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#### Matrix-Analytic Methods in Stochastic Models

Springer 2012; US$ 139.00Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms... more...

#### The Self-Avoiding Walk

Springer 2012; US$ 79.95The self-avoiding walk is a mathematical model that has important applications in statistical mechanics and polymer science. In spite of its simple definition—a path on a lattice that does not visit the same site more than once—it is difficult to analyze mathematically. The Self-Avoiding Walk provides the first unified account... more...

#### Examples in Markov Decision Processes

World Scientific Publishing Company 2012; US$ 129.00This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such... more...

#### Lectures on Stochastic Analysis: Diffusion Theory

Cambridge University Press 1987; US$ 32.00This book is based on a course given at Massachusetts Institute of Technology. more...

#### Random Walk in Random and Non-Random Environments

World Scientific Publishing Company 2013; US$ 112.00The 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... more...

#### Markov Chains

Springer 2013; US$ 129.00This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.This book consists of eight chapters. ... more...

#### Schrödinger Equations and Diffusion Theory

Springer 2012; US$ 39.95Schrödinger Equations and Diffusion Theory addresses the question "What is the Schrödinger equation?" in terms of diffusion processes, and shows that the Schrödinger equation and diffusion equations in duality are equivalent. In turn, Schrödinger’s conjecture of 1931 is solved. The theory of diffusion processes for... more...

#### Matrix-Analytic Methods

World Scientific Publishing Company 2002; US$ 256.00Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.This... more...

#### Markov Chains

Cambridge University Press 1997; US$ 48.00For students in pure and applied probability; lots of applications, fairly self-contained. more...

#### Functionals of Multidimensional Diffusions with Applications to Finance

Springer 2013; US$ 129.00This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows... more...