Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

In this study extending classical Markov chain theory to handle fluctuating transition matrices, the author develops a theory of Markov set-chains and provides numerous examples showing how that theory can be applied. Chapters are concluded with a discussion of related research. Readers who can benefit from this monograph are those interested in, or involved with, systems whose data is imprecise or that fluctuate with time. A background equivalent to a course in linear algebra and one in probability theory should be sufficient.

Stochastic processes --- Markov processes --- Stochastic matrices --- Mathematical Statistics --- Mathematical Theory --- Mathematics --- Physical Sciences & Mathematics --- Markoff processes --- Markov [Processus de ] --- Markov models --- Markov processen --- Markov-processen --- Processus de Markov --- Probabilities. --- Matrix theory. --- Algebra. --- Convex geometry . --- Discrete geometry. --- Biomathematics. --- Computer science—Mathematics. --- Probability Theory and Stochastic Processes. --- Linear and Multilinear Algebras, Matrix Theory. --- Convex and Discrete Geometry. --- Mathematical and Computational Biology. --- Math Applications in Computer Science. --- Biology --- Discrete mathematics --- Geometry --- Combinatorial geometry --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The idea of writing up a book on the hydrodynamic behavior of interacting particle systems was born after a series of lectures Claude Kipnis gave at the University of Paris 7 in the spring of 1988. At this time Claude wrote some notes in French that covered Chapters 1 and 4, parts of Chapters 2, 5 and Appendix 1 of this book. His intention was to prepare a text that was as self-contained as possible. lt would include, for instance, all tools from Markov process theory ( cf. Appendix 1, Chaps. 2 and 4) necessary to enable mathematicians and mathematical physicists with some knowledge of probability, at the Ievel of Chung (1974), to understand the techniques of the theory of hydrodynamic Iimits of interacting particle systems. In the fall of 1991 Claude invited me to complete his notes with him and transform them into a book that would present to a large audience the latest developments of the theory in a simple and accessible form. To concentrate on the main ideas and to avoid unnecessary technical difficulties, we decided to consider systems evolving in finite lattice spaces and for which the equilibrium states are product measures. To illustrate the techniques we chose two well-known particle systems, the generalized exclusion processes and the zero-range processes. We also conceived the book in such a manner that most chapters can be read independently of the others. Here are some comments that might help readers find their way.

Fysica [Mathematische ] --- Fysica [Wiskundige ] --- Lois d'échelle (Physique statistique) --- Markoff processes --- Markov [Processus de ] --- Markov models --- Markov processen --- Markov processes --- Markov-processen --- Mathematical physics --- Mathematische fysica --- Physical mathematics --- Physics -- Mathematics --- Physics [Mathematical ] --- Physique -- Mathématiques --- Physique -- Méthodes mathématiques --- Physique mathématique --- Physique théorique --- Probabiliteit--Theorie --- Probabiliteitstheorie --- Probabilities --- Probabilité [Théorie de la ] --- Probabilités --- Processus de Markov --- Scaling laws (Statistical physics) --- Schaalwetten (Statistische fysica) --- Waarschijnlijkheid--Theorie --- Waarschijnlijkheidstheorie --- Wiskundige fysica --- Hydrodynamics --- Mathematics --- Probabilities. --- Mathematical physics. --- Probability Theory and Stochastic Processes. --- Theoretical, Mathematical and Computational Physics. --- Physics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Hydrodynamics - Mathematics

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Probability theory --- Operational research. Game theory --- Monte Carlo method --- Digital computer simulation --- stochastische processen --- markov-processen --- 519.245 --- Stochastic approximation. Monte Carlo methods --- 519.245 Stochastic approximation. Monte Carlo methods --- Artificial sampling --- Model sampling --- Monte Carlo simulation --- Monte Carlo simulation method --- Stochastic sampling --- Games of chance (Mathematics) --- Mathematical models --- Numerical analysis --- Numerical calculations --- Stochastic processes --- Digital simulation --- Computer simulation

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.

Markov processes --- 519.217 --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes --- 519.217 Markov processes --- #A9810KW --- kwantitatieve methoden --- markov-processen --- waarschijnlijkheidsleer --- wiskundige statistiek --- Markov processes. --- Markov, Processus de --- 303.3 --- AA / International- internationaal --- Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The market-leading textbook for the course, Winston's Operations Research owes much of its success to its practical orientation and consistent emphasis on model formulation and model building. It moves beyond a mere study of algorithms without sacrificing the rigor that faculty desire. As in every edition, Winston reinforces the book's successful features and coverage with the most recent developments in the field. The Student Suite CD-ROM, which now accompanies every new copy of the text, contains the latest versions of commercial software for optimization, simulation, and decision analysis.

queueing theory --- markov algoritme --- operationele research --- sensitiviteitsanalyse --- simulatie --- Operations research --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- algoritme --- lineaire algebra --- lineaire programmering --- forecasting --- markov-processen --- operations research --- speltheorieën --- waarschijnlijkheidsleer --- 519.8 --- 518.5 --- 658.012 --- cdrom --- 519.87 --- 519.87 Mathematical models for operational research --- Mathematical models for operational research --- operationeel onderzoek --- Operationeel onderzoek. Speltheorie --- Planning in het bedrijf --- Planning (firm) --- Operational research. Game theory --- Operations research - Textbooks