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Titlebook: Stochastic Modeling; Nicolas Lanchier Textbook 2017 Springer International Publishing AG 2017 Martingales.Markov Chains.Poisson Processes.

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Percolation modelsWe now make a U-turn going from dynamical spatially implicit processes in the last two chapters to static spatially explicit percolation models in this chapter. In particular, the actual spatial distance between individuals is no longer ignored and is in fact the key to constructing the models.
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Nicolas LanchierContains 175 exercises including research-oriented problems about special stochastic processes not covered in traditional textbooks.Includes detailed simulation programs of the main models.Covers topi
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Discrete-time Markov chainsxtend the law of large numbers to sequences of nonindependent random variables. The first important results in the more difficult context of countably infinite Markov chains were established 30 years later by Andrey Kolmogorov
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