Название: Markov Random Flights Автор: Alexander D. Kolesnik Издательство: CRC Press Год: 2021 Формат: PDF Страниц: 407 Размер: 36,08 MB Язык: English
Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite speed and changes its direction at random Poisson time instants. The initial (and each new) direction is taken at random according to some probability distribution on the unit sphere. Such stochastic motion is the basic model for describing many real finite-velocity transport phenomena arising in statistical physics, chemistry, biology, environmental science and financial markets. Markov random flights acts as an effective tool for modelling the slow and super-slow diffusion processes arising in various fields of science and technology.
Features: Provides the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Suitable for graduate students and specialists and professionals in applied areas. Introduces a new unified approach based on the powerful methods of mathematical analysis, such as integral transforms, generalized, hypergeometric and special functions.
Probability, Statistics, and Random Signals Название: Probability, Statistics, and Random Signals Автор: Charles G. Boncelet Jr. Издательство: Oxford University Press Год: 2016 Формат: PDF...
Self-Learning Control of Finite Markov Chains Название: Self-Learning Control of Finite Markov Chains Автор: A. S. Poznyak, K. Najim, and E. Gomez-Ramirez Издательство: Marcel Dekker, Inc. Год:...
Optimal Signal Processing Under Uncertainty Название: Optimal Signal Processing Under Uncertainty Автор: Edward R. Dougherty Издательство: Society of Photo Optical ISBN: 1510619291 Год:...
Finite Markov Processes and Their Applications Название: Finite Markov Processes and Their Applications Автор: Marius Iosifescu Издательство: Dover Publications Год: 2014 ISBN: 9780486458694 Серия...
Навигация
Вход на сайт
Реклама
Markov Random Flights 
