Stochastic Modeling of Scientific Data

ISBN-13: 9780412992810 / Angielski / Twarda / 1995 / 384 str.

Peter Guttorp; Guttorp Guttorp

Opis

Traditionally applied probability texts contain a fair amount of probability theory, varying amounts of applications, and no data. The purpose of this text is to present some probability models, some statistics relevant to these models, and some data that illustrate some of the points made. The book emphasizes topics that have interesting scientific applications such as Markov Chain and Monte Carlo methods.

Recenzje

"The author's lucid presentation of his material together with this very great number of applications from life sciences, make this an excellent buy for only thirty pounds for every biometrician."
-Biometrics

"When it comes to introducing Markov chains, everyone talks about the weather but nobody does anything about getting real data. In this book, though, we get not only the pattern of rainfall in Snoqualmie Falls, Washington, but wind directions in South Africa, and interarrival times of cyclones in the bay of Bengal. The objecive is to provide an introduction to stochastic processes suited to those who while not necessarily shy of mathematics, are primarily interested in problems with the flavor of real life...still, even hard-bitten mathematical probabilists may find new insights in this insistently realistic approach."
-Zentralblatt fur Mathematik

Spis treści

1. Introduction 2. Discrete time Markov chains 3. Continuous time Markov chains 4. Markov random fields 5. Point processes 6. Brownian Motion and Diffusion

O autorze

Guttorp\, Peter