Markov Processes for Stochastic Modeling

Ibe, Oliver

ISBN 10: 0123744512 / ISBN 13: 9780123744517

Verlag: Academic Press, 2008

Beschreibung

The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing.

Bestandsnummer des Verkäufers BSM.PYUG

Bibliografische Details

• Titel: Markov Processes for Stochastic Modeling
• Verlag: Academic Press
• Erscheinungsjahr: 2008
• Sprache: Englisch
• ISBN-10: 0123744512
• ISBN-13: 9780123744517
• Einband: Hardcover
• Zustand: good

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Dr Ibe has been teaching at U Mass since 2003. He also has more than 20 years of experience in the corporate world, most recently as Chief Technology Officer at Sineria Networks and Director of Network Architecture for Spike Broadband Corp.