Author: IEEE Control Systems SocietyPublisher:
ISBN:
Category : Adaptive control systems
Languages : en
Pages : 1086
Book Description
Proceedings of the 33rd IEEE Conference on Decision and Control
Author: IEEE Control Systems SocietyPublisher:
ISBN:
Category : Adaptive control systems
Languages : en
Pages : 1086
Book Description
Continuous-Time Markov Chains and Applications
Author: George G. YinPublisher: Springer
ISBN: 1461206278
Category : Mathematics
Languages : en
Pages : 358
Book Description
Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.
Applied Probability
Author: Telegraph Processes and Option Pricing
Author: Nikita RatanovPublisher: Springer Nature
ISBN: 3662658275
Category : Mathematics
Languages : en
Pages : 451
Book Description
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, or more generally, Lévy processes, has two obvious benefits. First, the mathematical technique is much simpler, which helps to concentrate on the key problems of stochastic analysis and applications, including financial market modelling. Second, this approach overcomes some shortcomings of the (parabolic) nature of classical diffusions that contradict physical intuition, such as infinite propagation velocity and infinite total variation of paths. In this second edition, some sections of the previous text are included without any changes, while most others have been expanded and significantly revised. These are supplemented by predominantly new results concerning piecewise linear processes with arbitrary sequences of velocities, jump amplitudes, and switching intensities. The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes. A new chapter on the multidimensional counterparts of the telegraph processes is also included. The book is intended for graduate students in mathematics, probability, statistics and quantitative finance, and for researchers working at academic institutions, in industry and engineering. It can also be used by university lecturers and professionals in various applied areas.
Issues in Statistics, Decision Making, and Stochastics: 2013 Edition
Author: Publisher: ScholarlyEditions
ISBN: 1490108203
Category : Mathematics
Languages : en
Pages : 322
Book Description
Issues in Statistics, Decision Making, and Stochastics: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Regular and Chaotic Dynamics. The editors have built Issues in Statistics, Decision Making, and Stochastics: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Regular and Chaotic Dynamics in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Statistics, Decision Making, and Stochastics: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Applied Probability Complete Author and Subject Index
Author: Publisher:
ISBN:
Category : Advances in applied probability
Languages : en
Pages : 68
Book Description
Random Walks in the Quarter-Plane
Author: Guy FayollePublisher: Springer Science & Business Media
ISBN: 9783540650478
Category : Mathematics
Languages : en
Pages : 184
Book Description
Promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries, the authors use Using Riemann surfaces and boundary value problems to propose completely new approaches to solve functional equations of two complex variables. These methods can also be employed to characterize the transient behavior of random walks in the quarter plane.
Modelling Future Telecommunications Systems
Author: P. CochranePublisher: Springer Science & Business Media
ISBN: 1461520495
Category : Technology & Engineering
Languages : en
Pages : 376
Book Description
Telecommunications today is in the midst of far-reaching changes due to rapid development of new technologies, services and social evolution. This is the first book to model the process of change in telecommunications, including all of the relevant factors. The approach is practical and responsible, based on hard facts and tested models. It deals with fundamental issues affecting the future development of telecoms and its impact on societies and presents views which some will find radical.
Applied Stochastic Differential Equations
Author: Simo SärkkäPublisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327
Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author: