05723nam 2200805 a 450 991081735510332120240401164208.0978111861793911186179329781118618059111861805X9781118629857111862985X(CKB)2550000001111833(EBL)1368912(SSID)ssj0001034045(PQKBManifestationID)11625333(PQKBTitleCode)TC0001034045(PQKBWorkID)11007550(PQKB)11192892(DLC) 2013017918(Au-PeEL)EBL1368912(CaPaEBR)ebr10748669(CaONFJC)MIL511725(PPN)179863703(FR-PaCSA)88819096(MiAaPQ)EBC1368912(OCoLC)842307629(FRCYB88819096)88819096(Perlego)1001723(EXLCZ)99255000000111183320130430d2013 uy 0engur|n|---|||||txtccrElements of random walk and diffusion processes /Oliver C. Ibe1st ed.Hoboken, N.J. John Wiley & Sons, Inc.20131 online resource (278 p.)Wiley series in operations research and management scienceDescription based upon print version of record.9781118618097 1118618092 9781299804746 1299804748 Includes bibliographical references and index.Elements of Random Walk and Diffusion Processes; Copyright; Contents; Preface; Acknowledgments; 1 Review of Probability Theory; 1.1 Introduction; 1.2 Random Variables; 1.2.1 Distribution Functions; 1.2.2 Discrete Random Variables; 1.2.3 Continuous Random Variables; 1.2.4 Expectations; 1.2.5 Moments of Random Variables and the Variance; 1.3 Transform Methods; 1.3.1 The Characteristic Function; 1.3.2 Moment-Generating Property of the Characteristic Function; 1.3.3 The s-Transform; 1.3.4 Moment-Generating Property of the s-Transform; 1.3.5 The z-Transform1.3.6 Moment-Generating Property of the z-Transform1.4 Covariance and Correlation Coefficient; 1.5 Sums of Independent Random Variables; 1.6 Some Probability Distributions; 1.6.1 The Bernoulli Distribution; 1.6.2 The Binomial Distribution; 1.6.3 The Geometric Distribution; 1.6.4 The Poisson Distribution; 1.6.5 The Exponential Distribution; 1.6.6 Normal Distribution; 1.7 Limit Theorems; 1.7.1 Markov Inequality; 1.7.2 Chebyshev Inequality; 1.7.3 Laws of Large Numbers; 1.7.4 The Central Limit Theorem; Problems; 2 Overview of Stochastic Processes; 2.1 Introduction2.2 Classification of Stochastic Processes2.3 Mean and Autocorrelation Function; 2.4 Stationary Processes; 2.4.1 Strict-Sense Stationary Processes; 2.4.2 Wide-Sense Stationary Processes; 2.5 Power Spectral Density; 2.6 Counting Processes; 2.7 Independent Increment Processes; 2.8 Stationary Increment Process; 2.9 Poisson Processes; 2.9.1 Compound Poisson Process; 2.10 Markov Processes; 2.10.1 Discrete-Time Markov Chains; 2.10.2 State Transition Probability Matrix; 2.10.3 The k-Step State Transition Probability; 2.10.4 State Transition Diagrams; 2.10.5 Classification of States2.10.6 Limiting-State Probabilities2.10.7 Doubly Stochastic Matrix; 2.10.8 Continuous-Time Markov Chains; 2.10.9 Birth and Death Processes; 2.11 Gaussian Processes; 2.12 Martingales; 2.12.1 Stopping Times; Problems; 3 One-Dimensional Random Walk; 3.1 Introduction; 3.2 Occupancy Probability; 3.3 Random Walk as a Markov Chain; 3.4 Symmetric Random Walk as a Martingale; 3.5 Random Walk with Barriers; 3.6 Mean-Square Displacement; 3.7 Gambler's Ruin; 3.7.1 Ruin Probability; 3.7.2 Alternative Derivation of Ruin Probability; 3.7.3 Duration of a Game; 3.8 Random Walk with Stay3.9 First Return to the Origin3.10 First Passage Times for Symmetric Random Walk; 3.10.1 First Passage Time via the Generating Function; 3.10.2 First Passage Time via the Reflection Principle; 3.10.3 Hitting Time and the Reflection Principle; 3.11 The Ballot Problem and the Reflection Principle; 3.11.1 The Conditional Probability Method; 3.12 Returns to the Origin and the Arc-Sine Law; 3.13 Maximum of a Random Walk; 3.14 Two Symmetric Random Walkers; 3.15 Random Walk on a Graph; 3.15.1 Proximity Measures; 3.15.2 Directed Graphs; 3.15.3 Random Walk on an Undirected Graph3.15.4 Random Walk on a Weighted Graph"Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. It covers standard methods and applications of Brownian motion and discusses Levy motion; addresses fractional calculus; introduces percolation theory and its relationship to diffusion processes; and more"--Provided by publisher.Wiley Series in Operations Research and Management ScienceRandom walks (Mathematics)Diffusion processesRandom walks (Mathematics)Diffusion processes.519.2/82MAT003000bisacshIbe Oliver C(Oliver Chukwudi),1947-522175MiAaPQMiAaPQMiAaPQBOOK9910817355103321Elements of random walk and diffusion processes4034004UNINA03724oam 2200685zu 450 991013137670332120250709222556.09782859448714285944871310.4000/books.psorbonne.2441(CKB)3710000000490517(SSID)ssj0001553202(PQKBManifestationID)16171667(PQKBTitleCode)TC0001553202(PQKBWorkID)12500943(PQKB)10632916(FrMaCLE)OB-psorbonne-2441(oapen)https://directory.doabooks.org/handle/20.500.12854/52142(PPN)189313994(FR-PaCSA)88936313(FRCYB88936313)88936313(oapen)doab52142(EXLCZ)99371000000049051720160829d2010 uy freuu||||||m||||txtccrL'Arabie marchande : État et commerce sous les sultans Rasūlides du Yémen, 626-858/1229-1454Éditions de la Sorbonne2010[Place of publication not identified]Publications de la Sorbonne20101 online resource (870 p.) Bibliotháeque historique des pays d'islam L'Arabie marchande Bibliographic Level Mode of Issuance: Monograph9782859446376 2859446370 Durant les derniers siècles du Moyen Âge, Aden, grand port du Sud de l'Arabie, solidement arrimé aux pans d'un volcan insulaire, occupa une place exceptionnelle sur la route des épices, entre Orient et Occident. Escale essentielle pour les navires, où se croisaient marchands et produits les plus recherchés, relais majeur de la propagation de l'islam dans l'aire indo-océanique, Aden fut la pièce maîtresse d'une politique de vaste ampleur, menée avec obstination par les sultans rasulides du Yémen. Fondée en 1229, la dynastie rasūlide imposa en effet jusqu'en 1454 son autorité et son hégémonie sur l'ensemble du Sud de la péninsule Arabique. Dominant la mer Rouge, craint et respecté par les tribus de l'Arabie et les puissances riveraines de l'océan Indien, l'État rasūlide eut une longévité remarquable en construisant pour partie sa réussite sur l'ouverture de l'Arabie au grand commerce : des rivages d'Aden aux citadelles du Yémen, des portes de La Mekke aux marchés d'Alexandrie, des routes de l'Abyssinie aux vaisseaux de l'Inde. L'histoire du grand commerce oriental et celle du Yémen médiéval ont été longtemps écrites l'une sans l'autre, l'étude d'Éric Vallet permet enfin de les confronter. Abondamment nourrie par des sources originales – archives administratives et fiscales rasulides récemment découvertes –, et des corpus peu connus – l'historiographie du Yémen et de La Mekke –, cette somme érudite met en lumière les ambitions et les conflits qui animèrent l'un des coeurs de l'économie mondiale à la fin du Moyen Âge.CommerceHILCCBusiness & EconomicsHILCCLocal CommerceHILCCArab countriesCommerceHistoryYemen, SouthCommerceHistoryArabiesultans rasūlidesAdenEtatimpôtYémenportscommerce maritimeCommerceBusiness & EconomicsLocal CommerceVallet Eric927631PQKBBOOK9910131376703321L'Arabie marchande : État et commerce sous les sultans Rasūlides du Yémen, 626-8582084092UNINA