Markov Processes for Stochastic Modeling - Couverture souple

Ibe, Oliver

Couverture souple

ISBN 10 : 0323281230 ISBN 13 : 9780323281232

Editeur : Academic Press, 2014

A propos du livre

Présentation de l'éditeur

Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal.

Revue de presse

"It is a good textbook for students and reference book for researchers and practitioners, it provides an introduction to a wide range of topics including the classical and the most actual ones, and the reader who is interested in more information in any particular topic is advised to consult any of specialized books in the references." -- Laszlo Lakatos (Budapest), Zentralblatt MATH

Détails de l'édition

• Éditeur: Academic Press
• Date d'édition: 2014
• ISBN 10: 0323281230
• ISBN 13: 9780323281232
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 504