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Author :
Publisher :
ISBN 13 : 9780821851494
Total Pages : 347 pages
Book Rating : 4.8/5 (514 download)
Download or read book Doeblin and Modern Probability written by and published by . This book was released on 1993 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wolfgang Doeblin
Publisher : American Mathematical Soc.
ISBN 13 : 0821851497
Total Pages : 347 pages
Book Rating : 4.8/5 (218 download)
Download or read book Doeblin and Modern Probability written by Wolfgang Doeblin and published by American Mathematical Soc.. This book was released on 1993 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Wolfgang Doeblin, one of the greatest probabilists of this century, died in action during World War II at the age of twenty-five. He left behind several seminal contributions which have profoundly influenced the field and continue to provide inspiration for current research. This book is based on papers presented at the conference, 'Fifty Years after Doeblin: Developments in the Theory of Markov Chains, Markov Processes, and Sums of Random Variables', held at Blaubeuren, Germany, in November 1991. Presented here for the first time is an account of Doeblin's life and work, revealing the circumstances of his tragic death in 1940. Organized into sections according to topic, the papers describe both Doeblin's original contributions as well as current developments. With contributions by top probabilists from sixteen countries, this book will interest both researchers in probability and science historians.
Author : Olav Kallenberg
Publisher : Springer Science & Business Media
ISBN 13 : 9780387953137
Total Pages : 670 pages
Book Rating : 4.9/5 (531 download)
Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2002-01-08 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Author : P.-C.G. Vassiliou
Publisher : CRC Press
ISBN 13 : 1351980718
Total Pages : 473 pages
Book Rating : 4.3/5 (519 download)
Download or read book Non-Homogeneous Markov Chains and Systems written by P.-C.G. Vassiliou and published by CRC Press. This book was released on 2022-12-21 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319185853
Total Pages : 619 pages
Book Rating : 4.3/5 (191 download)
Download or read book In Memoriam Marc Yor - Séminaire de Probabilités XLVII written by Catherine Donati-Martin and published by Springer. This book was released on 2015-09-07 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Author : Laurent Mazliak
Publisher : Springer Nature
ISBN 13 : 3031059883
Total Pages : 419 pages
Book Rating : 4.0/5 (31 download)
Download or read book The Splendors and Miseries of Martingales written by Laurent Mazliak and published by Springer Nature. This book was released on 2022-10-17 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.
Author : Reinhard Siegmund-Schultze
Publisher : Princeton University Press
ISBN 13 : 0691125937
Total Pages : 501 pages
Book Rating : 4.6/5 (911 download)
Download or read book Mathematicians Fleeing from Nazi Germany written by Reinhard Siegmund-Schultze and published by Princeton University Press. This book was released on 2009 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on archival sources that have never been examined before, the book discusses the preeminent emigrant mathematicians of the period, including Emmy Noether, John von Neumann, Hermann Weyl, and many others. The author explores the mechanisms of the expulsion of mathematicians from Germany, the emigrants' acculturation to their new host countries, and the fates of those mathematicians forced to stay behind. The book reveals the alienation and solidarity of the emigrants, and investigates the global development of mathematics as a consequence of their radical migration.
Author : Randal Douc
Publisher : Springer
ISBN 13 : 3319977040
Total Pages : 758 pages
Book Rating : 4.3/5 (199 download)
Download or read book Markov Chains written by Randal Douc and published by Springer. This book was released on 2018-12-11 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Author :
Publisher :
ISBN 13 :
Total Pages : 964 pages
Book Rating : 4.X/5 (6 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 2002 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. A. van Casteren
Publisher : World Scientific
ISBN 13 : 9814322180
Total Pages : 825 pages
Book Rating : 4.8/5 (143 download)
Download or read book Markov Processes, Feller Semigroups and Evolution Equations written by J. A. van Casteren and published by World Scientific. This book was released on 2011 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Author : Richard A. Davis
Publisher : Springer Science & Business Media
ISBN 13 : 1441983392
Total Pages : 496 pages
Book Rating : 4.4/5 (419 download)
Download or read book Selected Works of Murray Rosenblatt written by Richard A. Davis and published by Springer Science & Business Media. This book was released on 2011-05-06 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus. This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio.
Author : Reinhard Siegmund-Schultze
Publisher : Birkhäuser
ISBN 13 : 3034882890
Total Pages : 341 pages
Book Rating : 4.0/5 (348 download)
Download or read book Rockefeller and the Internationalization of Mathematics Between the Two World Wars written by Reinhard Siegmund-Schultze and published by Birkhäuser. This book was released on 2012-12-06 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Philanthropic societies funded by the Rockefeller family were prominent in the social history of the twentieth century, for their involvement in medicine and applied science. This book provides the first detailed study of their relatively brief but nonetheless influential foray into the field of mathematics.
Author : Donald Dawson
Publisher : Springer
ISBN 13 : 1493930761
Total Pages : 406 pages
Book Rating : 4.4/5 (939 download)
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 406 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.
Author : JOEL COHEN
Publisher : Springer Science & Business Media
ISBN 13 : 9780817640828
Total Pages : 170 pages
Book Rating : 4.6/5 (48 download)
Download or read book Comparisons of Stochastic Matrices with Applications in Information Theory, Statistics, Economics and Population written by JOEL COHEN and published by Springer Science & Business Media. This book was released on 1998-09-29 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the possible implications among these comparisons remain open questions. The results in this book establish a new field of investigation for both mathematicians and scientific users interested in the variations among multiple probability distributions.
Author : Adam Rovner
Publisher : NYU Press
ISBN 13 : 1479817481
Total Pages : 340 pages
Book Rating : 4.4/5 (798 download)
Download or read book In the Shadow of Zion written by Adam Rovner and published by NYU Press. This book was released on 2014-12-12 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the late nineteenth century through the post-Holocaust era, the world was divided between countries that tried to expel their Jewish populations and those that refused to let them in. The plight of these traumatized refugees inspired numerous proposals for Jewish states. Jews and Christians, authors and adventurers, politicians and playwrights, and rabbis and revolutionaries all worked to carve out autonomous Jewish territories in remote and often hostile locations across the globe. The would-be founding fathers of these imaginary Zions dispatched scientific expeditions to far-flung regions and filed reports on the dream states they planned to create. But only Israel emerged from dream to reality. Israel’s successful foundation has long obscured the fact that eminent Jewish figures, including Zionism’s prophet, Theodor Herzl, seriously considered establishing enclaves beyond the Middle East. In the Shadow of Zion brings to life the amazing true stories of six exotic visions of a Jewish national home outside of the biblical land of Israel. It is the only book to detail the connections between these schemes, which in turn explain the trajectory of modern Zionism. A gripping narrative drawn from archives the world over, In the Shadow of Zion recovers the mostly forgotten history of the Jewish territorialist movement, and the stories of the fascinating but now obscure figures who championed it. Provocative, thoroughly researched, and written to appeal to a broad audience, In the Shadow of Zion offers a timely perspective on Jewish power and powerlessness. Visit the author's website: http://www.adamrovner.com/.
Author : Helyette Geman
Publisher : Springer Science & Business Media
ISBN 13 : 3662124297
Total Pages : 521 pages
Book Rating : 4.6/5 (621 download)
Download or read book Mathematical Finance - Bachelier Congress 2000 written by Helyette Geman and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis defence. In his thesis Bachelier introduces Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options. The thesis is viewed by many the key event that marked the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included two Nobel laureates, Paul Samuelson and Robert Merton, and the mathematicians Henry McKean and S.R.S. Varadhan. Over 130 further selected talks were given in three parallel sessions. .
Author : Fritz Schweiger
Publisher : Oxford University Press, USA
ISBN 13 : 9780198506867
Total Pages : 250 pages
Book Rating : 4.5/5 (68 download)
Download or read book Multidimensional Continued Fractions written by Fritz Schweiger and published by Oxford University Press, USA. This book was released on 2000 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematician Fritz Schweiger, whose academic affiliation is not provided, provides an introduction to a field of research that has seen remarkable progress in recent decades, concentrating on multidimensional continued fractions which can be described by fractional linear maps or equivalently by a set of (n + 1) x (n + 1) matrices. Addressing the question of periodicity, he refines the problem of convergence to the question of whether these algorithms give "good" simultaneous Diophantine approximations. He notes that these algorithms are not likely to provide such "good" approximations which satisfy the n-dimensional Dirichlet property. Also studied are the ergodic properties of these maps. Annotation copyrighted by Book News Inc., Portland, OR
