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Author : Maria Coca
Publisher :
ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.:/5 (979 download)
Download or read book Multiscaling Properties of Asymmetric Tempered Stable Distributions and Processes written by Maria Coca and published by . This book was released on 2014 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Svetlozar T. Rachev
Publisher :
ISBN 13 :
Total Pages : 886 pages
Book Rating : 4.F/5 ( download)
Download or read book Stable Paretian Models in Finance written by Svetlozar T. Rachev and published by . This book was released on 2000-06-15 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general models are also considered and the corresponding formulae are derived, and it describes estimation techniques and presents empirical applications.
Author : Peter Tankov
Publisher : CRC Press
ISBN 13 : 1135437947
Total Pages : 552 pages
Book Rating : 4.1/5 (354 download)
Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
Author : Annick LESNE
Publisher : Springer Science & Business Media
ISBN 13 : 364215123X
Total Pages : 406 pages
Book Rating : 4.6/5 (421 download)
Download or read book Scale Invariance written by Annick LESNE and published by Springer Science & Business Media. This book was released on 2011-11-04 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: During a century, from the Van der Waals mean field description (1874) of gases to the introduction of renormalization group (RG techniques 1970), thermodynamics and statistical physics were just unable to account for the incredible universality which was observed in numerous critical phenomena. The great success of RG techniques is not only to solve perfectly this challenge of critical behaviour in thermal transitions but to introduce extremely useful tools in a wide field of daily situations where a system exhibits scale invariance. The introduction of scaling, scale invariance and universality concepts has been a significant turn in modern physics and more generally in natural sciences. Since then, a new "physics of scaling laws and critical exponents", rooted in scaling approaches, allows quantitative descriptions of numerous phenomena, ranging from phase transitions to earthquakes, polymer conformations, heartbeat rhythm, diffusion, interface growth and roughening, DNA sequence, dynamical systems, chaos and turbulence. The chapters are jointly written by an experimentalist and a theorist. This book aims at a pedagogical overview, offering to the students and researchers a thorough conceptual background and a simple account of a wide range of applications. It presents a complete tour of both the formal advances and experimental results associated with the notion of scaling, in physics, chemistry and biology.
Author : Franz Roters
Publisher : John Wiley & Sons
ISBN 13 : 3527642099
Total Pages : 188 pages
Book Rating : 4.5/5 (276 download)
Download or read book Crystal Plasticity Finite Element Methods written by Franz Roters and published by John Wiley & Sons. This book was released on 2011-08-04 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by the leading experts in computational materials science, this handy reference concisely reviews the most important aspects of plasticity modeling: constitutive laws, phase transformations, texture methods, continuum approaches and damage mechanisms. As a result, it provides the knowledge needed to avoid failures in critical systems udner mechanical load. With its various application examples to micro- and macrostructure mechanics, this is an invaluable resource for mechanical engineers as well as for researchers wanting to improve on this method and extend its outreach.
Author : Richard M. Epand
Publisher : Springer
ISBN 13 : 9811062447
Total Pages : 224 pages
Book Rating : 4.8/5 (11 download)
Download or read book The Biophysics of Cell Membranes written by Richard M. Epand and published by Springer. This book was released on 2017-09-25 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume focuses on the modulation of biological membranes by specific biophysical properties. The readers are introduced to emerging biophysical approaches that mimick specific states (like membrane lipid asymmetry, membrane curvature, lipid flip-flop, lipid phase separation) that are relevant to the functioning of biological membranes. The first chapter describes innovative methods to mimic the prevailing asymmetry in biological membranes by forming asymmetrical membranes made of monolayers with different compositions. One of the chapters illustrates how physical parameters, like curvature and elasticity, can affect and modulate the interactions between lipids and proteins. This volume also describes the sensitivity of certain ion channels to mechanical forces and it presents an analysis of how cell shape is determined by both the cytoskeleton and the lipid domains in the membrane. The last chapter provides evidence that liposomes can be used as a minimal cellular model to reconstitute processes related to the origin of life. Each topic covered in this volume is presented by leading experts in the field who are able to present clear, authoritative and up-to-date reviews. The novelty of the methods proposed and their potential for a deeper molecular description of membrane functioning are particularly relevant experts in the areas of biochemistry, biophysics and cell biology, while also presenting clear and thorough introductions, making the material suitable for students in these fields as well.
Author : Michael Grabchak
Publisher : Springer
ISBN 13 : 3319249274
Total Pages : 127 pages
Book Rating : 4.3/5 (192 download)
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.
Author : Weinan E
Publisher : Cambridge University Press
ISBN 13 : 1107096545
Total Pages : 485 pages
Book Rating : 4.1/5 (7 download)
Download or read book Principles of Multiscale Modeling written by Weinan E and published by Cambridge University Press. This book was released on 2011-07-07 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: A systematic discussion of the fundamental principles, written by a leading contributor to the field.
Author : Brian S. Everitt
Publisher :
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.:/5 (878 download)
Download or read book Cluster Analysis written by Brian S. Everitt and published by . This book was released on 1977 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : B.S. Daya Sagar
Publisher : Springer
ISBN 13 : 3319789996
Total Pages : 911 pages
Book Rating : 4.3/5 (197 download)
Download or read book Handbook of Mathematical Geosciences written by B.S. Daya Sagar and published by Springer. This book was released on 2018-06-25 with total page 911 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Open Access handbook published at the IAMG's 50th anniversary, presents a compilation of invited path-breaking research contributions by award-winning geoscientists who have been instrumental in shaping the IAMG. It contains 45 chapters that are categorized broadly into five parts (i) theory, (ii) general applications, (iii) exploration and resource estimation, (iv) reviews, and (v) reminiscences covering related topics like mathematical geosciences, mathematical morphology, geostatistics, fractals and multifractals, spatial statistics, multipoint geostatistics, compositional data analysis, informatics, geocomputation, numerical methods, and chaos theory in the geosciences.
Author : Ivan Nourdin
Publisher : Cambridge University Press
ISBN 13 : 1107017777
Total Pages : 255 pages
Book Rating : 4.1/5 (7 download)
Download or read book Normal Approximations with Malliavin Calculus written by Ivan Nourdin and published by Cambridge University Press. This book was released on 2012-05-10 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how quantitative central limit theorems can be deduced by combining two powerful probabilistic techniques: Stein's method and Malliavin calculus.
Author : César de Prada
Publisher : MDPI
ISBN 13 : 3039214551
Total Pages : 298 pages
Book Rating : 4.0/5 (392 download)
Download or read book Process Modelling and Simulation written by César de Prada and published by MDPI. This book was released on 2019-09-23 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since process models are nowadays ubiquitous in many applications, the challenges and alternatives related to their development, validation, and efficient use have become more apparent. In addition, the massive amounts of both offline and online data available today open the door for new applications and solutions. However, transforming data into useful models and information in the context of the process industry or of bio-systems requires specific approaches and considerations such as new modelling methodologies incorporating the complex, stochastic, hybrid and distributed nature of many processes in particular. The same can be said about the tools and software environments used to describe, code, and solve such models for their further exploitation. Going well beyond mere simulation tools, these advanced tools offer a software suite built around the models, facilitating tasks such as experiment design, parameter estimation, model initialization, validation, analysis, size reduction, discretization, optimization, distributed computation, co-simulation, etc. This Special Issue collects novel developments in these topics in order to address the challenges brought by the use of models in their different facets, and to reflect state of the art developments in methods, tools and industrial applications.
Author : Didier Sornette
Publisher : Springer Science & Business Media
ISBN 13 : 366204174X
Total Pages : 445 pages
Book Rating : 4.6/5 (62 download)
Download or read book Critical Phenomena in Natural Sciences written by Didier Sornette and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern up-to-date introduction for readers outside statistical physics. It puts emphasis on a clear understanding of concepts and methods and provides the tools that can be of immediate use in applications.
Author : John Nolan
Publisher : Birkhauser
ISBN 13 : 9780817641597
Total Pages : 352 pages
Book Rating : 4.6/5 (415 download)
Download or read book Stable Distributions written by John Nolan and published by Birkhauser. This book was released on 2007-03-01 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stable distributions model phenomena in a wide range of applications in real systems. Their intriguing mathematical properties have long been of interest, but the lack of computational tools has prevented their practical application. This book, the first to deal with stable distributions as a practical tool, develops an intuition for stable distributions by giving a complete, self-contained derivation of their properties and describing accurate numerical methods for computing stable laws.
Author : J. R. Garratt
Publisher : Cambridge University Press
ISBN 13 : 9780521467452
Total Pages : 340 pages
Book Rating : 4.4/5 (674 download)
Download or read book The Atmospheric Boundary Layer written by J. R. Garratt and published by Cambridge University Press. This book was released on 1994-04-21 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive and lucid account of the science of the atmospheric boundary layer (ABL). There is an emphasis on the application of the ABL to numerical modelling of the climate. The book comprises nine chapters, several appendices (data tables, information sources, physical constants) and an extensive reference list. Chapter 1 serves as an introduction, with chapters 2 and 3 dealing with the development of mean and turbulence equations, and the many scaling laws and theories that are the cornerstone of any serious ABL treatment. Modelling of the ABL is crucially dependent for its realism on the surface boundary conditions, and chapters 4 and 5 deal with aerodynamic and energy considerations, with attention to both dry and wet land surfaces and sea. The structure of the clear-sky, thermally stratified ABL is treated in chapter 6, including the convective and stable cases over homogeneous land, the marine ABL and the internal boundary layer at the coastline. Chapter 7 then extends the discussion to the cloudy ABL. This is seen as particularly relevant, since the extensive stratocumulus regions over the subtropical oceans and stratus regions over the Arctic are now identified as key players in the climate system. Finally, chapters 8 and 9 bring much of the book's material together in a discussion of appropriate ABL and surface parameterization schemes in general circulation models of the atmosphere that are being used for climate simulation.
Author :
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ISBN 13 :
Total Pages : 960 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2007 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I. M. Ward
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ISBN 13 :
Total Pages : 504 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mechanical Properties of Solid Polymers written by I. M. Ward and published by . This book was released on 1983-06-27 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise, self-contained introduction to solid polymers, the mechanics of their behavior and molecular and structural interpretations. This updated edition provides extended coverage of recent developments in rubber elasticity, relaxation transitions, non-linear viscoelastic behavior, anisotropic mechanical behavior, yield behavior of polymers, breaking phenomena, and other fields.
