Tag: Markov

Free Download Computations with Markov Chains: Proceedings of the 2nd International Workshop on the Numerical Solution of Markov Chains By Steven Bersonl, Richard Muntz (auth.), William J. Stewart (eds.)
1995 | 600 Pages | ISBN: 1461359430 | PDF | 17 MB
Computations with Markov Chains presents the edited and reviewed proceedings of the Second International Workshop on the Numerical Solution of Markov Chains, held January 16–18, 1995, in Raleigh, North Carolina. New developments of particular interest include recent work on stability and conditioning, Krylov subspace-based methods for transient solutions, quadratic convergent procedures for matrix geometric problems, further analysis of the GTH algorithm, the arrival of stochastic automata networks at the forefront of modelling stratagems, and more. An authoritative overview of the field for applied probabilists, numerical analysts and systems modelers, including computer scientists and engineers.

Free Download Markov Chains: From Theory to Implementation and Experimentation by Paul A. Gagniuc
English | July 31, 2017 | ISBN: 1119387558 | 256 pages | MOBI | 12 Mb
A fascinating and instructive guide to Markov chains for experienced users and newcomers alike

Free Download Semi-Markov Random Evolutions By V. Korolyuk, A. Swishchuk (auth.)
1995 | 310 Pages | ISBN: 9401044392 | PDF | 24 MB
The evolution of systems in random media is a broad and fruitful field for the applica tions of different mathematical methods and theories. This evolution can be character ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (Banach) space. In the practically boundless variety of mathematical models of the evolutionary systems, we have chosen the semi-Markov ran dom evolutions as an object of our consideration. The definition of the evolutions of this type is based on rather simple initial assumptions. The random medium is described by the Markov renewal processes or by the semi Markov processes. The local characteristics of the system depend on the state of the ran dom medium. At the same time, the evolution of the system does not affect the medium. Hence, the semi-Markov random evolutions are described by two processes, namely, by the switching Markov renewal process, which describes the changes of the state of the external random medium, and by the switched process, i.e., by the semigroup of oper ators describing the evolution of the system in the semi-Markov random medium.

Free Download Discrete-Time Markov Control Processes: Basic Optimality Criteria By Onésimo Hernández-Lerma, Jean Bernard Lasserre (auth.)
1996 | 216 Pages | ISBN: 1461268842 | PDF | 6 MB
This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro grams; sometimes, particularly when the state space is a countable set, they are also called Markov decision (or controlled Markov) chains. Regardless of the name used, MCPs appear in many fields, for example, engineering, economics, operations research, statistics, renewable and nonrenewable re source management, (control of) epidemics, etc. However, most of the lit erature (say, at least 90%) is concentrated on MCPs for which (a) the state space is a countable set, and/or (b) the costs-per-stage are bounded, and/or (c) the control constraint sets are compact. But curiously enough, the most widely used control model in engineering and economics–namely the LQ (Linear system/Quadratic cost) model-satisfies none of these conditions. Moreover, when dealing with "partially observable" systems) a standard approach is to transform them into equivalent "completely observable" sys tems in a larger state space (in fact, a space of probability measures), which is uncountable even if the original state process is finite-valued.

Free Download Markov Chains: From Theory to Implementation and Experimentation by Paul A. Gagniuc
English | July 5th, 2017 | ISBN: 1119387558 | 256 pages | True EPUB | 9.15 MB
A fascinating and instructive guide to Markov chains for experienced users and newcomers alike

Free Download Continuous Parameter Markov Processes and Stochastic Differential Equations (Graduate Texts in Mathematics, 299) by Rabi Bhattacharya, Edward C. Waymire
English | November 17, 2023 | ISBN: 3031332946 | 521 pages | MOBI | 110 Mb
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.

Free Download Real Analysis Methods for Markov Processes: Singular Integrals and Feller Semigroups
English | 2024 | ISBN: 9819736587 | 767 Pages | PDF EPUB (True) | 73 MB
This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Analytically, a Markovian particle in a domain of Euclidean space is governed by an integro-differential operator, called the Waldenfels operator, in the interior of the domain, and it obeys a boundary condition, called the Ventcel (Wentzell) boundary condition, on the boundary of the domain. Most likely, a Markovian particle moves both by continuous paths and by jumps in the state space and obeys the Ventcel boundary condition, which consists of six terms corresponding to diffusion along the boundary, an absorption phenomenon, a reflection phenomenon, a sticking (or viscosity) phenomenon, and a jump phenomenon on the boundary and an inward jump phenomenon from the boundary. More precisely, we study a class of first-order Ventcel boundary value problems for second-order elliptic Waldenfels integro-differential operators. By using the Calderón-Zygmund theory of singular integrals, we prove the existence and uniqueness of theorems in the framework of the Sobolev and Besov spaces, which extend earlier theorems due to Bony-Courrège-Priouret to the vanishing mean oscillation (VMO) case. Our proof is based on various maximum principles for second-order elliptic differential operators with discontinuous coefficients in the framework of Sobolev spaces.

Free Download Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues by Pierre Brémaud
English | PDF | 1999 | 456 Pages | ISBN : 0387985093 | 33.7 MB
In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.

Free Download Vladimir Markov and Russian Primitivism: A Charter for the Avant-garde By Bužinska, Irena; Howard, Jeremy; Strother, Z. S
2015 | 274 Pages | ISBN: 1472439740 | PDF | 6 MB
Hailed as a brilliant theoretician, Voldemars Matvejs (best known by his pen name Vladimir Markov) was a Latvian artist who spearheaded the Union of Youth, a dynamic group championing artistic change in Russia, 1910-14. His work had a formative impact on Malevich, Tatlin, and the Constructivists before it was censored during the era of Soviet realism. This volume introduces Markov as an innovative and pioneering art photographer and assembles for the first time five of his most important essays. The translations of these hard-to-find texts are fresh, unabridged, and authentically poetic. Critical essays by Jeremy Howard and Irena Buzinska situate his work in the larger phenomenon of Russian ‘primitivism,’ i.e. the search for the primal. This book challenges hardening narratives of primitivism by reexamining the enthusiasm for world art in the early modern period from the perspective of Russia rather than Western Europe. Markov composed what may be the first book on African art and Z. S. Strother analyzes both the text and its photographs for their unique interpretation of West African sculpture as a Kantian ‘play of masses and weights.’ The book will appeal to students of modernism, orientalism, ‘primitivism,’ historiography, African art, and the history of the photography of sculpture

Free Download Hilbert C*- Modules and Quantum Markov Semigroups by Lunchuan Zhang
English | PDF EPUB (True) | 2024 | 222 Pages | ISBN : 9819986672 | 21.4 MB
This book explains the basic theory of Hilbert C*-module in detail, covering a wide range of applications from generalized index to module framework. At the center of the book, the Beurling-Deny criterion is characterized between operator valued Dirichlet forms and quantum Markov semigroups, hence opening a new field of quantum probability research. The general scope of the book includes: basic theory of Hilbert C*-modules; generalized indices and module frames; operator valued Dirichlet forms; and quantum Markov semigroups.