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Infinitely Divisible Point Processes In Rn
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Book Synopsis Infinitely Divisible Point Processes in Rn by : JAY R. Goldman
Download or read book Infinitely Divisible Point Processes in Rn written by JAY R. Goldman and published by . This book was released on 1966 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent work on infinitely divisible point processes on the line is generalized to Rn. Two special classes of infinitely divisible point processes, regular and singular processes, are singled out by dependency relations among disjoint sets of Rn. Every stationary infinitely divisible point process is the superposition of a regular and a singular process and all regular processes can be realized as Poisson cluster processes. (Author).
Book Synopsis Infinitely Divisible Point Processes by : Johannes Kerstan
Download or read book Infinitely Divisible Point Processes written by Johannes Kerstan and published by . This book was released on with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 1124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Point Processes and Their Statistical Inference by : Alan Karr
Download or read book Point Processes and Their Statistical Inference written by Alan Karr and published by Routledge. This book was released on 2017-09-06 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Markov Processes from K. Itô's Perspective by : Daniel W. Stroock
Download or read book Markov Processes from K. Itô's Perspective written by Daniel W. Stroock and published by Princeton University Press. This book was released on 2003-05-26 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.
Download or read book Research in Progress written by and published by . This book was released on 1966 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Lévy Processes and Infinitely Divisible Distributions by : Sato Ken-Iti
Download or read book Lévy Processes and Infinitely Divisible Distributions written by Sato Ken-Iti and published by Cambridge University Press. This book was released on 1999 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Seminar on Stochastic Processes, 1989 by : E. Cinlar
Download or read book Seminar on Stochastic Processes, 1989 written by E. Cinlar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 1989 Seminar on Stochastic Processes was held at the University of California at San Diego onMarch 30,31 and April1, 1989. This was the ninth in an annual series of meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Princeton University, Northwestern University, the University of Florida and the University of Virginia. The seminar has grown over the years, with a total of seventy-five participants in1989. Following the successful format of previous years, there were five invited lectures, deliveredby K.L. Chung, D. Dawson, R. Durrett, N. Ikeda and T. Lyons, with the remainder of time being devoted to structured, but less formal, discussions on current work and problems. Several smaller groups also held workshop sessions on specific topics such as: mper-processes, diffusionson fractals and Harnack inequalities. The participants' interest and enthusiasm created a lively and stimulating environment for the seminar. A sample of the research discussed there is contained in this volume. The 1989 Seminar was made possible by thesupport of the National Science Foundation, the National Security Agency and the University of California at San Diego. We extend our thanks to them, and to the publisher Birkhauser Boston, for their support and encouragement. Finally, thanks go to Lynn Williams for her cheerful assistance with the seminar organization and production of this volume. P.J. Fitzsimmons R.J. Williams La Jolla,1989. LIST OF PARTICIPANTS: P. Arzberger M. Emery E. Perkins J. Pitman B. Atkinson S.N. Evans L. Pitt J. Azema N. Falkner M. Bachman P. Fitzsimmons A.O. Pittenger Z. Pop-Stojanovic M. Barlow R.K. Getoor R. Bass J. Glover S. Port C. Bezuidenhout H. Heyer P. Protter R. Blumenthal K. Hoffmann K.M. Rao G. Brosamler J. Horowitz J. Rosen C. Burdzy P. Hsu T. Salisbury D. Burkholder N. Ikeda M.J. Sharpe H. Cai O. Kallenberg C.T. Shih R. Carmona F. Knight A. Sznitman W. Chen-Masters Y. Kwon M. Taksar K.L. Chung T. Kurtz L. Taylor E. Cinlar T. Liggett S.J. Taylor M. Cranston T. Lyons G. Terdik R. Dalang P. March E. Toby R. DanteDeBlassie M. Marcus R. Tribe R. Darling P. McGill J. Walsh D. Dawson T. Mountford J. Watkins J. Deuschel B. Oksendal S. Weinryb N. Dinculeanu V. Papanicolaou R. Williams R. Durrett R. Pemantle Z. Zhao E.B. Dynkin M. Penrose W. Zheng.
Book Synopsis Heavy-Tailed Time Series by : Rafal Kulik
Download or read book Heavy-Tailed Time Series written by Rafal Kulik and published by Springer Nature. This book was released on 2020-07-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
Book Synopsis U.S. Government Research & Development Reports by :
Download or read book U.S. Government Research & Development Reports written by and published by . This book was released on 1966 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Government-wide Index to Federal Research & Development Reports by :
Download or read book Government-wide Index to Federal Research & Development Reports written by and published by . This book was released on 1966-10-10 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Tempered Stable Distributions by : Michael Grabchak
Download or read book Tempered Stable Distributions written by Michael Grabchak and published by Springer. This book was released on 2016-01-26 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.
Book Synopsis Advances in Heavy Tailed Risk Modeling by : Gareth W. Peters
Download or read book Advances in Heavy Tailed Risk Modeling written by Gareth W. Peters and published by John Wiley & Sons. This book was released on 2015-05-21 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: ADVANCES IN HEAVY TAILED RISK MODELING A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes. A companion with Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the handbook provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distribution approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modeling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The handbook is also useful for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.
Book Synopsis Extremes and Related Properties of Random Sequences and Processes by : M. R. Leadbetter
Download or read book Extremes and Related Properties of Random Sequences and Processes written by M. R. Leadbetter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.
Book Synopsis Encyclopedia of Statistical Sciences, Volume 12 by :
Download or read book Encyclopedia of Statistical Sciences, Volume 12 written by and published by John Wiley & Sons. This book was released on 2005-12-16 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: ENCYCLOPEDIA OF STATISTICAL SCIENCES
Book Synopsis Nanoscale Photonic Imaging by : Tim Salditt
Download or read book Nanoscale Photonic Imaging written by Tim Salditt and published by Springer Nature. This book was released on 2020-06-09 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book, edited and authored by a team of world-leading researchers, provides a broad overview of advanced photonic methods for nanoscale visualization, as well as describing a range of fascinating in-depth studies. Introductory chapters cover the most relevant physics and basic methods that young researchers need to master in order to work effectively in the field of nanoscale photonic imaging, from physical first principles, to instrumentation, to mathematical foundations of imaging and data analysis. Subsequent chapters demonstrate how these cutting edge methods are applied to a variety of systems, including complex fluids and biomolecular systems, for visualizing their structure and dynamics, in space and on timescales extending over many orders of magnitude down to the femtosecond range. Progress in nanoscale photonic imaging in Göttingen has been the sum total of more than a decade of work by a wide range of scientists and mathematicians across disciplines, working together in a vibrant collaboration of a kind rarely matched. This volume presents the highlights of their research achievements and serves as a record of the unique and remarkable constellation of contributors, as well as looking ahead at the future prospects in this field. It will serve not only as a useful reference for experienced researchers but also as a valuable point of entry for newcomers.
