Title Details: | |
Stochastic Processes |
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Authors: |
Loulakis, Michail |
Reviewer: |
Kolountzakis, Michail |
Subject: | MATHEMATICS AND COMPUTER SCIENCE > MATHEMATICS > PROBABILITY THEORY AND STOCHASTIC PROCESSES |
Keywords: |
Stochastic Processes
Markov Chains Potential theory Poisson Processes Martingales Asymptotic behaviour Ergodic Theorem Markov Chain Monte Carlo Simulated annealing |
Description: | |
Abstract: |
This book is an introduction to stochastic processes with emphasis on discrete time-discrete space Markov chain. We study transient and asymptotic properties of Markov chains using potential theory and martingale theory and we present applications in Stochastic simulation (Markov Chain Monte Carlo), stochastic optimization (simulated annealing) and other sciences. The basic properties of Poisson processes are also studied.
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Linguistic Editors: |
Trampoulis, Τheofilos |
Technical Editors: |
Garagounis-Vlatakis, Manolis |
Other contributors: |
Cover: Elena Zakinthinou |
Type: |
Undergraduate textbook |
Creation Date: | 2015 |
Item Details: | |
ISBN |
978-960-603-169-4 |
License: |
Attribution – NonCommercial – NoDerivatives 4.0 International (CC BY-NC-ND 4.0) |
DOI | http://dx.doi.org/10.57713/kallipos-457 |
Handle | http://hdl.handle.net/11419/6003 |
Bibliographic Reference: | Loulakis, M. (2015). Stochastic Processes [Undergraduate textbook]. Kallipos, Open Academic Editions. https://dx.doi.org/10.57713/kallipos-457 |
Language: |
Greek |
Consists of: |
1. Introduction to Stochastic Processes 2. Markov Chains 3. Potential Theory 4. Martingales 5. Invariant distribution 6. Limit Theorems 7. Applications 8. Poisson Processes |
Number of pages |
159 |
Publication Origin: |
Kallipos, Open Academic Editions |
User comments | |
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