Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Image from Google Jackets

Stochastic modeling / Nicolas Lanchier.

By: Material type: TextTextSeries: UniversitextPublication details: Cham : Springer, 2017.Description: xiii, 303 pages : illustrations (some color) ; 24 cmISBN:
  • 9783319500379
Subject(s): DDC classification:
  • 519.23 23 L248
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.
Summary: Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright -Fisher model, Kingman's coalescent, percolation models, the contact process, and the voter model.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 L248 (Browse shelf(Opens below)) Available 138298
Total holds: 0

Includes bibliographical references and index.

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.

Additional emphasis is placed on minimal models that have been used historically to develop new mathematical techniques in the field of stochastic processes: the logistic growth process, the Wright -Fisher model, Kingman's coalescent, percolation models, the contact process, and the voter model.

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in