Stochastic processes: from applications to theory
"Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes…
Read More ↓Title Statements
- Full title :Stochastic processes : from applications to theory / Pierre Del Moral, Spiridon Penev.
Summary
"Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques."--Publisher's website
Read More ↓Edition Statements
- Publication Date:2017
Publication Statements
- Publisher(s):CRC Press, Taylor & Francis Group
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:2017
Notes
17.1 Time changes.
The Physical Object
- Description:1 online resource (xlviii, 865 pages) : : illustrations
Edition Identifiers
- ISBN:9781498701846, 1498701841
- oclc:on1097155599
- LC Classification:QA274
- Dewey Decimal:519.2/3
Table of Contents
Intro -- Cover -- Half Title -- Title Page -- Copyright Page -- Contents -- Introduction -- I: An illustrated guide -- 1 Motivating examples -- 1.1 Lost in the Great Sloan Wall -- 1.2 Meeting Alice in Wonderland -- 1.3 The lucky MIT Blackjack Team -- 1.4 Kruskal's magic trap card -- 1.5 The magic fern from Daisetsuzan -- 1.6 The Kepler-22b Eve -- 1.7 Poisson's typos -- 1.8 Exercises -- 2 Selected topics -- 2.1 Stabilizing populations -- 2.2 The traps of reinforcement -- 2.3 Casino roulette -- 2.4 Surfing Google's waves -- 2.5 Pinging hackers -- 2.6 Exercises -- 3 Computational and theoretical aspects -- 3.1 From Monte Carlo to Los Alamos -- 3.2 Signal processing and population dynamics -- 3.3 The lost equation -- 3.4 Towards a general theory -- 3.5 The theory of speculation -- 3.6 Exercises -- II: Stochastic simulation -- 4 Simulation toolbox -- 4.1 Inversion technique -- 4.2 Change of variables -- 4.3 Rejection techniques -- 4.4 Sampling probabilities -- 4.4.1 Bayesian inference -- 4.4.2 Laplace's rule of successions -- 4.4.3 Fragmentation and coagulation -- 4.5 Conditional probabilities -- 4.5.1 Bayes' formula -- 4.5.2 The regression formula -- 4.5.3 Gaussian updates -- 4.5.4 Co…
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