Bayesian analysis of stochastic process models / (Record no. 11572)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 06381cam a2200685 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn775099472 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171224113825.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120202s2012 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2012004782 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | DLC |
| Modifying agency | N$T |
| -- | DG1 |
| -- | CUS |
| -- | OCLCF |
| -- | MERUC |
| -- | OCLCQ |
| -- | DEBBG |
| 019 ## - | |
| -- | 793103956 |
| -- | 794822653 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470975923 |
| Qualifying information | (Adobe PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 047097592X |
| Qualifying information | (Adobe PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118304037 |
| Qualifying information | (ePub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118304039 |
| Qualifying information | (ePub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118304204 |
| Qualifying information | (MobiPocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118304209 |
| Qualifying information | (MobiPocket) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470975916 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470975911 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780470744536 |
| Qualifying information | (hardback) |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000048545199 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15351430 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043394076 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)775099472 |
| Canceled/invalid control number | (OCoLC)793103956 |
| -- | (OCoLC)794822653 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 10.1002/9780470975916 |
| Source of stock number/acquisition | Wiley InterScience |
| Note | http://www3.interscience.wiley.com |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA279.5 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029010 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5/42 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | MAT029010 |
| Source of number | bisacsh |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ruggeri, Fabrizio. |
| 245 10 - TITLE STATEMENT | |
| Title | Bayesian analysis of stochastic process models / |
| Statement of responsibility, etc | Fabrizio Ruggeri, Michael P. Wiper, David Rios Insua. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Hoboken, New Jersey : |
| Name of publisher, distributor, etc | Wiley, |
| Date of publication, distribution, etc | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | unmediated |
| -- | n |
| -- | rdamedia |
| 338 ## - | |
| -- | volume |
| -- | nc |
| -- | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "This book provides analysis of stochastic processes from a Bayesian perspective with coverage of the main classes of stochastic processing, including modeling, computational, inference, prediction, decision-making and important applied models based on stochastic processes. In offers an introduction of MCMC and other statistical computing machinery that have pushed forward advances in Bayesian methodology. Addressing the growing interest for Bayesian analysis of more complex models, based on stochastic processes, this book aims to unite scattered information into one comprehensive and reliable volume"-- |
| -- | Provided by publisher. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "A unique book on Bayesian analyses of stochastic process based models"-- |
| -- | Provided by publisher. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 500 ## - GENERAL NOTE | |
| General note | Machine generated contents note: Preface 1 Stochastic Processes 11 1.1 Introduction 11 1.2 Key Concepts in Stochastic Processes 11 1.3 Main Classes of Stochastic Processes 16 1.4 Inference, Prediction and Decision Making 21 1.5 Discussion 23 2 Bayesian Analysis 27 2.1 Introduction 27 2.2 Bayesian Statistics 28 2.3 Bayesian Decision Analysis 37 2.4 Bayesian Computation 39 2.5 Discussion 51 3 Discrete Time Markov Chains 61 3.1 Introduction 61 3.2 Important Markov Chain Models 62 3.3 Inference for First Order Chains 66 3.4 Special Topics 76 3.5 Case Study: Wind Directions at Gij́on 87 3.6 Markov Decision Processes 94 3.7 Discussion 97 4 Continuous Time Markov Chains and Extensions 105 4.1 Introduction 105 4.2 Basic Setup and Results 106 4.3 Inference and Prediction for CTMCs 108 4.4 Case Study: Hardware Availability through CTMCs 112 4.5 Semi-Markovian Processes 118 4.6 Decision Making with Semi-Markovian Decision Processes 122 4.7 Discussion 128 5 Poisson Processes and Extensions 133 5.1 Introduction 133 5.2 Basics on Poisson Processes 134 5.3 Homogeneous Poisson Processes 138 5.4 Nonhomogeneous Poisson Processes 147 5.5 Compound Poisson Processes 153 5.6 Further Extensions of Poisson Processes 154 5.7 Case Study: Earthquake Occurrences 157 5.8 Discussion 162 6 Continuous Time Continuous Space Processes 169 6.1 Introduction 169 6.2 Gaussian Processes 170 6.3 Brownian Motion and Fractional Brownian Motion 174 6.4 Dilusions 181 6.5 Case Study: Prey-predator Systems 184 6.6 Discussion 190 7 Queueing Analysis 201 7.1 Introduction 201 7.2 Basic Queueing Concepts 201 7.3 The Main Queueing Models 204 7.4 Inference for Queueing Systems 208 7.5 Inference for M=M=1 Systems 209 7.6 Inference for Non Markovian Systems 220 7.7 Decision Problems in Queueing Systems 229 7.8 Case Study: Optimal Number of Beds in a Hospital 230 7.9 Discussion 235 8 Reliability 245 8.1 Introduction 245 8.2 Basic Reliability Concepts 246 8.3 Renewal Processes 249 8.4 Poisson Processes 251 8.5 Other Processes 259 8.6 Maintenance 262 8.7 Case Study: Gas Escapes 263 8.8 Discussion 271 9 Discrete Event Simulation 279 9.1 Introduction 279 9.2 Discrete Event Simulation Methods 280 9.3 A Bayesian View of DES 283 9.4 Case Study: A G=G=1 Queueing System 286 9.5 Bayesian Output Analysis 288 9.6 Simulation and Optimization 292 9.7 Discussion 294 10 Risk Analysis 301 10.1 Introduction 301 10.2 Risk Measures 302 10.3 Ruin Problems 316 10.4 Case Study: Ruin Probability Estimation 320 10.5 Discussion 327 Appendix A Main Distributions 337 Appendix B Generating Functions and the Laplace-Stieltjes Transform 347 Index. |
| 588 0# - | |
| -- | Print version record and CIP data provided by publisher. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Front Matter -- Basic Concepts and Tools. Stochastic Processes -- Bayesian Analysis -- Models. Discrete Time Markov Chains and Extensions -- Continuous Time Markov Chains and Extensions -- Poisson Processes and Extensions -- Continuous Time Continuous Space Processes -- Applications. Queueing Analysis -- Reliability -- Discrete Event Simulation -- Risk Analysis -- Appendix A: Main Distributions -- Appendix B: Generating Functions and the Laplace₆Stieltjes Transform -- Index -- Wiley Series in Probability and Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bayesian statistical decision theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | Bayesian Analysis. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bayesian statistical decision theory. |
| Source of heading or term | fast |
| -- | (OCoLC)fst00829019 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01133519 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Wiper, Michael P. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ríos Insua, David, |
| Dates associated with a name | 1964- |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Ruggeri, Fabrizio. |
| Title | Bayesian analysis of stochastic process models. |
| Place, publisher, and date of publication | Hoboken, New Jersey : Wiley, 2012 |
| International Standard Book Number | 9780470744536 |
| Record control number | (DLC) 2012000092 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://onlinelibrary.wiley.com/book/10.1002/9780470975916">http://onlinelibrary.wiley.com/book/10.1002/9780470975916</a> |
| Public note | Wiley Online Library |
| 938 ## - | |
| -- | EBSCOhost |
| -- | EBSC |
| -- | 443018 |
| 994 ## - | |
| -- | 92 |
| -- | DG1 |
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