Journal ArticleDOI
A first course in stochastic processes
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This article is published in Journal of The London Mathematical Society-second Series.The article was published on 1967-01-01. It has received 698 citations till now.read more
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Book
Analytic Combinatorics
TL;DR: This text can be used as the basis for an advanced undergraduate or a graduate course on the subject, or for self-study, and is certain to become the definitive reference on the topic.
Book
Markov Chains and Mixing Times
TL;DR: Markov Chains and Mixing Times as mentioned in this paper is an introduction to the modern approach to the theory of Markov chains and its application in the field of probability theory and linear algebra, where the main goal is to determine the rate of convergence of a Markov chain to the stationary distribution.
Journal ArticleDOI
The variable discharge of cortical neurons: implications for connectivity, computation, and information coding
TL;DR: It is suggested that quantities are represented as rate codes in ensembles of 50–100 neurons, which implies that single neurons perform simple algebra resembling averaging, and that more sophisticated computations arise by virtue of the anatomical convergence of novel combinations of inputs to the cortical column from external sources.
Journal ArticleDOI
Learning, mutation, and long run equilibria in games
TL;DR: In this paper, an evolutionary model with a finite number of players and with stochastic mutations is analyzed, and the expansion and contraction of strategies are linked to their current relative success.
Book
Simulation for the Social Scientist
Nigel Gilbert,Klaus G. Troitzsch +1 more
TL;DR: Social scientists in a wide range of fields will find this book an essential tool for research, particularly in sociology, economics, anthropology, geography, organizational theory, political science, social policy, cognitive psychology and cognitive science, and it will also appeal to computer scientists interested in distributed artificial intelligence, multi-agent systems and agent technologies.
References
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Journal ArticleDOI
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
TL;DR: In this paper, a closed-form solution for the price of a European call option on an asset with stochastic volatility is derived based on characteristi c functions and can be applied to other problems.
Book
Analytic Combinatorics
TL;DR: This text can be used as the basis for an advanced undergraduate or a graduate course on the subject, or for self-study, and is certain to become the definitive reference on the topic.
Book
Markov Chains and Mixing Times
TL;DR: Markov Chains and Mixing Times as mentioned in this paper is an introduction to the modern approach to the theory of Markov chains and its application in the field of probability theory and linear algebra, where the main goal is to determine the rate of convergence of a Markov chain to the stationary distribution.
Journal ArticleDOI
The variable discharge of cortical neurons: implications for connectivity, computation, and information coding
TL;DR: It is suggested that quantities are represented as rate codes in ensembles of 50–100 neurons, which implies that single neurons perform simple algebra resembling averaging, and that more sophisticated computations arise by virtue of the anatomical convergence of novel combinations of inputs to the cortical column from external sources.
Journal ArticleDOI
Learning, mutation, and long run equilibria in games
TL;DR: In this paper, an evolutionary model with a finite number of players and with stochastic mutations is analyzed, and the expansion and contraction of strategies are linked to their current relative success.