Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
Pierre Del Moral
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Description for Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
paperback. Series: Probability and its Applications. Num Pages: 574 pages, 6 black & white illustrations, biography. BIC Classification: PBT; PBW. Category: (P) Professional & Vocational. Dimension: 232 x 144 x 32. Weight in Grams: 842.
The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in engi neering science, such as signal processing, telecommunications, and network analysis. Over the last decade, this subject has matured in ways that make it more complete and beautiful to learn and to use. The objective of this book is to provide a detailed and self-contained discussion on these connec tions and the different aspects of this subject. Although particle ... Read more
The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in engi neering science, such as signal processing, telecommunications, and network analysis. Over the last decade, this subject has matured in ways that make it more complete and beautiful to learn and to use. The objective of this book is to provide a detailed and self-contained discussion on these connec tions and the different aspects of this subject. Although particle ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer United States
Number of pages
574
Condition
New
Series
Probability and its Applications
Number of Pages
556
Place of Publication
New York, NY, United States
ISBN
9781441919021
SKU
V9781441919021
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
From the reviews: "I also recommend this book as informal reading for anyone intersted in the subject, preferably with a strong background in Markov processes; in particular, for someone also familiar with one of the many fields to which the book applies Feynman-Kac models. The book is entertaining and informative." Journal of the American Statistical Association, December 2005 ... Read more