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Graph Directed Markov Systems
Cambridge University Press 2003; US$ 95.00Graph Directed Markov Systems are a powerful tool with many application areas, including dynamical systems. This text, by acknowledged experts in the field, includes the necessary background material as well as an extensive list of references suggesting further reading. more...
From Markov Chains To Non-equilibrium Particle Systems
World Scientific Publishing Company 2004; US$ 135.20This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. more...
Lévy Processes in Lie Groups
Cambridge University Press 2004; US$ 87.00The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present in the Euclidean case. A necessary purchase for all whose research... more...
MAM 2006
Bitingduck Press 2006; US$ 29.95The Markov Anniversary Meeting, June 12-14, 2006 was the fifth in a series of conferences devoted to the Numerical Solution of Markov Chains (NSMC). The prior four NSMC conferences were held in 1990, 1995, 1999, and 2003. The first two conferences were held in Raleigh, North Carolina, the third moved overseas to Zarazoga, Spain, and the fourth was... more...
Lévy Processes and Stochastic Calculus
Cambridge University Press 2004; US$ 62.00For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. more...
Dynamic Random Walks
Elsevier Science 2006; US$ 113.95The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).... more...
Random Walk In Random And Non-random Environments (second Edition)
World Scientific Publishing Company 2005; US$ 135.00The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage... more...
Controlled Markov Processes and Viscosity Solutions
Springer-Verlag New York Inc 2006; US$ 94.99Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This book covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. more...
Markov Chains
Springer-Verlag New York Inc 2006; US$ 119.99Talks about Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and other practical systems. This monograph serves as a tool for analyzing a variety of stochastic (probabilistic) systems. more...
Discrete-Time Markov Chains
Springer-Verlag New York Inc 2006; US$ 84.99This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book... more...









