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Limiting Equations For Problems Involving Long Range Memory
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Book Synopsis Limiting Equations for Problems Involving Long Range Memory by : Moshe Marcus
Download or read book Limiting Equations for Problems Involving Long Range Memory written by Moshe Marcus and published by American Mathematical Soc.. This book was released on 1983 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic solution behavior and relevant limit equations are studied for a broad class of nonautonomous hereditary equations. These problems are presented on a function space consisting of locally integrable functions defined on semi-axes of the reals, and the operators occurring in the equations map this function space into the space of continuous functions--in a 'nonanticipative' manner.
Book Synopsis Limiting Equations for Problems Involving Long Range Memory by : Moshe Marcus
Download or read book Limiting Equations for Problems Involving Long Range Memory written by Moshe Marcus and published by . This book was released on 1983 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Limiting Equations for Problemes Involving Long Range Memory by : Moshe Marcus
Download or read book Limiting Equations for Problemes Involving Long Range Memory written by Moshe Marcus and published by . This book was released on 1983 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Theory and Applications of Long-Range Dependence by : Paul Doukhan
Download or read book Theory and Applications of Long-Range Dependence written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2002-12-13 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
Book Synopsis Long-Range Dependence and Self-Similarity by : Vladas Pipiras
Download or read book Long-Range Dependence and Self-Similarity written by Vladas Pipiras and published by Cambridge University Press. This book was released on 2017-04-18 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.
Book Synopsis Catalogue, Books and Journals in Advanced Mathematics by : American Mathematical Society
Download or read book Catalogue, Books and Journals in Advanced Mathematics written by American Mathematical Society and published by . This book was released on 1985 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stability of Motion of Nonautonomous Systems (Methods of Limiting Equations) by : Junji Kato
Download or read book Stability of Motion of Nonautonomous Systems (Methods of Limiting Equations) written by Junji Kato and published by Routledge. This book was released on 2019-09-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuing the strong tradition of functional analysis and stability theory for differential and integral equations already established by the previous volumes in this series, this innovative monograph considers in detail the method of limiting equations constructed in terms of the Bebutov-Miller-Sell concept, the method of comparison, and Lyapunov's direct method based on scalar, vector and matrix functions. The stability of abstract compacted and uniform dynamic processes, dispersed systems and evolutionary equations in Banach space are also discussed. For the first time, the method first employed by Krylov and Bogolubov in their investigations of oscillations in almost linear systems is applied to a new field: that of the stability problem of systems with small parameters. This important development should facilitate the solution of engineering problems in such areas as orbiting satellites, rocket motion, high-speed vehicles, power grids, and nuclear reactors.
Book Synopsis Dependence in Probability and Statistics by : Patrice Bertail
Download or read book Dependence in Probability and Statistics written by Patrice Bertail and published by Springer Science & Business Media. This book was released on 2006-09-24 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.
Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 1976 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains research articles on the mathematics and applications of control theory and on those parts of optimization theory concerned with the dynamics of deterministic or stochastic systems in continuous or discrete time or otherwise dealing with differential equations, dynamics, infinite-dimensional spaces, or fundamental issues in variational analysis and geometry.
Book Synopsis Limit Theorems for Random Fields with Singular Spectrum by : Nicolai Leonenko
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nicolai Leonenko and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.
Book Synopsis Statistics for Long-Memory Processes by : Jan Beran
Download or read book Statistics for Long-Memory Processes written by Jan Beran and published by Routledge. This book was released on 2017-11-22 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
Download or read book Books in Print written by and published by . This book was released on 1991 with total page 2432 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Calculus for Fractional Brownian Motion and Related Processes by : Yuliya Mishura
Download or read book Stochastic Calculus for Fractional Brownian Motion and Related Processes written by Yuliya Mishura and published by Springer. This book was released on 2008-04-12 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.
Book Synopsis Economic Dynamics with Memory by : Vasily E. Tarasov
Download or read book Economic Dynamics with Memory written by Vasily E. Tarasov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-01-18 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential equations in describing economic dynamics with long memory. Generalizations of basic economic concepts, notions and methods for the economic processes with memory are suggested. New micro and macroeconomic models with continuous time are proposed to describe the fractional economic dynamics with long memory as well.
Book Synopsis 50 Years Of The Renormalization Group: Dedicated To The Memory Of Michael E Fisher by : Amnon Aharony
Download or read book 50 Years Of The Renormalization Group: Dedicated To The Memory Of Michael E Fisher written by Amnon Aharony and published by World Scientific. This book was released on 2024-07-26 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions in the book are devoted to the memory of Michael E Fisher, and hence include many personal memories from people whose work was influenced by him. Also, the book is a collection of articles from leaders in the field of phase transitions and critical phenomena, to celebrate 50 years of the renormalization group and the 1972 paper by Wilson and Fisher. Many of the articles review, in tutorial form, the progress in the fields of phase transitions and the renormalization group.
Book Synopsis Physical Mathematics and Nonlinear Partial Differential Equations by : James H. Lightbourne
Download or read book Physical Mathematics and Nonlinear Partial Differential Equations written by James H. Lightbourne and published by CRC Press. This book was released on 2020-12-17 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of the proceedings of the conference on Physical Mathematics and Nonlinear Partial Differential Equations held at West Virginia University in Morgantown. It describes some work dealing with weak limits of solutions to nonlinear systems of partial differential equations.
Book Synopsis Asymptotic Theory of Statistical Inference for Time Series by : Masanobu Taniguchi
Download or read book Asymptotic Theory of Statistical Inference for Time Series written by Masanobu Taniguchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.
