Markov processes for stochastic modeling
by Ibe, Oliver C., (Oliver Chukwudi)
"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 econoph…
Read More ↓Title Statements
- Full title :Markov processes for stochastic modeling / Oliver C. Ibe.
Summary
"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. The broad coverage of many different applications of Markov processes provided within this text, ultimately allows it to function as a flexible and comprehensive resource."--Jacket.
Read More ↓Edition Statements
- Publication Date:©2009.
Publication Statements
- Publisher(s):Academic Press
- Place of Publication:Amsterdam
- Language:eng
- Publication Date:©2009.
The Physical Object
- Description:xiv, 490 pages : : illustrations ; : 24 cm
Edition Identifiers
- ISBN:9780123744517, 0123744512
- oclc:ocn228676682
- LC Classification:QA274.7
- Dewey Decimal:519.2/33
Table of Contents
Basic concepts -- Introduction to Markov processes -- Discrete-time Markov chains -- Continuous-time Markov chains -- Markovian queueing systems -- Markov renewal processes -- Markovian arrival processes -- Random walk -- Brownian motion and diffusion processes -- Controlled Markov processes -- Hidden Markov models -- Markov random fields -- Markov point processes -- Markov chain Monte Carlo.
Read More ↓Subjects
Writers
No reviews yet. Be the first to rate this work.
Related Works
more →
Stochastic complexity in statistical inquiry
Basic stochastic processes: a course through exercises
Multicomponent random systems
Files & Downloads
-
Markov Processes for Stochastic Modeling -- (.pdf)
PDF · 2.1 MB · updated
Rate & Review