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Stochastic processes

  • Stochastic Analysis for Gaussian Random Processes and Fieldsby Vidyadhar S. Mandrekar; Leszek Gawarecki

    CRC Press 2015; US$ 99.95

    Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs). The book begins with preliminary results on covariance and associated... more...

  • Markov Processesby James R. Kirkwood

    CRC Press 2015; US$ 79.95

    Clear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. It contains copious computational examples that motivate and illustrate the theorems. The text is designed... more...

  • Uncertainty Quantification and Stochastic Modeling with Matlabby Eduardo Souza de Cursi; Rubens Sampaio

    Elsevier Science 2015; US$ 185.00

    Uncertainty Quantification (UQ) is a relatively new research area which describes the methods and approaches used to supply quantitative descriptions of the effects of uncertainty, variability and errors in simulation problems and models. It is rapidly becoming a field of increasing importance, with many real-world applications within statistics,... more...

  • Stochastic Optimization Methodsby Kurt Marti

    Springer Berlin Heidelberg 2015; US$ 179.00

    This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with respect to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random... more...

  • Stochastic Models, Statistics and Their Applicationsby Ansgar Steland; Ewaryst Rafajlowicz; Krzysztof Szajowski

    Springer International Publishing 2015; US$ 169.00

    This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big... more...

  • Protein Homology Detection Through Alignment of Markov Random Fieldsby Jinbo Xu; Sheng Wang; Ma Jianzhu

    Springer International Publishing 2015; US$ 54.99

    This work covers sequence-based protein homology detection, a fundamental and challenging bioinformatics problem with a variety of real-world applications. The text first surveys a few popular homology detection methods, such as Position-Specific Scoring Matrix (PSSM) and Hidden Markov Model (HMM) based methods, and then describes a novel Markov Random... more...

  • Stochastic Partial Differential Equations, Second Editionby Pao-Liu Chow

    CRC Press 2014; US$ 99.95

    Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments... more...

  • Semi-Markov Processes: Applications in System Reliability and Maintenanceby Franciszek Grabski

    Elsevier Science 2014; US$ 150.00

    Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can... more...

  • Markov Decision Processesby Martin L. Puterman

    Wiley 2014; US$ 160.00

    The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians,... more...

  • Hidden Markov Processes: Theory and Applications to Biologyby M. Vidyasagar

    Princeton University Press 2014; US$ 59.50

    This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians,... more...