Nicolas Lanchier's Books

Stochastic Modeling

By: Nicolas Lanchier

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Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the gambler’s ruin chain, branching processes, symmetric random walks, and queueing systems. The third, more research-oriented part of the text, discusses special stochastic processes of interest in physics, biology, and sociology. 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. Further treatment of the material explains how these special processes are connected to each other from a modeling perspective as well as their simulation capabilities in C and MatlabTM.

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Page Count

305

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Springer

Published Date

ISBN 10

3319500384

ISBN 13

9783319500386

Stochastic Interacting Systems in Life and Social Sciences

By: Nicolas Lanchier

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Stochastic Interacting Systems in Life and Social Sciences

By: Nicolas Lanchier

This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, as well as their many variants introduced in the past 50 years. These stochastic processes are organized by domains of application (epidemiology, population dynamics, ecology, genetics, sociology, econophysics, game theory) along with a flavor of the mathematical techniques developed for their analysis.

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486

Publisher

Walter de Gruyter GmbH & Co KG

Published Date

ISBN 10

3110791889

ISBN 13

9783110791884

Stochastic Modeling

By: Nicolas Lanchier

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Stochastic Modeling

By: Nicolas Lanchier

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

305

Publisher

Springer

Published Date

ISBN 10

3319500384

ISBN 13

9783319500386

Book's by Nicolas Lanchier

Stochastic Modeling

Stochastic Modeling

Stochastic Interacting Systems in Life and Social Sciences

Stochastic Interacting Systems in Life and Social Sciences

Stochastic Modeling

Stochastic Modeling

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