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Subjects / keywords: Master equation; Stochastic differential equation; Statistical physics; Quantum stochastic calculus; Stochastic process; Fokker–Planck equation; Langevin equation; Mathematical physics; Markov process; Mathematics; Mar...

Subjects / keywords: Mathematics; Algebra over a field; Mathematical economics; Pure mathematics

This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and stochastic differential equ...

Subjects / keywords: DUBINS, LESTER E; DOVER PUBLICATIONS; 512.97 D814i

Part 1 Probability and Random Variables 1 The Meaning of Probability 2 The Axioms of Probability 3 Repeated Trials 4 The Concept of a Random Variable 5 Functions of One Random Variable 6 Two Random Variables 7 Sequences ...

Subjects / keywords: Mathematics; Random variable; Statistics; Econometrics

From the Publisher: The past decade has seen considerable theoretical and applied research on Markov decision processes, as well as the growing use of these models in ecology, economics, communications engineering, and o...

"In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has be...

Techniques to determine changing system complexity from data are evaluated. Convergence of a frequently used correlation dimension algorithm to a finite value does not necessarily imply an underlying deterministic model ...

Traditional econometric models assume a constant one-period forecast variance. To generalize this implausible assumption, a new class of stochastic processes called autoregressive conditional heteroscedastic (ARCH) proce...

Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSecti...

Probability. Measure. Integration. Random Variables and Expected Values. Convergence of Distributions. Derivatives and Conditional Probability. Stochastic Processes. Appendix. Notes on the Problems. Bibliography. List of...

Abstract This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation, the text begins with a survey of cla...

"The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to...

Clonal populations of cells exhibit substantial phenotypic variation. Such heterogeneity can be essential for many biological processes and is conjectured to arise from stochasticity, or noise, in gene expression. We con...

This paper proposes an original generic hierarchical framework in order to facilitate the modeling stage of complex autonomous robotics mission planning problems with action uncertainties. Such stochastic planning proble...

Biotic invaders are species that establish a new range in which they proliferate, spread, and persist to the detriment of the environment. They are the most important ecological outcomes from the unprecedented alteration...

By decision-making in a fuzzy environment is meant a decision process in which the goals and/or the constraints, but not necessarily the system under control, are fuzzy in nature. This means that the goals and/or the con...

The parameterized extinction data of Fitzpatrick and Massa (1986, 1988) for the ultraviolet and various sources for the optical and near-infrared are used to derive a meaningful average extinction law over the 3.5 micron...

Subjects / keywords: Stochastic processes; Markov processes; Queuing theory; Electronic books

Subjects / keywords: R (Computer program language); Stochastic processes

Subjects / keywords: Probabilities; Stochastic processes

Subjects / keywords: Random variables; Stochastic processes; Electronic books

We present P♤, a Stochastic Process Algebra (SPA) that allows for the modeling of timed systems with priorities and urgency. We de ne the semantics of P♤ in terms of Prioritized Stochastic Automata (PSA), an extensio...