of each other. Their unifying theme is that of models built on discrete spaces or graphs. Such models are often easy to formulate. Correspondingly, the book requires comparatively little previous knowledge of the machinery of prob 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Stochastic relations foundations for markov transition systems par Doberkat,, Ernst-Erich. Publication : [S.l.] Chapman and Hall/CRC 2007 . 376 p. , Collecting information previously scattered throughout the vast literature, including the author’s own research, Stochastic Relations: Foundations for Markov Transition Systems develops the theory of stochastic relations as a basis for Markov transition systems. After an introduction to the basic mathematical tools from topology, measure theory, and categories, the book examines the central topics of congruences and morphisms, applies these to the monoidal structure, and defines bisimilarity and behavioral equivalence within this framework. The author views developments from the general theory of coalgebras in the context of the subprobability functor. These tools show that bisimilarity and behavioral and logical equivalence are the same for general modal logics and for continuous time stochastic logic with and without a fixed point operator. With numerous problems and several case studies, this book is an invaluable study of an important aspect of computer science theory. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1), Réserver Ajouter au panier (Supprimer)
		Applied probability and queues / par Asmussen, Søren. Publication : New York : Springer, 2003 . 438 p : Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Markov processes, Feller semigroups and evolution equations / par Casteren, J. A. van. Publication : Singapore ; \| Hackensack, NJ : World Scientific, 2011 . 1 online resource (xviii, 805 pages). Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Markov processes and learning models / par Norman, M. Frank. Publication : . 1 online resource (xiii, 274 pages) Disponibilité : http://www.sciencedirect.com/science/book/9780125214506, http://www.sciencedirect.com/science/publication?issn=00765392&volume=84, Ajouter au panier (Supprimer)
		Dirichlet forms and Markov processes / par Fukushima, Masatoshi, Publication : . 1 online resource (x, 196 pages). , Based on the author's Dirikure keishiki to Marukofu katei, published in 1975. Disponibilité : http://www.sciencedirect.com/science/book/9780444854216, Ajouter au panier (Supprimer)

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