Classical and Spatial Stochastic Processes

Finite Markov Chains.- Random walks on finite graphs.- The first appearance of a pattern.- The ruin problem.- The Ehrenfest chain.- The simple symmetric random walk.- Asymmetric and higher dimension random walks.- Discrete time birth and death chains.- Discrete time branching process.- Recurrence on countable spaces.- Stationary distributions on countable spaces.- The Poisson process.- Continuous time birth and death chains.- Continuous time branching processes.- Percolation.- A cellular automaton.- A branching random walk.- The contact process on a homogeneous tree.- Appendix: A little more probability.- Bibliography.- Index.

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• Ciências da vida: temas gerais
• Matemática aplicada
• Probabilidade e Estatística
• Estocástica

Stochastic processes;Finite Markov chains;Random walks on finite graphs;Ruin problem;Ehrenfest chain;Symmetric random walks;Asymmetric random walks;High dimension random walks;Time branching process;Poisson process;Biological modeling