Ditemukan 14 dokumen yang sesuai dengan query
Kurtz, Thomas G., author
Population processes are stochastic models for systems involving a number of similar particles. Examples include models for chemical reactions and for epidemics. The model may involve a finite number of attributes, or even a continuum.
This monograph considers approximations that are possible when the number of particles is large. The...
Philadelphia: Society for Industrial and Applied Mathematics, 1981
e20450106
eBooks Universitas Indonesia Library
Fraser, Andrew M., author
Hidden Markov models (HMMs) are discrete-state, discrete-time, stochastic dynamical systems. They are often used to approximate systems with continuous state spaces operating in continuous time. In addition to introducing the basic ideas of HMMs and algorithms for using them, this book explains the derivations of the algorithms with enough supporting...
Philadelphia: Society for Industrial and Applied Mathematics, 2008
e20450784
eBooks Universitas Indonesia Library
Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With...
New York: [Springer, ], 2012
e20419051
eBooks Universitas Indonesia Library
Komorowski, Tomasz, author
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization...
Berlin: Springer, 2012
e20420430
eBooks Universitas Indonesia Library
