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Author : Moshe Pollak
Publisher :
ISBN 13 :
Total Pages : 92 pages
Book Rating : 4.:/5 (69 download)
Download or read book Asymptotic Problems Related to Boundary Crossing of One-dimensional Shifted Brownian Motion written by Moshe Pollak and published by . This book was released on 1973 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Mörters
Publisher : Cambridge University Press
ISBN 13 : 1139486578
Total Pages : pages
Book Rating : 4.1/5 (394 download)
Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Author : Gregory F. Lawler
Publisher : American Mathematical Soc.
ISBN 13 : 0821848291
Total Pages : 170 pages
Book Rating : 4.8/5 (218 download)
Download or read book Random Walk and the Heat Equation written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 2010-11-22 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Author : David Aldous
Publisher : Springer
ISBN 13 : 9781441930880
Total Pages : 0 pages
Book Rating : 4.9/5 (38 download)
Download or read book Probability Approximations via the Poisson Clumping Heuristic written by David Aldous and published by Springer. This book was released on 2010-12-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sample paths have local maxima but not points of increase, and how nearly do they have points of increase? Given two long strings of letters drawn i. i. d. from a finite alphabet, how long is the longest consecutive (resp. non-consecutive) substring appearing in both strings? If an imaginary particle performs a simple random walk on the vertices of a high-dimensional cube, how long does it take to visit every vertex? If a particle moves under the influence of a potential field and random perturbations of velocity, how long does it take to escape from a deep potential well? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey? If you take a large i. i. d. sample from a 2-dimensional rotationally-invariant distribution, what is the maximum over all half-spaces of the deviation between the empirical and true distributions? These questions cover a wide cross-section of theoretical and applied probability. The common theme is that they all deal with maxima or min ima, in some sense.
Author : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nira Ilsar
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.F/5 ( download)
Download or read book ביבליוגרפיה של עבודות דוקטור במדעי הרוח והחברה שנכתבו באוניברסיטאות ישראל written by Nira Ilsar and published by . This book was released on 1992 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Herbert Robbins
Publisher : Springer
ISBN 13 : 1461251109
Total Pages : 530 pages
Book Rating : 4.4/5 (612 download)
Download or read book Selected Papers written by Herbert Robbins and published by Springer. This book was released on 2012-12-06 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to reprint, on the occasion of his seventieth birthday, some of his most outstanding research. In making selections for reprinting we have tried to keep in mind three potential audiences: (1) the historian who would like to know Robbins' seminal role in stimulating a substantial proportion of current research in mathematical statistics; (2) the novice who would like a readable, conceptually oriented introduction to these subjects; and (3) the expert who would like to have useful reference material in a single collection. In many cases the needs of the first two groups can be met simulta neously. A distinguishing feature of Robbins' research is its daring originality, which literally creates new specialties for subsequent generations of statisticians to explore. Often these seminal papers are also models of exposition serving to introduce the reader, in the simplest possible context, to ideas that are important for contemporary research in the field. An example is the paper of Robbins and Monro which initiated the subject of stochastic approximation. We have also attempted to provide some useful guidance to the literature in various subjects by supplying additional references, particularly to books and survey articles, with some remarks about important developments in these areas.
Author :
Publisher :
ISBN 13 :
Total Pages : 490 pages
Book Rating : 4.3/5 (91 download)
Download or read book Index of Mathematical Papers written by and published by . This book was released on 1972 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1492 pages
Book Rating : 4.U/5 (183 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1966 with total page 1492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruce E. Trumbo
Publisher :
ISBN 13 :
Total Pages : 582 pages
Book Rating : 4.3/5 (91 download)
Download or read book Cumulative Index to IMS Scientific Journals, 1960-1989 written by Bruce E. Trumbo and published by . This book was released on 1990 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roman Vershynin
Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)
Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : Rick Durrett
Publisher : Cambridge University Press
ISBN 13 : 113949113X
Total Pages : pages
Book Rating : 4.1/5 (394 download)
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Author : Christopher J. Bishop
Publisher : Cambridge University Press
ISBN 13 : 1107134110
Total Pages : 415 pages
Book Rating : 4.1/5 (71 download)
Download or read book Fractals in Probability and Analysis written by Christopher J. Bishop and published by Cambridge University Press. This book was released on 2017 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.
Author :
Publisher :
ISBN 13 :
Total Pages : 696 pages
Book Rating : 4.3/5 (91 download)
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1985 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Revuz
Publisher : Springer Science & Business Media
ISBN 13 : 3662064006
Total Pages : 608 pages
Book Rating : 4.6/5 (62 download)
Download or read book Continuous Martingales and Brownian Motion written by Daniel Revuz and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
Author : Arild O. Gautestad
Publisher : Dog Ear Publishing
ISBN 13 : 1457541807
Total Pages : 337 pages
Book Rating : 4.4/5 (575 download)
Download or read book ANIMAL SPACE USE written by Arild O. Gautestad and published by Dog Ear Publishing. This book was released on 2015-11-30 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: Animal space use is complex, both from the individual and the population perspective. Spatial memory leads to site fidelity, emergence of home ranges, and multi-scaled use of the environment, and attraction to conspecifics—another memory-dependent property—contributes to population survival by counteracting decline in local abundance from unconstrained dispersal. However, memory effects, multi-scaled space use, and intra-specific cohesion present deep theoretical challenges for biophysical modelling. Animal Space Use presents a range of system descriptors, model designs, and simulations; intrinsic properties from memory and scaling are illustrated in detail, and classical models are scrutinized with respect to compliance with real data. The presentations of concepts are geared towards a broad audience of researchers and students with interest in animal space use. A joint effort between biologists, physicists, and statisticians is now on track to provide a more coherent theory for ecological inference—with a potential for stronger predictive power of ecological models than from more classical approaches. In Animal Space Use, Dr. Arild Gautestad advocates that an extension of the biophysical frame of reference may be needed to understand systems that express intrinsic complexity from the combined effects of scaling and memory. Any scientist in the field of animal ecology should stay abreast of the rapidly developing theory and applications of complex biophysics. This bold, provocative book provides an overview, a critical evaluation of existing concepts, and a wide range of theoretical proposals to resolve present challenges.
Author :
Publisher :
ISBN 13 :
Total Pages : 1118 pages
Book Rating : 4.3/5 (91 download)
Download or read book Physics Briefs written by and published by . This book was released on 1994 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt:
