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Author : I︠U︡riĭ Vladimirovich Linnik
Publisher :
ISBN 13 :
Total Pages : 398 pages
Book Rating : 4.3/5 (91 download)
Download or read book Decomposition of Random Variables and Vectors written by I︠U︡riĭ Vladimirovich Linnik and published by . This book was released on 1977 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jurij V. Linnik
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (164 download)
Download or read book Decomposition of random variables and vectors (Razloženija slučajnych veličim i vektorov, engl.) By Ju.V. Linnik and I.V. Ostrovskii written by Jurij V. Linnik and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark M. Meerschaert
Publisher : John Wiley & Sons
ISBN 13 : 0471356298
Total Pages : 515 pages
Book Rating : 4.4/5 (713 download)
Download or read book Limit Distributions for Sums of Independent Random Vectors written by Mark M. Meerschaert and published by John Wiley & Sons. This book was released on 2001-07-11 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the central limit theory-from foundations to current research This volume provides an introduction to the central limit theory of random vectors, which lies at the heart of probability and statistics. The authors develop the central limit theory in detail, starting with the basic constructions of modern probability theory, then developing the fundamental tools of infinitely divisible distributions and regular variation. They provide a number of extensions and applications to probability and statistics, and take the reader through the fundamentals to the current level of research. In synthesizing results from nearly 200 research papers and presenting them in a self-contained form, authors Meerschaert and Scheffler have produced an accessible reference that treats the central limit theory honestly and focuses on multivariate models. For researchers, it provides an efficient and logical path through a large collection of results with many possible applications to real-world phenomena. Limit Distributions for Sums of Independent Random Vectors includes a coherent introduction to limit distributions and these other features: * A self-contained introduction to the multivariate problem * Multivariate regular variation for linear operators, real-valued functions, and Borel Measures * Multivariate limit theorems: limit distributions, central limit theorems, and related limit theorems * Real-world applications Limit Distributions for Sums of Independent Random Vectors is a comprehensive reference that provides an up-to-date survey of the state of the art in this important research area.
Author : Malempati Madhusudana Rao
Publisher : World Scientific
ISBN 13 : 9814350818
Total Pages : 553 pages
Book Rating : 4.8/5 (143 download)
Download or read book Random and Vector Measures written by Malempati Madhusudana Rao and published by World Scientific. This book was released on 2012 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deals with the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. This book analyzes several stationary aspects and related processes.
Author : Louis-Pierre Arguin
Publisher : American Mathematical Society
ISBN 13 : 1470464888
Total Pages : 270 pages
Book Rating : 4.4/5 (74 download)
Download or read book A First Course in Stochastic Calculus written by Louis-Pierre Arguin and published by American Mathematical Society. This book was released on 2021-11-22 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus. Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. Louis-Pierre Arguin's masterly introduction to stochastic calculus seduces the reader with its quietly conversational style; even rigorous proofs seem natural and easy. Full of insights and intuition, reinforced with many examples, numerical projects, and exercises, this book by a prize-winning mathematician and great teacher fully lives up to the author's reputation. I give it my strongest possible recommendation. —Jim Gatheral, Baruch College I happen to be of a different persuasion, about how stochastic processes should be taught to undergraduate and MA students. But I have long been thinking to go against my own grain at some point and try to teach the subject at this level—together with its applications to finance—in one semester. Louis-Pierre Arguin's excellent and artfully designed text will give me the ideal vehicle to do so. —Ioannis Karatzas, Columbia University, New York
Author : Manfred Dietrich
Publisher : Springer Science & Business Media
ISBN 13 : 1441966218
Total Pages : 261 pages
Book Rating : 4.4/5 (419 download)
Download or read book Process Variations and Probabilistic Integrated Circuit Design written by Manfred Dietrich and published by Springer Science & Business Media. This book was released on 2011-11-20 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty in key parameters within a chip and between different chips in the deep sub micron area plays a more and more important role. As a result, manufacturing process spreads need to be considered during the design process. Quantitative methodology is needed to ensure faultless functionality, despite existing process variations within given bounds, during product development. This book presents the technological, physical, and mathematical fundamentals for a design paradigm shift, from a deterministic process to a probability-orientated design process for microelectronic circuits. Readers will learn to evaluate the different sources of variations in the design flow in order to establish different design variants, while applying appropriate methods and tools to evaluate and optimize their design.
Author : Balasubrahmanyan Ramachandran
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (66 download)
Download or read book On the Decomposition of Certain Random Variables written by Balasubrahmanyan Ramachandran and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joseph Lizier
Publisher : MDPI
ISBN 13 : 3038970158
Total Pages : 337 pages
Book Rating : 4.0/5 (389 download)
Download or read book Information Decomposition of Target Effects from Multi-Source Interactions written by Joseph Lizier and published by MDPI. This book was released on 2018-09-04 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Information Decomposition of Target Effects from Multi-Source Interactions" that was published in Entropy
Author : Michiel Hazewinkel
Publisher : Springer Science & Business Media
ISBN 13 : 9400959885
Total Pages : 540 pages
Book Rating : 4.4/5 (9 download)
Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
Author : Julia Calatayud Gregori
Publisher :
ISBN 13 : 9788490488249
Total Pages : 260 pages
Book Rating : 4.4/5 (882 download)
Download or read book An Introduction to Random Variables, Random Vectors and Stochastic Processes written by Julia Calatayud Gregori and published by . This book was released on 2019 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. Hazewinkel
Publisher : Springer
ISBN 13 : 1489937935
Total Pages : 952 pages
Book Rating : 4.4/5 (899 download)
Download or read book Encyclopaedia of Mathematics written by M. Hazewinkel and published by Springer. This book was released on 2013-11-11 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bin Jia
Publisher : CRC Press
ISBN 13 : 1351757407
Total Pages : 138 pages
Book Rating : 4.3/5 (517 download)
Download or read book Grid-based Nonlinear Estimation and Its Applications written by Bin Jia and published by CRC Press. This book was released on 2019-04-25 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.
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 : Mark M. Meerschaert
Publisher : John Wiley & Sons
ISBN 13 : 9780471356295
Total Pages : 514 pages
Book Rating : 4.3/5 (562 download)
Download or read book Limit Distributions for Sums of Independent Random Vectors written by Mark M. Meerschaert and published by John Wiley & Sons. This book was released on 2001-07-11 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Die Quintessenz aus über 100 Originalarbeiten! Ausgehend von den Grundpfeilern der modernen Wahrscheinlichkeitstheorie entwickeln die Autoren dieses in sich geschlossenen, gut verständlich formulierten Bandes die Theorie der unendlich teilbaren Verteilungen und der regulären Variation. Im Anschluss erarbeiten sie die allgemeine Grenzwerttheorie für unabhängige Zufallsvektoren. Dabei achten sie sorgfältig darauf, alle Aspekte in den Kontext der Wahrscheinlichkeitslehre und Statistik zu stellen und bieten dafür eine Fülle von Zusatzinformationen an.
Author : Juan Li
Publisher : World Scientific
ISBN 13 : 9811219001
Total Pages : 248 pages
Book Rating : 4.8/5 (112 download)
Download or read book Decomposition-based Evolutionary Optimization In Complex Environments written by Juan Li and published by World Scientific. This book was released on 2020-06-24 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-objective optimization problems (MOPs) and uncertain optimization problems (UOPs) which widely exist in real life are challengeable problems in the fields of decision making, system designing, and scheduling, amongst others. Decomposition exploits the ideas of ‘making things simple’ and ‘divide and conquer’ to transform a complex problem into a series of simple ones with the aim of reducing the computational complexity. In order to tackle the abovementioned two types of complicated optimization problems, this book introduces the decomposition strategy and conducts a systematic study to perfect the usage of decomposition in the field of multi-objective optimization, and extend the usage of decomposition in the field of uncertain optimization.
Author : Ionut Florescu
Publisher : John Wiley & Sons
ISBN 13 : 111859309X
Total Pages : 347 pages
Book Rating : 4.1/5 (185 download)
Download or read book Handbook of Probability written by Ionut Florescu and published by John Wiley & Sons. This book was released on 2013-10-28 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The Handbook of Probability offers coverage of: Probability Space Probability Measure Random Variables Random Vectors in Rn Characteristic Function Moment Generating Function Gaussian Random Vectors Convergence Types Limit Theorems The Handbook of Probability is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.
Author : Ionut Florescu
Publisher : John Wiley & Sons
ISBN 13 : 0470624558
Total Pages : 578 pages
Book Rating : 4.4/5 (76 download)
Download or read book Probability and Stochastic Processes written by Ionut Florescu and published by John Wiley & Sons. This book was released on 2014-10-27 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.
