Matrix-analytic Methods in Stochastic Models

In this book the authors introduce and explain many methods and models for the development of Information Systems (IS). It was written in large part to aid designers in designing successful devices/sy

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time

Ideal for classroom use and self-study, this book explains the implementation of the most effective modern methods in image analysis, covering segmentation, registration and visualisation, and focusing on the key theories, algorithms and applications that have emerged from recent progress in computer vision, imaging and computational biomedical science. Structured around five core building blocks - signals, systems, image formation and modality; stochastic models; computational geometry; level set methods; and tools and CAD models - it provides a solid overview of the field. Mathematical and statistical topics are presented in a straightforward manner, enabling the reader to gain a deep understanding of the subject without becoming entangled in mathematical complexities. Theory is connected to practical examples in x-ray, ultrasound, nuclear medicine, MRI and CT imaging, removing the abstract nature of the models and assisting reader understanding.

The multidisciplinary nature of learning-games development is key to successful projects. In this book, field leaders in serious games and professionals in entertainment games share practical guidelines and lessons from their own experiences researching and developing learning games. This volume includes: • The key elements of design and development that require particular attention from multiple disciplines to ensure success • An overview of successful models and methods, and the trade-offs made throughout the process, to guide development • Cohesive, multidisciplinary views of the issues that arise and of the techniques applied in order to produce effective learning games grounded in specific experiences, community consensus, and analysis of successful learning games that have already been released • The stories behind the games, to illustrate how final design and development decisions were reached. Aimed at professionals and academics interested in developing and researching learnin

The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Ca

Reflecting the major advances that have been made in the field over the past decade, this book provides an overview of current models of biological systems. The focus is on simple quantitative models, highlighting their role in enhancing our understanding of the strategies of gene regulation and dynamics of information transfer along signalling pathways, as well as in unravelling the interplay between function and evolution. The chapters are self-contained, each describing key methods for studying the quantitative aspects of life through the use of physical models. They focus, in particular, on connecting the dynamics of proteins and DNA with strategic decisions on the larger scale of a living cell, using E. coli and phage lambda as key examples. Encompassing fields such as quantitative molecular biology, systems biology and biophysics, this book will be a valuable tool for students from both biological and physical science backgrounds.

Providing a novel approach to sparsity, this comprehensive book presents the theory of stochastic processes that are ruled by linear stochastic differential equations, and that admit a parsimonious representation in a matched wavelet-like basis. Two key themes are the statistical property of infinite divisibility, which leads to two distinct types of behaviour - Gaussian and sparse - and the structural link between linear stochastic processes and spline functions, which is exploited to simplify the mathematical analysis. The core of the book is devoted to investigating sparse processes, including a complete description of their transform-domain statistics. The final part develops practical signal-processing algorithms that are based on these models, with special emphasis on biomedical image reconstruction. This is an ideal reference for graduate students and researchers with an interest in signal/image processing, compressed sensing, approximation theory, machine learning, or statistic

"This book focuses on mathematical models in biology and utilizes difference equations, matrix algebra, and Markov chains as the main mathematical tools. In addition, Maple, a computer algebra system,

The one-stop resource to 100+ powerful management methods 100+ Management Models offers a quick overview of the key features and potential applications of each of the most important models in nine dif

Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving r

Probability models, statistical methods, and the information to be gained from them is vital for work in business, engineering, sciences (including social and behavioral), and other fields. Data must

This detailed and up-to-date guide to modern MOS structures describes important tools, cutting-edge models, novel phenomena and current challenges in measuring and improving the control of future MOS systems for transistor channels. Building up from basic electrostatics, it introduces the ideal MOS system, physical and electrical properties of high-k oxides, their dielectric constants, and energy offsets to semiconductors and metals, before moving on to electrical and physical characterization methods for high-k dielectric materials. Finally, real MOS systems are introduced: high-k dielectrics and interlayers, the influence of phonon dynamics, interface states and bulk traps, effective metal work functions, gate leakage phenomena and high mobility channel materials. Abstract concepts are supported by practical examples and critical comparison, encouraging an intuitive understanding of the principles at work, and presented alongside recent theoretical and experimental results, making th

The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.

In Animal Models for Stem Cell Therapy: Methods and Protocols, expert researchers in the field detail disease models of hepatic, cardiovascular, neurological diseases, connective and contractile tissu

The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov proce

In the structural design of airframes and buildings, probability-based procedures are used to mitigate the risk of failure as well as produce cost-effective designs. This book introduces the subject of probabilistic analysis to structural and fire protection engineers and can also be used as a reference to guide those applying this technology. In addition to providing an understanding of how fire affects structures and how to optimize the performance of structural framing systems, Probability-Based Structural Fire Load provides guidance for design professionals and is a resource for educators. The goal of this book is to bridge the gap between prescriptive and probability-based performance design methods and to simplify very complex and comprehensive computer analyses to the point that stochastic structural fire loads have a simple, approximate analytical expression that can be used in structural analysis and design on a day-to-day basis. Numerous practical examples are presented in st

Aimed at students taking laboratory courses in experimental optics, this book introduces readers to optical instruments and their uses. The book explains the basic operation of lenses, mirrors, telescopes in the laboratory and under field conditions, how to use optical instruments to their maximum potential and how to keep them in working order. It gives an account of the laws of geometrical optics which govern the design, layout and working of optical instruments. The book describes the interactions of polarised light with matter and the instruments and devices derived from this, and discusses the choice of spectrometers and detectors for various spectral regions, with particular attention to CCD cameras. The emphasis throughout is on description, with mathematical precision confined to the appendices, which explain the ray transfer matrix and outline the Seidel theory of optical aberrations. The appendices also introduce Fourier methods in optics and Fourier transform infra-red spect

Aimed at students taking laboratory courses in experimental optics, this book introduces readers to optical instruments and their uses. The book explains the basic operation of lenses, mirrors, telescopes in the laboratory and under field conditions, how to use optical instruments to their maximum potential and how to keep them in working order. It gives an account of the laws of geometrical optics which govern the design, layout and working of optical instruments. The book describes the interactions of polarised light with matter and the instruments and devices derived from this, and discusses the choice of spectrometers and detectors for various spectral regions, with particular attention to CCD cameras. The emphasis throughout is on description, with mathematical precision confined to the appendices, which explain the ray transfer matrix and outline the Seidel theory of optical aberrations. The appendices also introduce Fourier methods in optics and Fourier transform infra-red spect

This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new ed

This book tells the story of the search for disequilibrium micro-foundations for macroeconomic theory, from the disequilibrium theories of Patinkin, Clower and Leijonhufvud to recent dynamic stochastic general equilibrium models with imperfect competition. Placing this search against the background of wider developments in macroeconomics, the authors contend that this was never a single research program, but involved economists with very different aims who developed the basic ideas about quantity constraints, spillover effects and coordination failures in different ways. The authors contrast this with the equilibrium, market-clearing approach of Phelps and Lucas, arguing that equilibrium theories simply assumed away the problems that had motivated the disequilibrium literature. Although market-clearing models came to dominate macroeconomics, disequilibrium theories never went away and continue to exert an important influence on the subject. Although this book focuses on one strand in m

This popular text explains the basic models of insurance processes. It also presents mathematical frameworks and methods used in actuarial modeling. Along with significantly editing and revamping all

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such

This volume reviews the theory and simulation methods of stochastic kinetics by integrating historical and recent perspectives, presents applications, mostly in the context of systems biology and also

New methods are needed to do justice to Shakespeare. His work exceeds conventional models, past and present, for understanding playworlds. In this book, Simon Palfrey goes right to the heart of early modern popular drama, revealing both how it works and why it matters. Unlike his contemporaries, Shakespeare gives independent life to all his instruments, and to every fraction and fragment of the plays. Palfrey terms these particles 'formactions' - theatre-specific forms that move with their own action and passion. Palfrey's book is critically daring in both substance and format. Its unique mix of imaginative gusto, thought experiments, and virtuosic technique generates piercing close readings of the plays. There is far more to playlife than meets the eye. Influenced by Leibniz's visionary original model of possible worlds, Palfrey opens up the multiple worlds of Shakespeare's language, scenes, and characters as never before.

A comprehensive guide to restoring images degraded by motion blur, bridging the traditional approaches and emerging computational photography-based techniques, and bringing together a wide range of methods emerging from basic theory as well as cutting-edge research. It encompasses both algorithms and architectures, providing detailed coverage of practical techniques by leading researchers. From an algorithms perspective, blind and non-blind approaches are discussed, including the use of single or multiple images; projective motion blur model; image priors and parametric models; high dynamic range imaging in the irradiance domain; and image recognition in blur. Performance limits for motion deblurring cameras are also presented. From a systems perspective, hybrid frameworks combining low-resolution-high-speed and high-resolution-low-speed cameras are described, along with the use of inertial sensors and coded exposure cameras. Also covered is an architecture exploiting compressive sensi

Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-str

This book presents an innovative new approach to studying source mechanisms of earthquakes, combining theory and observation in a unified methodology, with a key focus on the mechanics governing fault failures. It explains source mechanisms by building from fundamental concepts such as the equations of elasticity theory to more advanced problems including dislocation theory, kinematic models and fracture dynamics. The theory is presented first in student-friendly form using consistent notation throughout, and with full, detailed mathematical derivations that enable students to follow each step. Later chapters explain the widely-used practical modelling methods for source mechanism determination, linking clearly to the theoretical foundations, and highlighting the processing of digital seismological data. Providing a unique balance between application techniques and theory, this is an ideal guide for graduate students and researchers in seismology, tectonophysics, geodynamics and geomec

Striking a balance between theory and practice, this graduate-level text is perfect for students in the applied sciences. The author provides a clear introduction to the classical methods, how they work and why they sometimes fail. Crucially, he also demonstrates how these simple and classical techniques can be combined to address difficult problems. Many worked examples and sample programs are provided to help the reader make practical use of the subject material. Further mathematical background, if required, is summarized in an appendix. Topics covered include classical methods for linear systems, eigenvalues, interpolation and integration, ODEs and data fitting, and also more modern ideas like adaptivity and stochastic differential equations.

This rigorous, self-contained book describes mathematical and, in particular, stochastic and graph theoretic methods to assess the performance of complex networks and systems. It comprises three parts: the first is a review of probability theory; Part II covers the classical theory of stochastic processes (Poisson, Markov and queueing theory), which are considered to be the basic building blocks for performance evaluation studies; Part III focuses on the rapidly expanding new field of network science. This part deals with the recently obtained insight that many very different large complex networks – such as the Internet, World Wide Web, metabolic and human brain networks, utility infrastructures, social networks – evolve and behave according to general common scaling laws. This understanding is useful when assessing the end-to-end quality of Internet services and when designing robust and secure networks. Containing problems and solved solutions, the book is ideal for graduate student

Boolean functions are perhaps the most basic objects of study in theoretical computer science. They also arise in other areas of mathematics, including combinatorics, statistical physics, and mathematical social choice. The field of analysis of Boolean functions seeks to understand them via their Fourier transform and other analytic methods. This text gives a thorough overview of the field, beginning with the most basic definitions and proceeding to advanced topics such as hypercontractivity and isoperimetry. Each chapter includes a 'highlight application' such as Arrow's theorem from economics, the Goldreich–Levin algorithm from cryptography/learning theory, Håstad's NP-hardness of approximation results, and 'sharp threshold' theorems for random graph properties. The book includes roughly 450 exercises and can be used as the basis of a one-semester graduate course. It should appeal to advanced undergraduates, graduate students and researchers in computer science theory and related mat

The common fruit fly - Drosophila melanogaster - has been the subject of genetics research since the early twentieth century. The complete genomic sequence of Drosophila was published in 2000 and it is still the model organism par excellence for the experimental study of biological phenomena and processes. It is also by far the best model for studying gene function in mammals, including humans. Presenting state-of-the-art studies on the behaviour of Drosophila, this volume discusses normal and pathological models of neurobehavioral disorders and encompasses the specialised methods that have been used, from anatomical, histological, immunohistological and neurophysiological to genomic, genetic and behavioural assays. A comprehensive and thorough reference, this volume is a valuable resource for students and researchers alike across several disciplines of life sciences, including behavioral genetics, neurogenetics, behavioral neuroscience, molecular biology, evolutionary biology and popu

A solid introduction to mathematical modeling for a range of chemical engineering applications, covering model formulation, simplification and validation. It explains how to describe a physical/chemical reality in mathematical language and how to select the type and degree of sophistication for a model. Model reduction and approximation methods are presented, including dimensional analysis, time constant analysis and asymptotic methods. An overview of solution methods for typical classes of models is given. As final steps in model building, parameter estimation and model validation and assessment are discussed. The reader is given hands-on experience of formulating new models, reducing the models and validating the models. The authors assume the knowledge of basic chemical engineering, in particular transport phenomena, as well as basic mathematics, statistics and programming. The accompanying problems, tutorials, and projects include model formulation at different levels, analysis, pa

Word stress has long presented challenges to phonologists, as they have sought to uncover patterns in its distribution, and devise models to account for its behaviour and formal representation both within single languages and cross-linguistically. In this collection, a team of world-renowned researchers present a variety of viewpoints on the methods and problems involved. Offering fresh perspectives on the topic and its study, this book is specifically concerned with basing theoretical work on broad typological surveys and focuses on the collection, selection and use of data in the analysis of word stress and word rhythm, including their phonetic manifestations. An extensive introduction presents a state-of-the-art review of stress research. The contributors also present StressTyp2, a project in an advanced stage of development, which intends to make publicly available information on word stress in a broad sample of languages and will offer new ways of understanding this key research a

Written in a unique style, this book is a valuable resource for faculty, graduate students, and researchers in the communications and networking area whose work interfaces with optimization. It teaches you how various optimization methods can be applied to solve complex problems in wireless networks. Each chapter reviews a specific optimization method and then demonstrates how to apply the theory in practice through a detailed case study taken from state-of-the-art research. You will learn various tips and step-by-step instructions for developing optimization models, reformulations, and transformations, particularly in the context of cross-layer optimization problems in wireless networks involving flow routing (network layer), scheduling (link layer), and power control (physical layer). Throughout, a combination of techniques from both operations research and computer science disciplines provides a holistic treatment of optimization methods and their applications. Each chapter includes

Among all the numerical methods in seismology, the finite-difference (FD) technique provides the best balance of accuracy and computational efficiency. This book offers a comprehensive introduction to FD and its applications to earthquake motion. Using a systematic tutorial approach, the book requires only undergraduate degree-level mathematics and provides a user-friendly explanation of the relevant theory. It explains FD schemes for solving wave equations and elastodynamic equations of motion in heterogeneous media, and provides an introduction to the rheology of viscoelastic and elastoplastic media. It also presents an advanced FD time-domain method for efficient numerical simulations of earthquake ground motion in realistic complex models of local surface sedimentary structures. Accompanied by a suite of online resources to help put the theory into practice, this is a vital resource for professionals and academic researchers using numerical seismological techniques, and graduate st

This textbook is ideal for a course in engineering systems dynamics and controls. The work is a comprehensive treatment of the analysis of lumped parameter physical systems. Starting with a discussion of mathematical models in general, and ordinary differential equations, the book covers input/output and state space models, computer simulation and modeling methods and techniques in mechanical, electrical, thermal and fluid domains. Frequency domain methods, transfer functions and frequency response are covered in detail. The book concludes with a treatment of stability, feedback control (PID, lead-lag, root locus) and an introduction to discrete time systems. This new edition features many new and expanded sections on such topics as: solving stiff systems, operational amplifiers, electrohydraulic servovalves, using Matlab with transfer functions, using Matlab with frequency response, Matlab tutorial and an expanded Simulink tutorial. The work has 40% more end-of-chapter exercises and 3

This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and

In addition to its central focus on generic chaining, which allows for optimal bounds in Gaussian and Bernoulli processes, this volume on modern stochastic methods includes key applications and a vari

Fully updated and expanded, this new edition presents a cutting-edge summary of planetary rings, including results from Cassini's Saturn System, Equinox and Solstice missions, and the New Horizons flyby of Jupiter. The book introduces basic physical processes and simple mathematical approaches in an accessible manner, including N-body and stochastic models of ring dynamics. Further revised chapters present highlighted topics including Saturn's F ring, Uranus' rings and moons, Neptune's partial rings, dusty rings, and Jupiter's ring-moon system after Galileo and New Horizons. Cassini results are fully integrated throughout, including new images in color, and a new Afterword links ring images in the Cassini 'Hall of Fame' gallery to the relevant explanation in the text. An online cache of images and videos from NASA's collection makes it easy to locate relevant and beautiful illustrative materials. This is a key resource for students, researchers and professionals in planetary science, a