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Stochastic modeling

Author: Nicolas Lanchier
Publisher: Cham, Switzerland : Springer, [2017] © 2017.
Series: Universitext
Edition/Format:   Print book : EnglishView all editions and formats
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  Read more...

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Document Type: Book
All Authors / Contributors: Nicolas Lanchier
ISBN: 9783319500379 3319500376
OCLC Number: 962231387
Description: xiii, 303 pages : illustrations (some color) ; 24 cm
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.
Series Title: Universitext
Responsibility: Nicolas Lanchier.

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"Stochastic Modeling by Nicolas Lanchier is an introduction to stochastic processes accessible to advanced students and interdisciplinary scientists with a background in graduate-level real analysis. Read more...

 
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