Discrete Stochastic Processes | Taschenbuch

Cover: 9783031658198 | Discrete Stochastic Processes | Nicolas Privault | Taschenbuch | xii

Rückseite: 9783031658198 | Discrete Stochastic Processes | Nicolas Privault | Taschenbuch | xii

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Sprache: Englisch

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Beschreibung

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.

Über den Autor

Nicolas Privault received a PhD degree from the University of Paris VI, France. He was with the University of Evry, France, the University of La Rochelle, France, and the University of Poitiers, France. He is currently a Professor with the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore. His research interests are in the areas of stochastic analysis and its applications.

Inhaltsverzeichnis

- 1. A Summary of Markov Chains.- 2. Phase-Type Distributions.- 3. Synchronizing Automata.- 4. Random Walks and Recurrence.- 5. Cookie-Excited Random Walks.- 6. Convergence to Equilibrium.- 7. The Ising Model.- 8. Search Engines.- 9. Hidden Markov Model.- 10. Markov Decision Processes.

Details

Erscheinungsjahr:	2024
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Springer Undergraduate Mathematics Series
Inhalt:	xii 288 S. 14 s/w Illustr. 130 farbige Illustr. 288 p. 144 illus. 130 illus. in color.
ISBN-13:	9783031658198
ISBN-10:	3031658191
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Privault, Nicolas
Hersteller:	Springer Springer International Publishing AG Springer Undergraduate Mathematics Series
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 17 mm
Von/Mit:	Nicolas Privault
Erscheinungsdatum:	08.10.2024
Gewicht:	0,458 kg