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Author : Enzo Olivieri
Publisher : Cambridge University Press
ISBN 13 : 9780521591638
Total Pages : 540 pages
Book Rating : 4.5/5 (916 download)
Download or read book Large Deviations and Metastability written by Enzo Olivieri and published by Cambridge University Press. This book was released on 2005-02-21 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description
Author : Mikhail Menshikov
Publisher : Cambridge University Press
ISBN 13 : 1316867366
Total Pages : 385 pages
Book Rating : 4.3/5 (168 download)
Download or read book Non-homogeneous Random Walks written by Mikhail Menshikov and published by Cambridge University Press. This book was released on 2016-12-22 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
Author : Yu. M. Suhov
Publisher : Cambridge University Press
ISBN 13 : 0521847672
Total Pages : 499 pages
Book Rating : 4.5/5 (218 download)
Download or read book Probability and Statistics by Example: Volume 2, Markov Chains: A Primer in Random Processes and Their Applications written by Yu. M. Suhov and published by Cambridge University Press. This book was released on 2008-04-24 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject is critical in many modern applications such as mathematical finance, quantitative management, insurance and actuarial studies.
Author : Jin Feng
Publisher : American Mathematical Soc.
ISBN 13 : 1470418703
Total Pages : 426 pages
Book Rating : 4.4/5 (74 download)
Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2015-02-03 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
Author : Adam Shwartz
Publisher : CRC Press
ISBN 13 : 9780412063114
Total Pages : 576 pages
Book Rating : 4.0/5 (631 download)
Download or read book Large Deviations For Performance Analysis written by Adam Shwartz and published by CRC Press. This book was released on 1995-09-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.
Author :
Publisher :
ISBN 13 :
Total Pages : 806 pages
Book Rating : 4.3/5 (91 download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2004 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mufa Chen
Publisher : World Scientific
ISBN 13 : 9812388117
Total Pages : 610 pages
Book Rating : 4.8/5 (123 download)
Download or read book From Markov Chains to Non-equilibrium Particle Systems written by Mufa Chen and published by World Scientific. This book was released on 2004 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.
Author :
Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : D. Dolgopyat
Publisher : American Mathematical Soc.
ISBN 13 : 1470411121
Total Pages : 354 pages
Book Rating : 4.4/5 (74 download)
Download or read book Hyperbolic Dynamics, Fluctuations and Large Deviations written by D. Dolgopyat and published by American Mathematical Soc.. This book was released on 2015-04-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the semester-long special program on Hyperbolic Dynamics, Large Deviations and Fluctuations, which was held from January-June 2013, at the Centre Interfacultaire Bernoulli, École Polytechnique Fédérale de Lausanne, Switzerland. The broad theme of the program was the long-term behavior of dynamical systems and their statistical behavior. During the last 50 years, the statistical properties of dynamical systems of many different types have been the subject of extensive study in statistical mechanics and thermodynamics, ergodic and probability theories, and some areas of mathematical physics. The results of this study have had a profound effect on many different areas in mathematics, physics, engineering and biology. The papers in this volume cover topics in large deviations and thermodynamics formalism and limit theorems for dynamic systems. The material presented is primarily directed at researchers and graduate students in the very broad area of dynamical systems and ergodic theory, but will also be of interest to researchers in related areas such as statistical physics, spectral theory and some aspects of number theory and geometry.
Author : Ian C. Ross
Publisher :
ISBN 13 :
Total Pages : 808 pages
Book Rating : 4.:/5 (318 download)
Download or read book Index to Statistics and Probability: Permuted titles. Microclimatic-Z written by Ian C. Ross and published by . This book was released on 1973 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark I. Freidlin
Publisher : Springer Science & Business Media
ISBN 13 : 1461202795
Total Pages : 433 pages
Book Rating : 4.4/5 (612 download)
Download or read book The Dynkin Festschrift written by Mark I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
Author : Jacques Janssen
Publisher : Springer Science & Business Media
ISBN 13 : 1461332885
Total Pages : 403 pages
Book Rating : 4.4/5 (613 download)
Download or read book Semi-Markov Models and Applications written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.
Author :
Publisher :
ISBN 13 :
Total Pages : 984 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 2006 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : American Mathematical Society
Publisher :
ISBN 13 :
Total Pages : 666 pages
Book Rating : 4.E/5 ( download)
Download or read book Abstracts of Papers Presented to the American Mathematical Society written by American Mathematical Society and published by . This book was released on 2002 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3319444654
Total Pages : 503 pages
Book Rating : 4.3/5 (194 download)
Download or read book Séminaire de Probabilités XLVIII written by Catherine Donati-Martin and published by Springer. This book was released on 2016-11-17 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series’ focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.
Author : Brian L. Joiner
Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
