Guy Latouche (62 results)

hardcover. Condition: Good. Legacy smart filter userdata3=general (pricing criteria).

hardcover. Condition: Very Good. Legacy smart filter userdata3=general (pricing criteria).

2001 Les Presses de l'Université Laval, 2001. Fort in-broché de 504 p., couverture bristol illustrée. Bon état.

Paperback. Condition: Very Good. 8vo, paperback. Vg+ condition. 846 pp.

Couverture souple. Condition: Très bon. Montréal, hurtubise/HMH, 1976, Coll. Cahiers du Québec, 288 p. Couverture très légèrement défraîchie.code 1188.

Condition: New.

Condition: New.

Condition: New. A brand new book in pristine condition. Showing zero signs of shelf wear, creases, or damage.

Condition: New.

Condition: New. In English.

Condition: New. In English.

Gebunden. Condition: New.

Condition: New.

Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and applications perspective, as well as identify directions for future research.…

Condition: New. pp. 258.

Condition: New. pp. 272.

Taschenbuch. Condition: Neu. Matrix-Analytic Methods in Stochastic Models | Guy Latouche (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xiv | Englisch | 2015 | Springer | EAN 9781489994240 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Hardcover. Condition: new. Hardcover. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. These processes are studied within the Markovian regime-switching framework, which captures dynamic environments characterized by shifts between different states or "regimes"for example, economic cycles, seasonal environmental variations, or short-term surges in activity.The matrix-analytic approach, introduced approximately fifty years ago in the context of classical queueing theory, serves as the foundation for this analysis. This methodology emphasizes the examination of process trajectories over time, drawing insights from the interplay between analytic derivations and their physical or probabilistic interpretations. A central objective of the matrix-analytic framework is to produce solutions that are not only analytically tractable but also amenable to efficient, stable numerical algorithmsfacilitating practical implementation using standard computational tools. This enables both quantitative performance evaluation and qualitative system understanding.Originally developed for telecommunication network modeling, matrix-analytic methods have since found applications across a broad spectrum of disciplines, including risk analysis, branching processes, and epidemiology.This book is the first to offer a systematic application of matrix-analytic techniques to Markov-modulated Brownian motion, filling a gap in the literature and providing a valuable resource for researchers and practitioners alike.The intended audience includes specialists in stochastic processes and their applicationssuch as applied probabilists, actuaries, financial analysts, systems and operations researchers, applied statisticians, and engineers in telecommunications and electrical domains. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardcover. Condition: Brand New. 218 pages. 9.25x6.10x9.49 inches. In Stock.

Hardcover. Condition: Brand New. 256 pages. 9.25x6.25x0.75 inches. In Stock.

Gebundene Ausgabe. Condition: Neu. Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research. Sprache: Englisch Gewicht in Gramm: 524.…

Hardcover. Condition: new. Hardcover. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. These processes are studied within the Markovian regime-switching framework, which captures dynamic environments characterized by shifts between different states or "regimes"for example, economic cycles, seasonal environmental variations, or short-term surges in activity.The matrix-analytic approach, introduced approximately fifty years ago in the context of classical queueing theory, serves as the foundation for this analysis. This methodology emphasizes the examination of process trajectories over time, drawing insights from the interplay between analytic derivations and their physical or probabilistic interpretations. A central objective of the matrix-analytic framework is to produce solutions that are not only analytically tractable but also amenable to efficient, stable numerical algorithmsfacilitating practical implementation using standard computational tools. This enables both quantitative performance evaluation and qualitative system understanding.Originally developed for telecommunication network modeling, matrix-analytic methods have since found applications across a broad spectrum of disciplines, including risk analysis, branching processes, and epidemiology.This book is the first to offer a systematic application of matrix-analytic techniques to Markov-modulated Brownian motion, filling a gap in the literature and providing a valuable resource for researchers and practitioners alike.The intended audience includes specialists in stochastic processes and their applicationssuch as applied probabilists, actuaries, financial analysts, systems and operations researchers, applied statisticians, and engineers in telecommunications and electrical domains. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condition: Sehr gut. Zustand: Sehr gut | Seiten: 272 | Sprache: Englisch | Produktart: Bücher | Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.…

Hardcover. Condition: new. Hardcover. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. These processes are studied within the Markovian regime-switching framework, which captures dynamic environments characterized by shifts between different states or "regimes"for example, economic cycles, seasonal environmental variations, or short-term surges in activity.The matrix-analytic approach, introduced approximately fifty years ago in the context of classical queueing theory, serves as the foundation for this analysis. This methodology emphasizes the examination of process trajectories over time, drawing insights from the interplay between analytic derivations and their physical or probabilistic interpretations. A central objective of the matrix-analytic framework is to produce solutions that are not only analytically tractable but also amenable to efficient, stable numerical algorithmsfacilitating practical implementation using standard computational tools. This enables both quantitative performance evaluation and qualitative system understanding.Originally developed for telecommunication network modeling, matrix-analytic methods have since found applications across a broad spectrum of disciplines, including risk analysis, branching processes, and epidemiology.This book is the first to offer a systematic application of matrix-analytic techniques to Markov-modulated Brownian motion, filling a gap in the literature and providing a valuable resource for researchers and practitioners alike.The intended audience includes specialists in stochastic processes and their applicationssuch as applied probabilists, actuaries, financial analysts, systems and operations researchers, applied statisticians, and engineers in telecommunications and electrical domains. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Condition: New.

Condition: New.

Condition: As New. Unread book in perfect condition.

Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book explores regime-switching Brownian motion, a class of stochastic processes widely used in fields such as mathematical finance, risk theory, queueing theory, and epidemiological modeling. These processes are studied within the Markovian regime-switching framework, which captures dynamic environments characterized by shifts between different states or 'regimes' for example, economic cycles, seasonal environmental variations, or short-term surges in activity.The matrix-analytic approach, introduced approximately fifty years ago in the context of classical queueing theory, serves as the foundation for this analysis. This methodology emphasizes the examination of process trajectories over time, drawing insights from the interplay between analytic derivations and their physical or probabilistic interpretations. A central objective of the matrix-analytic framework is to produce solutions that are not only analytically tractable but also amenable to efficient, stable numerical algorithms facilitating practical implementation using standard computational tools. This enables both quantitative performance evaluation and qualitative system understanding.Originally developed for telecommunication network modeling, matrix-analytic methods have since found applications across a broad spectrum of disciplines, including risk analysis, branching processes, and epidemiology.This book is the first to offer a systematic application of matrix-analytic techniques to Markov-modulated Brownian motion, filling a gap in the literature and providing a valuable resource for researchers and practitioners alike.The intended audience includes specialists in stochastic processes and their applications such as applied probabilists, actuaries, financial analysts, systems and operations researchers, applied statisticians, and engineers in telecommunications and electrical domains. Readers are expected to have a background in advanced undergraduate calculus, linear algebra, and introductory stochastic processes.…

Condition: As New. Unread book in perfect condition.

Condition: As New. Unread book in perfect condition.