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Author : Ryōta Fukushima
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (143 download)
Download or read book Stochastic Analysis on Large Scale Interacting Systems written by Ryōta Fukushima and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kyōto Daigaku. Kiso Butsurigaku Kenkyūjo. Conference
Publisher : Virago Press
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.3/5 (91 download)
Download or read book Stochastic Analysis on Large Scale Interacting Systems written by Kyōto Daigaku. Kiso Butsurigaku Kenkyūjo. Conference and published by Virago Press. This book was released on 2004 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of 15 research and survey papers written by the speakers from two international conferences held in Japan, The 11th Mathematical Society of Japan International Research Institute's Stochastic Analysis on Large Scale Interacting Systems and Stochastic Analysis and Statistical Mechanics. Topics discussed in the volume cover the hydrodynamic limit, fluctuations, large deviations, spectral gap (Poincare inequality), logarithmic Sobolev inequality, Ornstein-Zernike asymptotics, random environments, determinantal expressions for systems including exclusion processes (stochastic lattice gas, Kawasaki dynamics), zero range processes, interacting Brownian particles, random walks, self-avoiding walks, Ginzburg-Landau model, interface models, Ising model, Widom-Rowlinson model, directed polymers, random matrices, Dyson's model, and more. The material is suitable for graduate students and researchers interested in probability theory, stochastic processes, and statistical mechanics.
Author : Tadahisa Funaki
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (12 download)
Download or read book Stochastic Analysis on Large Scale Interacting Systems written by Tadahisa Funaki and published by . This book was released on 2020 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ryōki Fukushima
Publisher :
ISBN 13 :
Total Pages : 350 pages
Book Rating : 4.:/5 (21 download)
Download or read book Stochastic Analysis on Large Scale Interacting Systems written by Ryōki Fukushima and published by . This book was released on 2016 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Herbert Spohn
Publisher : Springer Science & Business Media
ISBN 13 : 3642843719
Total Pages : 346 pages
Book Rating : 4.6/5 (428 download)
Download or read book Large Scale Dynamics of Interacting Particles written by Herbert Spohn and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles. This book addresses both researchers and students. Much of the material presented has never been published in book-form before.
Author : Spyros G. Tzafestas
Publisher : CRC Press
ISBN 13 : 100010477X
Total Pages : 400 pages
Book Rating : 4.0/5 (1 download)
Download or read book Stochastic Large-Scale Engineering Systems written by Spyros G. Tzafestas and published by CRC Press. This book was released on 2020-08-18 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.
Author : Yuri Kabanov
Publisher : Springer Science & Business Media
ISBN 13 : 3662132427
Total Pages : 274 pages
Book Rating : 4.6/5 (621 download)
Download or read book Two-Scale Stochastic Systems written by Yuri Kabanov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Author : Sergio Albeverio
Publisher : Springer Science & Business Media
ISBN 13 : 9400928939
Total Pages : 418 pages
Book Rating : 4.4/5 (9 download)
Download or read book Stochastic Processes in Physics and Engineering written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
Author : Jean-Dominique Deuschel
Publisher : Springer Science & Business Media
ISBN 13 : 9783540230335
Total Pages : 470 pages
Book Rating : 4.2/5 (33 download)
Download or read book Interacting Stochastic Systems written by Jean-Dominique Deuschel and published by Springer Science & Business Media. This book was released on 2005-01-12 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.
Author : Sergio Albeverio
Publisher : World Scientific
ISBN 13 : 9812561048
Total Pages : 471 pages
Book Rating : 4.8/5 (125 download)
Download or read book Recent Developments in Stochastic Analysis and Related Topics written by Sergio Albeverio and published by World Scientific. This book was released on 2004 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences
Author : Robert C. Dalang
Publisher : Birkhäuser
ISBN 13 : 3034809093
Total Pages : 402 pages
Book Rating : 4.0/5 (348 download)
Download or read book Stochastic Analysis: A Series of Lectures written by Robert C. Dalang and published by Birkhäuser. This book was released on 2015-07-28 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini
Author : Jinqiao Duan
Publisher : World Scientific
ISBN 13 : 9814277258
Total Pages : 306 pages
Book Rating : 4.8/5 (142 download)
Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by Jinqiao Duan and published by World Scientific. This book was released on 2010 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics. The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Author : Ana Isabel Cardoso
Publisher : Springer Science & Business Media
ISBN 13 :
Total Pages : 480 pages
Book Rating : 4.3/5 (91 download)
Download or read book Stochastic Analysis and Applications in Physics written by Ana Isabel Cardoso and published by Springer Science & Business Media. This book was released on 1994 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. Of the users, the physicists form perhaps the most important group, giving direction to the mathematicians' research and providing a source of intuition. White noise analysis has emerged as a viable framework for stochastic and infinite dimensional analysis. Another growth area is the theory of stochastic partial differential equations. Gauge field theories are attracting increasing attention. Dirichlet forms provide a fruitful link between the mathematics of Markov processes and the physics of quantum systems. The deterministic-stochastic interface is addressed, as are Euclidean quantum mechanics, excursions of diffusions and the convergence of Markov chains to thermal states.
Author : Jochen Blath
Publisher : Cambridge University Press
ISBN 13 : 1139476017
Total Pages : 391 pages
Book Rating : 4.1/5 (394 download)
Download or read book Trends in Stochastic Analysis written by Jochen Blath and published by Cambridge University Press. This book was released on 2009-04-09 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
Author : Mark A. Pinsky
Publisher : CRC Press
ISBN 13 : 1000146200
Total Pages : 476 pages
Book Rating : 4.0/5 (1 download)
Download or read book Stochastic Analysis and Applications written by Mark A. Pinsky and published by CRC Press. This book was released on 2020-10-15 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.
Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 9780824706609
Total Pages : 800 pages
Book Rating : 4.7/5 (66 download)
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author : Amir Dembo
Publisher : Springer
ISBN 13 : 3540315373
Total Pages : 283 pages
Book Rating : 4.5/5 (43 download)
Download or read book Lectures on Probability Theory and Statistics written by Amir Dembo and published by Springer. This book was released on 2005-11-26 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.
