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Stochastic Modeling of Scientific Data

Handbook / Manual

By: P Guttorp

372 pages, Figs, tabs

Hardback | Dec 1995 | #43285 | ISBN: 0412992817
Availability: Usually dispatched within 6 days Details
NHBS Price: £79.99 $102/€87 approx

About this book

Covers the more standard models in applied probability, as well as some not so common, such as hidden Markov models, Markov random fields, and point processes.

The author's lucid presentation of his material together with this very great number of applications from life sciences, make this an excellent buy for only thirty pounds for every biometrician. -Biometrics "When it comes to introducing Markov chains, everyone talks about the weather but nobody does anything about getting real data. In this book, though, we get not only the pattern of rainfall in Snoqualmie Falls, Washington, but wind directions in South Africa, and interarrival times of cyclones in the bay of Bengal. The objecive is to provide an introduction to stochastic processes suited to those who while not necessarily shy of mathematics, are primarily interested in problems with the flavor of real life...still, even hard-bitten mathematical probabilists may find new insights in this insistently realistic approach." -Zentralblatt fur Mathematik


Table of contents; Discrete time Markov chains; Continuous time Markov chains; Markov random fields; Point processes; Brownian motion and diffusion; Appendix 1: Statistical theory for the multinomial distribution; Appendix 2: Linear difference equations with constant coefficients; Appendix 3: Some theory of partial differential equations.

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