Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Asymptotic Laws And Methods In Stochastics
Download Asymptotic Laws And Methods In Stochastics full books in PDF, epub, and Kindle. Read online Asymptotic Laws And Methods In Stochastics ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Asymptotic Laws and Methods in Stochastics by : Donald Dawson
Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Book Synopsis Asymptotic Methods in Stochastics by : M. Csörgö
Download or read book Asymptotic Methods in Stochastics written by M. Csörgö and published by American Mathematical Soc.. This book was released on 2004 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Book Synopsis Asymptotic Methods in the Theory of Stochastic Differential Equations by : A. V. Skorokhod
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by A. V. Skorokhod and published by American Mathematical Soc.. This book was released on 2009-01-07 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.
Book Synopsis Asymptotic Methods in the Theory of Stochastic Differential Equations by : A. V. Skorokhod
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by A. V. Skorokhod and published by American Mathematical Soc.. This book was released on 2009-01-07 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Author :Anatoliĭ Vladimirovich Skorokhod Publisher :Amer Mathematical Society ISBN 13 :9780821845318 Total Pages :339 pages Book Rating :4.8/5 (453 download)
Book Synopsis Asymptotic Methods in the Theory of Stochastic Differential Equations by : Anatoliĭ Vladimirovich Skorokhod
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by Anatoliĭ Vladimirovich Skorokhod and published by Amer Mathematical Society. This book was released on 1989 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations by : Grigorij Kulinich
Download or read book Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations written by Grigorij Kulinich and published by Springer. This book was released on 2020-07-22 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Itô's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability.
Book Synopsis The Invariance of Asymptotic Laws of Stochastic Systems Under Discretization by : Henri Schurz
Download or read book The Invariance of Asymptotic Laws of Stochastic Systems Under Discretization written by Henri Schurz and published by . This book was released on 1996 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Statistical Methods for Stochastic Processes by : I︠U︡. N. Linʹkov
Download or read book Asymptotic Statistical Methods for Stochastic Processes written by I︠U︡. N. Linʹkov and published by American Mathematical Soc.. This book was released on with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration. Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of asymptotic distinguishability between families of hypotheses are introduced. The types are characterized in terms of likelihood ratio, Hellinger integral of order $\epsilon$, Kakutani-Hellinger distance, and the distance in variation between hypothetical measures, etc. The results in Chapter 2 are used in Chapter 3 in statistical experiments generated by observations of semimartingales. Chapter 4 applies the general limit theorems on asymptotic properties of maximum likelihood and Bayes estimates obtained by Ibragimov and Has'minskii for observations of an arbitrary nature to observations of semimartingales. In Chapter 5, an unknown parameter is assumed to be random, and under this condition, certain information-theoretic problems of estimation of parameters are considered. This English edition includes an extensive list of references and revised bibliographical notes.
Book Synopsis Introduction to Asymptotic Methods by : David Y. Gao
Download or read book Introduction to Asymptotic Methods written by David Y. Gao and published by CRC Press. This book was released on 2006-05-03 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the theoretical methods for solving many problems of applied mathematics, physics, and technology, asymptotic methods often provide results that lead to obtaining more effective algorithms of numerical evaluation. Presenting the mathematical methods of perturbation theory, Introduction to Asymptotic Methods reviews the most important m
Book Synopsis Statistical Methods for Stochastic Differential Equations by : Mathieu Kessler
Download or read book Statistical Methods for Stochastic Differential Equations written by Mathieu Kessler and published by CRC Press. This book was released on 2012-05-17 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions. Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.
Book Synopsis Asymptotic Statistical Methods for Stochastic Processes by :
Download or read book Asymptotic Statistical Methods for Stochastic Processes written by and published by . This book was released on 2000 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration. Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of.
Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Book Synopsis Boundary and Interior Layers, Computational and Asymptotic Methods - BAIL 2014 by : Petr Knobloch
Download or read book Boundary and Interior Layers, Computational and Asymptotic Methods - BAIL 2014 written by Petr Knobloch and published by Springer. This book was released on 2016-04-19 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume offers contributions reflecting a selection of the lectures presented at the international conference BAIL 2014, which was held from 15th to 19th September 2014 at the Charles University in Prague, Czech Republic. These are devoted to the theoretical and/or numerical analysis of problems involving boundary and interior layers and methods for solving these problems numerically. The authors are both mathematicians (pure and applied) and engineers, and bring together a large number of interesting ideas. The wide variety of topics treated in the contributions provides an excellent overview of current research into the theory and numerical solution of problems involving boundary and interior layers.
Book Synopsis Asymptotic Mean-square Stability of Two-step Methods for Stochastic Differential Equations by : E. Buckwar
Download or read book Asymptotic Mean-square Stability of Two-step Methods for Stochastic Differential Equations written by E. Buckwar and published by . This book was released on 2004 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations by : Anatoli? Mikha?lovich Samo?lenko
Download or read book Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations written by Anatoli? Mikha?lovich Samo?lenko and published by World Scientific. This book was released on 2011 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.
Book Synopsis Asymptotics of Elliptic and Parabolic PDEs by : David Holcman
Download or read book Asymptotics of Elliptic and Parabolic PDEs written by David Holcman and published by Springer. This book was released on 2018-05-25 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial differential equations arising in biological and physical sciences. In more detail, the book presents the analytic methods and tools for approximating solutions of mixed boundary value problems, with particular emphasis on the narrow escape problem. Informed throughout by real-world applications, the book includes topics such as the Fokker-Planck equation, boundary layer analysis, WKB approximation, applications of spectral theory, as well as recent results in narrow escape theory. Numerical and stochastic aspects, including mean first passage time and extreme statistics, are discussed in detail and relevant applications are presented in parallel with the theory. Including background on the classical asymptotic theory of differential equations, this book is written for scientists of various backgrounds interested in deriving solutions to real-world problems from first principles.
Book Synopsis Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms by : Dmitri Koroliouk
Download or read book Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms written by Dmitri Koroliouk and published by John Wiley & Sons. This book was released on 2023-07-26 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book illustrates a number of asymptotic and analytic approaches applied for the study of random evolutionary systems, and considers typical problems for specific examples. In this case, constructive mathematical models of natural processes are used, which more realistically describe the trajectories of diffusion-type processes, rather than those of the Wiener process. We examine models where particles have some free distance between two consecutive collisions. At the same time, we investigate two cases: the Markov evolutionary system, where the time during which the particle moves towards some direction is distributed exponentially with intensity parameter λ; and the semi-Markov evolutionary system, with arbitrary distribution of the switching process. Thus, the models investigated here describe the motion of particles with a finite speed and the proposed random evolutionary process with characteristics of a natural physical process: free run and finite propagation speed. In the proposed models, the number of possible directions of evolution can be finite or infinite.
