Blogs about: Stochastic Processes
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Thermodynamics of Small Systems
In a small system fluctuations can not be ignored, experiments can not be repeated. However, it is still desirable to have some understanding over the non-equilibrium behavior of the system. Control P… more →
Randomness
OR and H1N1
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Laura wrote 1 month ago: This is the second of three posts about the INFORMS Annual Meeting. I enjoyed a talk by Dr. Richard … more →
The Pathological Properties of Brownian Motion
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George Lowther wrote 1 month ago: I turn away with fear and horror from the lamentable plague of continuous functions which do not hav … more →
Deterministic decisions vs. Quantum Mechanics
Leo wrote 5 months ago: Today, after finally purchasing all of the educational material for my house and following my usual … more →
on vampires and stochastic processes
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Laura wrote 8 months ago: Welcome vampire enthusiasts! See the response posted on March 31. The movie Twilight came out on DVD … more →
Thermodynamics of Small Systems
Peyman Khorsand wrote 1 year ago: In a small system fluctuations can not be ignored, experiments can not be repeated. However, it is s … more →
Fluctuations in Network Dynamics
Peyman Khorsand wrote 1 year ago: Taken from: “Fluctuations in Network Dynamics”, by M. Argollo de Menezes and A.-L. Barab … more →
inventory rationing and shipment flexibility alternatives for direct market firms, by Cattani and Souza
pureideals wrote 1 year ago: inventory rationing and shipment flexibility alternatives for direct market firms, by Cattani and So … more →
the stochastic knapsack problem revisited: switch-over policies and dynamic pricing, by Lin, Lu and Yao.
pureideals wrote 1 year ago: the stochastic knapsack problem revisited: switch-over policies and dynamic pricing, by Lin, Lu and … more →
CTMC Path Measures
Alexandru wrote 2 years ago: There are many problems in Computer Science where you have to work with the notion of paths for any … more →
CTMC Measures
Alexandru wrote 2 years ago: In previous post I have defined the Continuous Time Markov Chain (CTMC) model. Now it would be inter … more →
Continuous Time Markov Chains
Alexandru wrote 2 years ago: I’m starting a series of articles on well-known stochastic processes denoted by Continuous Tim … more →
Polya Problem
Peyman Khorsand wrote 2 years ago: Consider a dynamical system under the influence of random noise. In such a general setting, the Poly … more →
Random Number Generators
Peyman Khorsand wrote 2 years ago: Generating random numbers is a very challenging task. The result of any algorithm at best will be ps … more →
Ito's Lemma
Peyman Khorsand wrote 2 years ago: Ito’s lemma can be thought as a generalization of Taylor’s expansion to stochastic proce … more →
