Pierre Priouret – författare & böcker

Markov Chains

Inbunden, Engelska, 2019

972 kr

Skickas inom 10-15 vardagar

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

Martingales and Markov Chains

Solved Exercises and Elements of Theory

AvPierre Priouret,Laurent Mazliakm. fl.

E-bok

Engelska, 2002

2 454 kr

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A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students'' understanding of theoretical principles and prepare th

Martingales and Markov Chains

Solved Exercises and Elements of Theory

AvPaolo Baldi,Laurent Mazliakm. fl.

Inbunden, Engelska, 2020

2 956 kr

Skickas inom 10-15 vardagar

A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare them to tackle real problems.In addition to a quick but thorough exposition of the theory, Martingales and Markov Chains: Solved Exercises and Elements of Theory presents, more than 100 exercises related to martingales and Markov chains with a countable state space, each with a full and detailed solution. The authors begin with a review of the basic notions of conditional expectations and stochastic processes, then set the stage for each set of exercises by recalling the relevant elements of the theory. The exercises range in difficulty from the elementary, requiring use of the basic theory, to the more advanced, which challenge the reader's initiative. Each section also contains a set of problems that open the door to specific applications.Designed for senior undergraduate- and graduate level students, this text goes well beyond merely offering hints for solving the exercises, but it is much more than just a solutions manual. Within its solutions, it provides frequent references to the relevant theory, proposes alternative ways of approaching the problem, and discusses and compares the arguments involved.

Martingales and Markov Chains

Solved Exercises and Elements of Theory

AvPierre Priouret,Laurent Mazliakm. fl.

E-bok

PDF, Engelska, 2002

2 454 kr

Läs direkt efter köp

A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students'' understanding of theoretical principles and prepare th

Martingales and Markov Chains

Solved Exercises and Elements of Theory

AvPaolo Baldi,Laurent Mazliakm. fl.

Häftad, Engelska, 2002

2 057 kr

Skickas inom 10-15 vardagar

A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare them to tackle real problems.In addition to a quick but thorough exposition of the theory, Martingales and Markov Chains: Solved Exercises and Elements of Theory presents, more than 100 exercises related to martingales and Markov chains with a countable state space, each with a full and detailed solution. The authors begin with a review of the basic notions of conditional expectations and stochastic processes, then set the stage for each set of exercises by recalling the relevant elements of the theory. The exercises range in difficulty from the elementary, requiring use of the basic theory, to the more advanced, which challenge the reader's initiative. Each section also contains a set of problems that open the door to specific applications.Designed for senior undergraduate- and graduate level students, this text goes well beyond merely offering hints for solving the exercises, but it is much more than just a solutions manual. Within its solutions, it provides frequent references to the relevant theory, proposes alternative ways of approaching the problem, and discusses and compares the arguments involved.

Martingales et chaînes de Markov

avec exercices corrigés

AvPierre Priouret,Paolo Baldim. fl.

E-bok

PDF, Franska, 2001

488 kr

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Nouvelle édition entièrement revue et augmentée. Cet ouvrage a pour origine le cours de processus aléatoires de la maîtrise de mathématiques de l''Université Pierre-et-Marie-Curie (Paris VI) que les auteurs ont dispensé pendant plusieurs années. L''objectif est d''initier le lecteur à la théorie des martingales et des chaînes de Markov par la pratique d''exercices. Chaque chapitre commence par un exposé concis mais complet des principaux résultats, avec l''essentiel des démonstrations. Tous les exercices et les problèmes (une centaine au total) sont corrigés de façon détaillée. Les problèmes apportent des compléments permettant au lecteur d''approfondir ses connaissances et d''aborder d''autres développements et applications. Tout en ouvrant une porte vers les troisièmes cycles spécialisés, cet ouvrage est principalement destiné aux étudiants de deuxième cycle et aux candidats de l''agrégation.

Markov Chains

AvPhilippe Soulier,Pierre Priouretm. fl.

E-bok

Engelska, 2018

1 258 kr

Läs direkt efter köp

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature.

Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeperthan that needed to study countable state space (very little measure theory is required).

Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

Adaptive Algorithms and Stochastic Approximations

AvPierre Priouret,Michel Metivierm. fl.

E-bok

PDF, Engelska, 2012

1 672 kr

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Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

Del 22 - Stochastic Modelling and Applied Probability

Adaptive Algorithms and Stochastic Approximations

AvAlbert Benveniste,Michel Metivierm. fl.

Häftad, Engelska, 2012

1 401 kr

Skickas inom 10-15 vardagar

Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

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Pierre Priouret – författare

Markov Chains

Martingales and Markov Chains

Martingales and Markov Chains

Martingales and Markov Chains

Martingales and Markov Chains

Martingales et chaînes de Markov

Markov Chains

Adaptive Algorithms and Stochastic Approximations

Adaptive Algorithms and Stochastic Approximations

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