Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, and applies this theory to various special examples. The initial chapter is devoted to the most important classical example - one dimensional Brownian motion. This, together with a chapter on continuous time Markov chains, provides the motivation for the general setup based on semigroups and generators. Chapters on stochastic calculus and probabilistic potential theory give an introduction to some of the key areas of application of Brownian motion and its relatives. A chapter on interacting particle systems treats a more recently developed class of Markov processes that have as their origin problems in physics and biology. This is a textbook for a graduate course that can follow one that covers basic probabilistic limit theorems and discrete time processes.
Quantum Probability and Applications IV: Proceedings of the Year of Quantum Probability, Held at the University of Rome II, Italy,...
This tutorial reviews techniques for planning and learning in Markov Decision Processes (MDPs) with linear function approximation of the value function.
Probability, Markov Chains, Queues
Continuous-time Markov Chains: An Applications-oriented Approach
Fitting Hidden Semi-Markov Models
Speech recognition is a perfect example - nearly all of today's speech recognition algorthms are built using Markov Models. In this book we will explore why a Memoryless predictive model can be so advantageous to the modern tech industry.
This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions.
This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes.
Essays on the Prediction Process
This book covers reliability assessment and prediction of new technologies such as next generation networks that use cloud computing, Network Function Virtualization (NVF), Software Defined Network (SDN), Next Generation Transport, Evolving ...