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Analysis and Design of Singular Markovian Jump Systems
This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addressed include stability, stabilization, H∞ control and filtering, observer design, and adaptive control. applications of Markov process are inves…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-08723-8
- Collation
- IX, 284
- Series Title
- -
- Call Number
- 519.2 WAN a
An Introduction to Queueing Theory: Modeling and Analysis in Applications
This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background on stochastic processes with the analysis of models, the work provides a sound foundational introduction to the modeling and analysis of queueing systems for a broad interdisciplinary audience of stu…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-0-8176-8421-1
- Collation
- XIV, 339
- Series Title
- Statistics for Industry and Technology
- Call Number
- 519.2 BHA i
Optimized Response-Adaptive Clinical Trials Sequential Treatment Allocation …
Two-armed response-adaptive clinical trials are modelled as Markov decision problems to pursue two overriding objectives: Firstly, to identify the superior treatment at the end of the trial and, secondly, to keep the number of patients receiving the inferior treatment small. Such clinical trial designs are very important, especially for rare diseases. Thomas Ondra presents the main solution tec…
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- ISBN/ISSN
- 978-3-658-08344-1
- Collation
- -
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Optimization, Control, and Applications in the Information Age In Honor of P…
Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the ‘Optimization Control and Applications in the Information Age’ conference, organized in honor of Panos Pardalos’s 60th birthday. This volume contains numerous applications to optimal decision making in energy production and fuel manage…
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- ISBN/ISSN
- 978-3-319-18567-5
- Collation
- -
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Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós CsÃ…
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. …
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- ISBN/ISSN
- 978-1-4939-3076-0
- Collation
- -
- Series Title
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- Call Number
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Asymptotic Expansion of a Partition Function Related to the Sinh-model
This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables. The introduction presents the underpinning motivations for this problem, a historical overview, and a summary of the strategy, which is applicable in greate…
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- ISBN/ISSN
- 978-3-319-33379-3
- Collation
- -
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- Call Number
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Asymptotic Analysis for Functional Stochastic Differential Equations
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavio…
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- -
- ISBN/ISSN
- 978-3-319-46979-9
- Collation
- -
- Series Title
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- Call Number
- -
Yosida Approximations of Stochastic Differential Equations in Infinite Dimens…
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics…
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- -
- ISBN/ISSN
- 978-3-319-45684-3
- Collation
- -
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XI Symposium on Probability and Stochastic Processes CIMAT, Mexico, November…
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
- Edition
- -
- ISBN/ISSN
- 978-3-319-13984-5
- Collation
- -
- Series Title
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and …
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using …
- Edition
- Ed. 1
- ISBN/ISSN
- 978-1-4939-2757-9
- Collation
- XVI, 482
- Series Title
- Modeling and Simulation in Science, Engineering and Technology
- Call Number
- 519 CAP i
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