Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes

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...

This book explains the importance of using the probability that the hypothesis is correct (PHC), an intuitive measure that anyone can understand, as an alternative to the p-value. In order to overcome the "reproducibility crisis" caused by the misuse of significance tests, this book provides a detailed explanation of the mechanism of p-hacking using significance tests, and concretely shows the merits of PHC as an alternative to p-values.

In March 2019, two impactful papers on statistics were published. One paper, "Moving to a World Beyond 'p <...

This textbook presents some basic stochastic processes, mainly Markov processes. It begins with a brief introduction to the framework of stochastic processes followed by the thorough discussion on Markov chains, which is the simplest and the most important class of stochastic processes. The book then elaborates the theory of Markov chains in detail including classification of states, the first passage distribution, the concept of periodicity and the limiting behaviour of a Markov chain in terms of associated stationary and long run distributions. The book first illustrates the theory for...

This book offers the reader a journey through the counterintuitive nature of Brownian motion under confinement. Diffusion is a universal phenomenon that controls a wide range of physical, chemical, and biological processes. The transport of spatially-constrained molecules and small particles is ubiquitous in nature and technology and plays an essential role in different processes. Understanding the physics of diffusion under conditions of confinement is essential for a number of biological phenomena and potential technological applications in micro- and nanofluidics, among...