Stochastic Modeling

• Main Author: Lanchier, Nicolas (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Universitext,
• Subjects: Mathematics.; Mathematical models.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the...

Table of Contents:

• 1. Basics of Measure and Probability Theory
• 2. Distribution and Conditional Expectation
• 3. Limit Theorems
• 4. Stochastic Processes: General Definition
• 5. Martingales
• 6. Branching Processes
• 7. Discrete-time Markov Chains
• 8. Symmetric Simple Random Walks
• 9. Poisson Point and Poisson Processes
• 10. Continuous-time Markov Chains
• 11. Logistic Growth Process
• 12. Wright-Fisher and Moran Models
• 13. Percolation Models
• 14. Interacting Particle Systems
• 15. The Contact Process
• 16. The Voter Model
• 17. Numerical Simulations in C and Matlab.