000779496 000__ 04049cam\a2200481Ii\4500
000779496 001__ 779496
000779496 005__ 20230306143021.0
000779496 006__ m\\\\\o\\d\\\\\\\\
000779496 007__ cr\nn\nnnunnun
000779496 008__ 170210s2017\\\\sz\a\\\\ob\\\\001\0\eng\d
000779496 019__ $$a974443212$$a974546287$$a981773151
000779496 020__ $$a9783319500386$$q(electronic book)
000779496 020__ $$a3319500384$$q(electronic book)
000779496 020__ $$z9783319500379
000779496 020__ $$z3319500376
000779496 0247_ $$a10.1007/978-3-319-50038-6$$2doi
000779496 035__ $$aSP(OCoLC)ocn972093341
000779496 035__ $$aSP(OCoLC)972093341$$z(OCoLC)974443212$$z(OCoLC)974546287$$z(OCoLC)981773151
000779496 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dYDX$$dOCLCF$$dNJR$$dUAB$$dCOO$$dIOG$$dAZU$$dUPM
000779496 049__ $$aISEA
000779496 050_4 $$aQA274.2
000779496 08204 $$a003/.76$$223
000779496 1001_ $$aLanchier, Nicolas,$$eauthor.
000779496 24510 $$aStochastic modeling /$$cNicolas Lanchier.
000779496 264_1 $$aCham, Switzerland :$$bSpringer,$$c2017.
000779496 300__ $$a1 online resource (xiii, 303 pages) :$$billustrations.
000779496 336__ $$atext$$btxt$$2rdacontent
000779496 337__ $$acomputer$$bc$$2rdamedia
000779496 338__ $$aonline resource$$bcr$$2rdacarrier
000779496 347__ $$atext file$$bPDF$$2rda
000779496 4901_ $$aUniversitext,$$x0172-5939
000779496 504__ $$aIncludes bibliographical references and index.
000779496 5050_ $$a1. Basics of Measure and Probability Theory -- 2. Distribution and Conditional Expectation -- 3. Limit Theorems -- 4. Stochastic Processes: General Definition -- 5. Martingales -- 6. Branching Processes -- 7. Discrete-time Markov Chains -- 8. Symmetric Simple Random Walks -- 9. Poisson Point and Poisson Processes -- 10. Continuous-time Markov Chains -- 11. Logistic Growth Process -- 12. Wright-Fisher and Moran Models -- 13. Percolation Models -- 14. Interacting Particle Systems -- 15. The Contact Process -- 16. The Voter Model -- 17. Numerical Simulations in C and Matlab.
000779496 506__ $$aAccess limited to authorized users.
000779496 520__ $$aThree coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler?s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright?Fisher model, Kingman?s coalescent, percolation models, the contact process, and the voter model. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.
000779496 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed February 10, 2017).
000779496 650_0 $$aStochastic models.
000779496 77608 $$iPrint version:$$z3319500376$$z9783319500379$$w(OCoLC)962015967
000779496 830_0 $$aUniversitext.
000779496 852__ $$bebk
000779496 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-50038-6$$zOnline Access$$91397441.1
000779496 909CO $$ooai:library.usi.edu:779496$$pGLOBAL_SET
000779496 980__ $$aEBOOK
000779496 980__ $$aBIB
000779496 982__ $$aEbook
000779496 983__ $$aOnline
000779496 994__ $$a92$$bISE