Allan Gut "Stopped Random Walks: Limit Theorems and Applications"
Springer | 2009-02-27 | ISBN: 0387878343 | 266 pages | PDF | 1,97 MB
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random number of steps. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimensional random walks, as well as how these results may be used in a variety of applications.
The present second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter introduces nonlinear renewal processes and the theory of perturbed random walks, which are modeled as random walks plus "noise".
This self-contained research monograph is motivated by numerous examples and problems. With its concise blend of material and over 300 bibliographic references, the book provides a unified and fairly complete treatment of the area. The book may be used in the classroom as part of a course on "probability theory", "random walks" or "random walks and renewal processes", as well as for self-study.
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James R. Thompson, "Simulation: A Modeler's Approach (Wiley Series in Probability and Statistics)"
Wiley-Interscience | 1999-10-25 | ISBN: 0471251844 | 328 pages | PDF | 15,4 MB
A unique, integrated treatment of computer modeling and simulation "The future of science belongs to those willing to make the shift to simulation-based modeling," predicts Rice Professor James Thompson, a leading modeler and computational statistician widely known for his original ideas and engaging style. He discusses methods, available to anyone with a fast desktop computer, for integrating simulation into the modeling process in order to create meaningful models of real phenomena. Drawing from a wealth of experience, he gives examples from trading markets, oncology, epidemiology, statistical process control, physics, public policy, combat, real-world optimization, Bayesian analyses, and population dynamics. Dr. Thompson believes that, so far from liberating us from the necessity of modeling, the fast computer enables us to engage in realistic models of processes in , for example, economics, which have not been possible earlier because simple stochastic models in the forward temporal direction generally become quite unmanageably complex when one is looking for such things as likelihoods. Thompson shows how simulation may be used to bypass the necessity of obtaining likelihood functions or moment-generating functions as a precursor to parameter estimation. Simulation: A Modeler's Approach is a provocative and practical guide for professionals in applied statistics as well as engineers, scientists, computer scientists, financial analysts, and anyone with an interest in the synergy between data, models, and the digital computer.
Robert U. Ayres, Leslie Ayres, "A Handbook of Industrial Ecology"
Edward Elgar Pub | 2002 | ISBN: 1840645067 | 688 pages | PDF | 2,7 MB
Industrial ecology is coming of age and this book brings together leading scholars to present a state-of-the-art overview of the subject. Each part of the book comprehensively covers the following issues in a systematic style: the goals and achievements of industrial ecology and the history of the field; methodology, covering the main approaches to analysis and assessment; economics and industrial ecology; industrial ecology at the national/regional level; industrial ecology at the sectoral/materials level; and applications and policy implications. The authors are all experts at the cutting edge of the field and the bibliography alone should prove useful as a comprehensive guide to the literature. This handbook should be a valuable reference for students and scholars working in environmental management, industrial ecology and environmental and ecological studies.
