On the Rate of Convergence in the Central Limit Theorem in Two Dimensions and Its Application ...

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ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (21 download)

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Book Synopsis On the Rate of Convergence in the Central Limit Theorem in Two Dimensions and Its Application ... by : Mohammad Hossein Afghahi

Download or read book On the Rate of Convergence in the Central Limit Theorem in Two Dimensions and Its Application ... written by Mohammad Hossein Afghahi and published by . This book was released on 1973 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Rates of Convergence in the Central Limit Theorem

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ISBN 13 :
Total Pages : 268 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Rates of Convergence in the Central Limit Theorem by : Peter Hall

Download or read book Rates of Convergence in the Central Limit Theorem written by Peter Hall and published by . This book was released on 1982 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Annals of Probability

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ISBN 13 :
Total Pages : 540 pages
Book Rating : 4.:/5 (36 download)

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Book Synopsis The Annals of Probability by :

Download or read book The Annals of Probability written by and published by . This book was released on 1975 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability Theory Subject Indexes from Mathematical Reviews

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ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Probability Theory Subject Indexes from Mathematical Reviews by : American Mathematical Society

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:

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 564 pages
Book Rating : 4.:/5 (31 download)

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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 1994 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mass Transportation Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 0387227555
Total Pages : 533 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Mass Transportation Problems by : Svetlozar T. Rachev

Download or read book Mass Transportation Problems written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2006-05-17 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.

Markov Processes and Applications

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Publisher : John Wiley & Sons
ISBN 13 : 0470721863
Total Pages : 322 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Markov Processes and Applications by : Etienne Pardoux

Download or read book Markov Processes and Applications written by Etienne Pardoux and published by John Wiley & Sons. This book was released on 2008-11-20 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes." Jean-François Le Gall, Professor at Université de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

Introduction to Monte Carlo Methods for Transport and Diffusion Equations

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Publisher : OUP Oxford
ISBN 13 : 9780198525936
Total Pages : 178 pages
Book Rating : 4.5/5 (259 download)

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Book Synopsis Introduction to Monte Carlo Methods for Transport and Diffusion Equations by : Bernard Lapeyre

Download or read book Introduction to Monte Carlo Methods for Transport and Diffusion Equations written by Bernard Lapeyre and published by OUP Oxford. This book was released on 2003 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is used by for the resolution of partial differential equations, trasnport equations, the Boltzmann equation and the parabolic equations of diffusion.

Sums and Gaussian Vectors

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Publisher : Springer
ISBN 13 : 3540447911
Total Pages : 316 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Sums and Gaussian Vectors by : Vadim Yurinsky

Download or read book Sums and Gaussian Vectors written by Vadim Yurinsky and published by Springer. This book was released on 2006-11-14 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Surveys the methods currently applied to study sums of infinite-dimensional independent random vectors in situations where their distributions resemble Gaussian laws. Covers probabilities of large deviations, Chebyshev-type inequalities for seminorms of sums, a method of constructing Edgeworth-type expansions, estimates of characteristic functions for random vectors obtained by smooth mappings of infinite-dimensional sums to Euclidean spaces. A self-contained exposition of the modern research apparatus around CLT, the book is accessible to new graduate students, and can be a useful reference for researchers and teachers of the subject.

Probability Theory and Mathematical Statistics

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112313488
Total Pages : 752 pages
Book Rating : 4.1/5 (123 download)

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Book Synopsis Probability Theory and Mathematical Statistics by : B. Grigelionis

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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

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Publisher : Springer
ISBN 13 : 3319456849
Total Pages : 421 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications by : T. E. Govindan

Download or read book Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications written by T. E. Govindan and published by Springer. This book was released on 2016-11-11 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.

Advances in Analysis

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Publisher : Princeton University Press
ISBN 13 : 1400848938
Total Pages : 480 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Advances in Analysis by : Charles Fefferman

Download or read book Advances in Analysis written by Charles Fefferman and published by Princeton University Press. This book was released on 2014-01-05 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Princeton University's Elias Stein was the first mathematician to see the profound interconnections that tie classical Fourier analysis to several complex variables and representation theory. His fundamental contributions include the Kunze-Stein phenomenon, the construction of new representations, the Stein interpolation theorem, the idea of a restriction theorem for the Fourier transform, and the theory of Hp Spaces in several variables. Through his great discoveries, through books that have set the highest standard for mathematical exposition, and through his influence on his many collaborators and students, Stein has changed mathematics. Drawing inspiration from Stein’s contributions to harmonic analysis and related topics, this volume gathers papers from internationally renowned mathematicians, many of whom have been Stein’s students. The book also includes expository papers on Stein’s work and its influence. The contributors are Jean Bourgain, Luis Caffarelli, Michael Christ, Guy David, Charles Fefferman, Alexandru D. Ionescu, David Jerison, Carlos Kenig, Sergiu Klainerman, Loredana Lanzani, Sanghyuk Lee, Lionel Levine, Akos Magyar, Detlef Müller, Camil Muscalu, Alexander Nagel, D. H. Phong, Malabika Pramanik, Andrew S. Raich, Fulvio Ricci, Keith M. Rogers, Andreas Seeger, Scott Sheffield, Luis Silvestre, Christopher D. Sogge, Jacob Sturm, Terence Tao, Christoph Thiele, Stephen Wainger, and Steven Zelditch.

Current Index to Statistics, Applications, Methods and Theory

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ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.3/5 (91 download)

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Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1997 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

An Introduction to Bayesian Scientific Computing

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Publisher : Springer Science & Business Media
ISBN 13 : 0387733949
Total Pages : 202 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis An Introduction to Bayesian Scientific Computing by : Daniela Calvetti

Download or read book An Introduction to Bayesian Scientific Computing written by Daniela Calvetti and published by Springer Science & Business Media. This book was released on 2007-11-20 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been written for undergraduate and graduate students in various disciplines of mathematics. The authors, internationally recognized experts in their field, have developed a superior teaching and learning tool that makes it easy to grasp new concepts and apply them in practice. The book’s highly accessible approach makes it particularly ideal if you want to become acquainted with the Bayesian approach to computational science, but do not need to be fully immersed in detailed statistical analysis.

Studies on the Rate of Convergence in the Central Limit Theorem

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ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.:/5 (655 download)

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Book Synopsis Studies on the Rate of Convergence in the Central Limit Theorem by : WanSoo T. Rhee

Download or read book Studies on the Rate of Convergence in the Central Limit Theorem written by WanSoo T. Rhee and published by . This book was released on 1979 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Introduction to Random Matrices

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Publisher : Cambridge University Press
ISBN 13 : 0521194520
Total Pages : 507 pages
Book Rating : 4.5/5 (211 download)

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Book Synopsis An Introduction to Random Matrices by : Greg W. Anderson

Download or read book An Introduction to Random Matrices written by Greg W. Anderson and published by Cambridge University Press. This book was released on 2010 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Ergodic Behavior of Markov Processes

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110458934
Total Pages : 268 pages
Book Rating : 4.1/5 (14 download)

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Book Synopsis Ergodic Behavior of Markov Processes by : Alexei Kulik

Download or read book Ergodic Behavior of Markov Processes written by Alexei Kulik and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-20 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems