Free PDF Stochastic Modeling (Universitext)
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Stochastic Modeling (Universitext)
Free PDF Stochastic Modeling (Universitext)
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Review
“Stochastic Modeling by Nicolas Lanchier is an introduction to stochastic processes accessible to advanced students and interdisciplinary scientists with a background in graduate-level real analysis. The work offers a rigorous approach to stochastic models used in social, biological and physical sciences ... . Stochastic modeling provides a link between applied research in stochastic models and the literature covering their mathematical foundations.†(Ben Dyhr, Mathematical Reviews, May, 2018)“There is a wide spectrum of topics discussed in this book. … It is also interesting to find several classical examples with all details. … The text is so carefully written and checked, that I was unable to find a single typo. The book can be strongly recommended to those students and teachers who want to be in line with modern probability theory and its diverse applications.†(Jordan M. Stoyanov, zbMATH 1360.60002, 2017)
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From the Back Cover
Three 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 Matlab™.
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Product details
Series: Universitext
Paperback: 320 pages
Publisher: Springer; 1st ed. 2017 edition (February 3, 2017)
Language: English
ISBN-10: 9783319500379
ISBN-13: 978-3319500379
ASIN: 3319500376
Product Dimensions:
6.1 x 0.8 x 9.2 inches
Shipping Weight: 15.5 ounces (View shipping rates and policies)
Average Customer Review:
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Amazon Best Sellers Rank:
#1,545,944 in Books (See Top 100 in Books)
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