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Afficher les exemplaires de cette édition ISBNPresents an important and unique introduction to random walk theory
Random walk is a stochastic process that has proven to be a useful model in understanding discrete–state discrete–time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real–world applications in operations research, economics, engineering, and physics.
Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes.
With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features:
Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper–undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.
OLIVER C. IBE, ScD, is Associate Professor in the Department of Electrical and Computer Engineering at the University of Massachusetts at Lowell. He has more than thirty years of experience in academia and the telecommunications industry in various technical and management capacities. Dr. Ibe′s research interests include stochastic systems modeling, bioinformatics, and communication network performance modeling. He is the author of Converged Network Architectures: Delivering Voice over IP, ATM, and Frame Relay and Fundamentals of Stochastic Networks, both published by Wiley.
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Description du livre Etat : New. N° de réf. du vendeur 19221766-n
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Description du livre Etat : New. N° de réf. du vendeur 19221766-n
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Description du livre HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L1-9781118618097
Description du livre Etat : New. Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Series: Wiley Series in Operations Research and Management Science. Num Pages: 276 pages, illustrations. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 242 x 166 x 22. Weight in Grams: 616. . 2013. . . . . N° de réf. du vendeur V9781118618097
Description du livre Gebunden. Etat : New. OLIVER C. IBE, ScD, is Associate Professor in the Department of Electrical and Computer Engineering at the University of Massachusetts at Lowell. He has more than thirty years of experience in academia and the telecommunications industry in various technica. N° de réf. du vendeur 556568576