Economics/Finances Etienne Pardoux - Markov Processes and Applications: Algorithms, Networks, Genome and Finance (0470772719)

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Etienne Pardoux - Markov Processes and Applications: Algorithms, Networks, Genome and Finance

"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes."

Jean-François Le Gall, Professor at Université de Paris-Orsay, France.

Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields.

After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance.

Features include:

* The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes.

* An introduction to diffusion processes, mathematical finance and stochastic calculus.

* Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science.

* Numerous exercises and problems with solutions to most of them

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	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) ===Communications相关链接===[2007/0922][2007/0922][2007/0922][2007/0922][2007/0919]Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) By Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. ...
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	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (repost) Hyeong Soo Chang, Michael C. Fu , Jiaqiao Hu, Steven I. Marcus, "Simulation-based Algorithms for Markov Decision Processes" Springer \| 2007 \| ISBN: 1846286891 \| 189 pages \| PDF \| 1,7 MB Often, real-world problems modeled by Markov decis ...
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	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) ===Communications相关链接===[2007/0922][2007/0922][2007/0922][2007/0922][2007/0919]Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering) By Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. ...
	Markov Chains: Models, Algorithms and Applications (International Series in Operations Research & Management Science) Markov Chains: Models, Algorithms and Applications (International Series in Operations Research & Management Science) Publisher: Springer \| ISBN: 0387293353 \| edition 2005 \| PDF \| 208 pages \| 1,4 mbMARKOV CHAINS: Models, Algorithms and App ...
	Science/Engineering Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and their Applications Yuri Suhov, Mark Kelbert, "Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and their Applications" Cambridge University Press \| 2008 \| ISBN: 0521847672 \| 498 pages \| PDF \| 2,3 MB Probability ...
	Science/Engineering Simulation-based Algorithms for Markov Decision Processes (repost) Hyeong Soo Chang, Michael C. Fu , Jiaqiao Hu, Steven I. Marcus, "Simulation-based Algorithms for Markov Decision Processes" Springer \| 2007 \| ISBN: 1846286891 \| 189 pages \| PDF \| 1,7 MB Often, real-world problems modeled by Markov decis ...
	Science/Engineering Pseudo Differential Operators and Markov Processes: Markov Processes and Applications v. III Niels Jacob, "Pseudo Differential Operators and Markov Processes: Markov Processes and Applications v. III" Imperial College Press \| 2005 \| ISBN: 1860945686 \| 474 pages \| PDF \| 16,6 MB This volume concentrates on how to construct a Mark ...
	Study Continuous-Time Markov Decision Processes: Theory and Applications Xianping Guo, Onésimo Hernández-Lerma "Continuous-Time Markov Decision Processes: Theory and Applications"Springer \| English \| 2009-10-01 \| ISBN: 3642025463 \| 231 pages \| PDF \| 1,3 MBContinuous-time Markov decision processes (MDPs), also ...

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