Matrix-analytic Methods in Stochastic Models

Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications incorporating aspects of stochastic resonance may yet prove revolutionary in fields such as distributed sensor networks, nano-electronics, and biomedical prosthetics. Ideal for researchers in fields ranging from computational neuroscience through to electronic engineering, this book addresses in detail various theoretical aspects of stochastic quantization, in the context of the suprathreshold stochastic resonance effect. Initial chapters review stochastic resonance and outline some of the controversies and debates that have surrounded it. The book then discusses suprathreshold stochastic resonance, and its extension to more general models of stochastic signal quantization. Finally, it considers various constraints and tradeoffs in the performance of stochastic quantizers, before culminating with a chapter in the application of suprathreshold stochas

This book deals in a concise format with the methods used to develop mathematical models for water and wastewater treatment. It provides a systematic approach to mass balances, transport and transform

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to m

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to m

This textbook describes some of the most effective and straightforward quantitative techniques for modeling Earth surface processes. By emphasizing a core set of equations and solution techniques, the book presents state-of-the-art models currently employed in Earth surface process research, as well as a set of simple but practical research tools. Detailed case studies demonstrate application of the methods to a wide variety of processes including hillslope, fluvial, aeolian, glacial, tectonic, and climatic systems. Exercises at the end of each chapter begin with simple calculations and then progress to more sophisticated problems that require computer programming. All the necessary computer codes are available online at www.cambridge.org/9780521855976. Assuming some knowledge of calculus and basic programming experience, this quantitative textbook is designed for advanced geomorphology courses and as a reference book for professional researchers in Earth and planetary science looking

Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic

This study introduces 'time-specific' analysis of economic processes. Economic processes are conventionally analysed from one point in time to another over a series of time units - days, weeks, or years. By contrast, these time-specific models focus on the temporal character of events within the unit time - their timing, duration, and sequence - utilizing the information that is lost in the macroscopic time perspective of standard economic theory. What time-specific analysis reveals are economic and technological characteristics of goods and services - prices and cost behaviour and temporal mobility or immobility within the unit time - that affect capital productivity and its utilization, optimal schedules of production, work, and consumption, least-cost methods of producing time-shaped outputs, and efficient welfare-maximizing behavior in time-specific, including peak-load, markets.

Although many books currently available describe statistical models and methods for analyzing longitudinal data, they do not highlight connections between various research threads in the statistical l

Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real danger. Is the monkey who typed Hamlet actually a good writer? Choosing a model is central to all statistical work with data. We have seen rapid advances in model fitting and in the theoretical understanding of model selection, yet this book is the first to synthesize research and practice from this active field. Model choice criteria are explained, discussed and compared, including the AIC, BIC, DIC and FIC. The uncertainties involved with model selection are tackled, with discussions of frequentist and Bayesian methods; model averaging schemes are presented. Real-data examples are complemented by derivations providing deeper insight into the methodology, and instructive exercises build familiarity with the methods. The companion website features Data sets and R code.

A definitive, authoritative and up-to-date resource for anyone interested in the theories, models and assessment methods used for understanding the many factes of Human personality and individual dif

A definitive, authoritative and up-to-date resource for anyone interested in the theories, models and assessment methods used for understanding the many factes of Human personality and individual dif

This book treats the classical problem of gravitational physics within Einstein's theory of general relativity. It presents basic principles and equations needed to describe rotating fluid bodies, as well as black holes in equilibrium. It then goes on to deal with a number of analytically tractable limiting cases, placing particular emphasis on the rigidly rotating disc of dust. The book concludes by considering the general case using powerful numerical methods that are applied to various models, including the classical example of equilibrium figures of constant density. Researchers in general relativity, mathematical physics, and astrophysics will find this a valuable reference book on the topic. A related website containing codes for calculating various figures of equilibrium is available at www.cambridge.org/9781107407350.

This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It is divided into four sections featuring articles by experts in the vari

Ecological Models and Data in R is the first truly practical introduction to modern statistical methods for ecology. In step-by-step detail, the book teaches ecology graduate students and researchers

This book develops dynamic economic models using the perspective and analytic framework provided by psychological learning theory. This framework is used to resolve apparent contradictions between optimization theory, which lies at the heart of all modern economic theory, and day-to-day evidence that short-run economic behaviour cannot reasonably be described solely as the outcome of efficiently implemented self-interest. The author applies this viewpoint to a number of problem areas in which literal applications of maximization theory have not usually proved to be satisfactory. These include analyses of decision-making under uncertainty and gambling behaviour, the role of consumer-oriented advertising in influencing behaviour, the persistence of price dispersions in markets, and inflation.

A variety of analytic methods are described and evaluated through such case studies as winners and losers from trade reform in Morocco, the social impact of the Indonesian financial crisis, poverty al

The subject of analysis on Lie groups comprises an eclectic group of topics which can be treated from many different perspectives. This self-contained text concentrates on the perspective of analysis, to the topics and methods of non-commutative harmonic analysis, assuming only elementary knowledge of linear algebra and basic differential calculus. The author avoids unessential technical discussions and instead describes in detail many interesting examples, including formulae which have not previously appeared in book form. Topics covered include the Haar measure and invariant integration, spherical harmonics, Fourier analysis and the heat equation, Poisson kernel, the Laplace equation and harmonic functions. Perfect for advanced undergraduates and graduates in geometric analysis, harmonic analysis and representation theory, the tools developed will also be useful for specialists in stochastic calculation and the statisticians. With numerous exercises and worked examples, the text is i

Markov chains are an important idea, related to random walks, which crops up widely in applied stochastic analysis. They are used, for example, in performance modelling and evaluation of computer networks, queuing networks, and telecommunication systems. The main point of the present book is to provide methods, based on the construction of Lyapunov functions, of determining when a Markov chain is ergodic, null recurrent, or transient. These methods can also be extended to the study of questions of stability. Of particular concern are reflected random walks and reflected Brownian motion. The authors provide not only a self-contained introduction to the theory but also details of how the required Lyapunov functions are constructed in various situations.

In recent years, the study of bone cells and tissues at the cellular and molecular levels in a variety of models has revolutionized the field. In Osteoporosis: Methods and Protocols, leading scientis

This book is a guide to the use of inverse theory for estimation and conditional simulation of flow and transport parameters in porous media. It describes the theory and practice of estimating properties of underground petroleum reservoirs from measurements of flow in wells, and it explains how to characterize the uncertainty in such estimates. Early chapters present the reader with the necessary background in inverse theory, probability and spatial statistics. The book demonstrates how to calculate sensitivity coefficients and the linearized relationship between models and production data. It also shows how to develop iterative methods for generating estimates and conditional realizations. The text is written for researchers and graduates in petroleum engineering and groundwater hydrology, and can be used as a textbook for advanced courses on inverse theory in petroleum engineering. It includes many worked examples to demonstrate the methodologies and a selection of exercises.

This book represents a comprehensive examination of interest-group politics in France. Rather than the narrow case studies usually employed to study group politics, the book focuses on the overall pattern of interaction between interest groups and government. Drawing upon extensive interviews with French interest-group leaders and politicians, Wilson examines the structures and methods of group politics, the perspectives and attitudes of group leaders, and the place of interest groups in the broader pattern of French politics. He concludes that neither of the two major conceptualizations of interest-group/government relations is adequate to explain group politics in France. He suggests that the French state is much more powerful than recognized by these or other models of interest-group politics. Political influence is difficult for groups to develop and, once achieved, is fleeting. Consequently, groups engage in a wide range of activities, some of which are pluralist, others corporati

Currency crises in Europe and Mexico during the 1990s provided stark reminders of the importance and the fragility of international financial markets. These experiences led some commentators to conclude that open international capital markets are incompatible with financial stability. But the pre-1914 gold standard is an obvious challenge to the notion that open capital markets are sources of instability. To deepen our understanding of how this system worked, this volume draws together recent research on the gold standard. Theoretical models are used to guide qualitative discussions of historical experience, while econometric methods are used to help the historical data speak clearly. The result is an overview of the gold standard, a survey of the relevant applied research in international macroeconomics, and a demonstration of how the past can help to inform the present.

Many phenomena in physics, chemistry, and biology can be modelled by spatial random processes. One such process is continuum percolation, which is used when the phenomenon being modelled is made up of individual events that overlap, for example, the way individual raindrops eventually make the ground evenly wet. This is a systematic rigorous account of continuum percolation. Two models, the Boolean model and the random connection model, are treated in detail, and related continuum models are discussed. All important techniques and methods are explained and applied to obtain results on the existence of phase transitions, equality and continuity of critical densities, compressions, rarefaction, and other aspects of continuum models. This self-contained treatment, assuming only familiarity with measure theory and basic probability theory, will appeal to students and researchers in probability and stochastic geometry.

Non-commutative fields (also called skew fields or division rings) have not been studied as thoroughly as their commutative counterparts, and most accounts have hitherto been confined to division algebras - that is skew fields finite dimensional over their centre. Based on the author's LMS lecture note volume Skew Field Constructions, the present work offers a comprehensive account of skew fields. The axiomatic foundation, and a precise description of the embedding problem, is followed by an account of algebraic and topological construction methods, in particular, the author's general embedding theory is presented with full proofs, leading to the construction of skew fields. The powerful coproduct theorem of G. M. Bergman is proved here, as well as the properties of the matrix reduction functor, a useful but little-known construction providing a source of examples and counter-examples. The construction and basic properties of existentially closed skew fields are given, leading to an ex

This book examines the theory of boundary value problems for elliptic systems of partial differential equations, a theory which has many applications in mathematics and the physical sciences. The aim is to 'algebraize' the index theory by means of pseudo-differential operators and methods in the spectral theory of matrix polynomials. This latter theory provides important tools that will enable the student to work efficiently with the principal symbols of the elliptic and boundary operators on the boundary. This book is ideal for use in graduate-level courses on partial differential equations, elliptic systems, pseudo-differential operators and matrix analysis. Since many new methods and results are introduced and used throughout the book, all the theorems are proved in detail, and the methods are well illustrated through numerous examples and exercises.

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

In early modern England, boys and girls learned to be masculine or feminine as they learned to read and write. This 1999 book explores how gender differences, instilled through specific methods of instruction in literacy, were scrutinised in the English public theatre. Close readings of plays from Shakespeare's Love's Labour's Lost to Thomas Dekker's Whore of Babylon, and of poems, didactic treatises and autobiographical writings from the same period, offer a richly textured analysis of the interaction between didactic precepts, literary models, and historical men and women. At the cross-roads between literary studies and social and cultural history, Eve Sanders' research offers insights into poems, plays, and first-person narratives (including works by women writers, such as Mary Sidney and Anne Clifford) and into the social conflicts that shaped individuals as the writers and readers of such texts.

This practical guide to survival data and its analysis for readers with a minimal background in statistics shows why the analytic methods work and how to effectively analyze and interpret epidemiologic and medical survival data with the help of modern computer systems. The introduction presents a review of a variety of statistical methods that are not only key elements of survival analysis but are also central to statistical analysis in general. Techniques such as statistical tests, transformations, confidence intervals, and analytic modeling are presented in the context of survival data but are, in fact, statistical tools that apply to understanding the analysis of many kinds of data. Similarly, discussions of such statistical concepts as bias, confounding, independence, and interaction are presented in the context of survival analysis and also are basic components of a broad range of applications. These topics make up essentially a 'second-year', one-semester biostatistics course in

This practical guide to survival data and its analysis for readers with a minimal background in statistics shows why the analytic methods work and how to effectively analyze and interpret epidemiologic and medical survival data with the help of modern computer systems. The introduction presents a review of a variety of statistical methods that are not only key elements of survival analysis but are also central to statistical analysis in general. Techniques such as statistical tests, transformations, confidence intervals, and analytic modeling are presented in the context of survival data but are, in fact, statistical tools that apply to understanding the analysis of many kinds of data. Similarly, discussions of such statistical concepts as bias, confounding, independence, and interaction are presented in the context of survival analysis and also are basic components of a broad range of applications. These topics make up essentially a 'second-year', one-semester biostatistics course in

Key Concepts in Health Psychology aims to provide the reader with a comprehensive understanding of the key issues, theories, models, and methods in contemporary health psychology. It allows the reade

When is a random network (almost) connected? How much information can it carry? How can you find a particular destination within the network? And how do you approach these questions - and others - when the network is random? The analysis of communication networks requires a fascinating synthesis of random graph theory, stochastic geometry and percolation theory to provide models for both structure and information flow. This book is the first comprehensive introduction for graduate students and scientists to techniques and problems in the field of spatial random networks. The selection of material is driven by applications arising in engineering, and the treatment is both readable and mathematically rigorous. Though mainly concerned with information-flow-related questions motivated by wireless data networks, the models developed are also of interest in a broader context, ranging from engineering to social networks, biology, and physics.

Observations of ocean circulation have increased as a result of international field programmes and of remote sensing systems on artificial earth satellites. Oceanographers are increasingly turning to inverse methods for combining these observations with numerical models of ocean circulation. Professor Bennett's work explores the potential for inverse theory, emphasizing possibilities rather than expedient or rudimentary applications. In addition to interpolating the data and adding realism to the model solutions, the methods can yield estimates for unobserved flow variables, forcing fields, and model parameters. Inverse formulations can resolve ill-posed modelling problems, lead to design criteria for oceanic observing systems, and enable the testing of models as scientific hypothesis. Exercises of varying difficulty rehearse technical skills and supplement the central theoretical development. Thus this book will be invaluable for environmental scientists and engineers, advanced underg

This collection of essays, written between 1975 and 1987, covers the doctrine of analogy; the Trinity; 'theological realism'; the problems of evil and suffering; the doctrine of God, tragedy and Christian life; the doctrine of the atonement, christology, the theology of religions, ecclesiology, discipleship and the so-called theistic 'proofs'. The earlier essays reflect the author's training as a philosopher in the Anglo-American 'analytic' tradition. Later essays have a more explicitly theological focus, and they represent an attempt to come to terms with, and to proceed beyond, this tradition. More importance is attached to issues in hermeneutics and literary and social theory in the later essays. This collection therefore tends to address a wider list of topics than is usual in works of philosophical theology, and it is also distinctive in respect of the methods and approaches used in considering these topics.

Power grids, flexible manufacturing, cellular communications: interconnectedness has consequences. This remarkable book gives the tools and philosophy you need to build network models detailed enough to capture essential dynamics but simple enough to expose the structure of effective control solutions. Core chapters assume only exposure to stochastic processes and linear algebra at undergraduate level; later chapters are for advanced graduate students and researchers/practitioners. This gradual development bridges classical theory with the state-of-the-art. The workload model at the heart of traditional analysis of the single queue becomes a foundation for workload relaxations used in the treatment of complex networks. Lyapunov functions and dynamic programming equations lead to the celebrated MaxWeight policy along with many generalizations. Other topics include methods for synthesizing hedging and safety stocks, stability theory for networks, and techniques for accelerated simulation

The Annual is a ready-make toolkit of ideas, methods, techniques, and models that assist and support your work as an organizational consultant, with an emphasis in the change management area. The mate

This book teaches model-based analysis and model-based testing, with important new ways to write and analyze software specifications and designs, generate test cases, and check the results of test runs. These methods increase the automation in each of these steps, making them more timely, more thorough, and more effective. Using a familiar programming language, testers and analysts will learn to write models that describe how a program is supposed to behave. The authors work through several realistic case studies in depth and detail, using a toolkit built on the C# language and the .NET framework. Readers can also apply the methods in analyzing and testing systems in many other languages and frameworks. Intended for professional software developers including testers, and for university students, this book is suitable for courses on software engineering, testing, specification, or applications of formal methods.

This book teaches model-based analysis and model-based testing, with important new ways to write and analyze software specifications and designs, generate test cases, and check the results of test runs. These methods increase the automation in each of these steps, making them more timely, more thorough, and more effective. Using a familiar programming language, testers and analysts will learn to write models that describe how a program is supposed to behave. The authors work through several realistic case studies in depth and detail, using a toolkit built on the C# language and the .NET framework. Readers can also apply the methods in analyzing and testing systems in many other languages and frameworks. Intended for professional software developers including testers, and for university students, this book is suitable for courses on software engineering, testing, specification, or applications of formal methods.

This book studies the formation of complex societies in prehistoric China during the Neolithic and early state periods, c. 7000–1500 BC. Archaeological materials are interpreted through anthropological perspectives, using systematic analytic methods in settlement and burial patterns. Both agency and process are considered in the development of chiefdoms and in the emergence of early states in the Yellow River region. Interrelationships between factors such as mortuary practice, craft specialization, ritual activities, warfare, exchange of elite goods, climatic fluctuations, and environmental changes are emphasized. This study offers a critical evaluation of current archaeological data from Chinese sources, and argues that, although some general tendencies are noted, social changes were affected by multiple factors in no pre-determined sequence. In this most comprehensive study to date, Li Liu attempts to reconstruct developmental trajectories toward early states in Chinese civilization

Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior

IAU Symposium 240, held in conjunction with the 26th General Assembly of the International Astronomical Union, highlights the latest advances in the field of binary and multiple stars, and was the first major meeting in recent years bringing together members of both the 'wide' and 'close' binary communities. Topics discussed ranged from common proper motion pairs and other 'fragile' binaries to contact binaries and star/brown-dwarf/planet systems, exploring the numerous interests common to all binary star researchers. Highlights included talks on observing binaries using high angular and spectral resolution techniques, the impacts of new and planned large-scale surveys, recent models for binary evolution, new methods for analyzing cataclysmic pairs and disentangling spectra, surveys of extragalactic eclipsing binaries, Doppler tomography and imaging, and binaries as probes of the Galaxy's chemical and dynamical evolution. This volume will be an important reference source for binary sta