
Complex Stochastic Systems
Chapman & Hall/CRC (Publisher)
1st Edition
Published on 9. August 2000
Book
Hardback
306 pages
978-1-58488-158-2 (ISBN)
Description
Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications.
A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references.
Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system.
State Space and Hidden Markov Models by Hans R. Kuenschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics.
Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology.
Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions.
Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds.
Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references.
Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system.
State Space and Hidden Markov Models by Hans R. Kuenschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics.
Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology.
Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions.
Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds.
Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
More details
Language
English
Place of publication
Oxford
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Professional and scholarly
Professional Practice & Development
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 21 mm
Weight
596 gr
ISBN-13
978-1-58488-158-2 (9781584881582)
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Schweitzer Classification
Other editions
Additional editions

O.E. Barndorff-Nielsen | Claudia Kluppelberg
Complex Stochastic Systems
Book
09/2019
1st Edition
Chapman & Hall/CRC
€96.20
Shipment within 15-20 days
Persons
Ole E. Barndorff-Nielsen, David R. Cox, Claudia Klueppelberg
Content
A Primer on Markov Chain Monte Carlo. Causal Inference from Graphical Models. State Space and Hidden Markov Models. Monte Carlo Methods on Genetic Structures. Renormalization of Interacting Diffusions. Stein's Method for Epidemic Processes.