Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Structured Dependence Between Stochastic Processes
Download Structured Dependence Between Stochastic Processes full books in PDF, epub, and Kindle. Read online Structured Dependence Between Stochastic Processes ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Fundamentals of the Theory of Structured Dependence between Stochastic Processes by : Tomasz R. Bielecki
Download or read book Fundamentals of the Theory of Structured Dependence between Stochastic Processes written by Tomasz R. Bielecki and published by Cambridge University Press. This book was released on 2020-08-27 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive presentation of the technical aspects and applications of the theory of structured dependence between random processes.
Book Synopsis Structured Dependence between Stochastic Processes by : Tomasz R. Bielecki
Download or read book Structured Dependence between Stochastic Processes written by Tomasz R. Bielecki and published by Cambridge University Press. This book was released on 2020-08-27 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.
Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Book Synopsis Dependence in Probability and Statistics by : Paul Doukhan
Download or read book Dependence in Probability and Statistics written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Book Synopsis Credit Correlation by : Youssef Elouerkhaoui
Download or read book Credit Correlation written by Youssef Elouerkhaoui and published by Springer. This book was released on 2017-11-15 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at an advanced level, it assumes that readers are familiar with the fundamentals of credit modelling covered, for example, in the market leading books by Schonbucher (2003) and O’Kane (2008). Coverage will include the latest default correlation approaches; correlation modelling in the ‘Marshall-Olkin’ contagion framework, in the context of CVA; numerical implementation; and pricing, calibration and risk challenges. The explosive growth of credit derivatives markets in the early-to-mid 000’s was bought to a close by the 2007 financial crisis, where these instruments were held largely to blame for the economic downturn. However, in the wake of increased regulation across all financial instruments and the challenge of buying and selling bonds in large amounts, credit derivatives have once again been found to be the answer and the market has grown significantly. Written by a practitioner for practitioners, this book will also interest researchers in mathematical finance who want to understand how things happen and work ‘on the floor’. Building the reader’s knowledge from the ground up, and with numerous real life examples used throughout, this book will prove a popular reference for anyone with a mathematical mind interested credit markets.
Book Synopsis Stochastic Models of Structural Plasma Turbulence by : Victor Yu Korolev
Download or read book Stochastic Models of Structural Plasma Turbulence written by Victor Yu Korolev and published by Walter de Gruyter. This book was released on 2006 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Book Synopsis Exponential Families of Stochastic Processes by : Uwe Küchler
Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by Springer Science & Business Media. This book was released on 2006-05-09 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.
Book Synopsis Time-Dependent Reliability Theory and Its Applications by : Chun-Qing Li
Download or read book Time-Dependent Reliability Theory and Its Applications written by Chun-Qing Li and published by Elsevier. This book was released on 2022-10-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time-Dependent Reliability Theory and Its Applications introduces the theory of time-dependent reliability and presents methods to determine the reliability of structures over the lifespan of their services. The book contains state-of-the-art solutions to first passage probability derived from the theory of stochastic processes with different types of probability distribution functions, including Gaussian and non-Gaussian distributions and stationary and non-stationary processes. In addition, it provides various methods to determine the probability of failure over time, considering different failure modes and a methodology to predict the service life of structures. Sections also cover the applications of time-dependent reliability to prediction of service life and development of risk cost-optimized maintenance strategy for existing structures. This new book is for those who wants to know how to predict the service life of a structure (buildings, bridges, aircraft structures, etc.) and how to develop a risk-cost, optimized maintenance strategy for these structures. Presents the basic knowledge required to predict service life and develop a maintenance strategy for infrastructure Explains how to predict the remaining safe life of the infrastructure during its lifespan of operation Describes how to carry out maintenance for an infrastructure to ensure its safe and serviceable operation during the designed service life
Book Synopsis Equivalents of the Riemann Hypothesis by : Kevin Broughan
Download or read book Equivalents of the Riemann Hypothesis written by Kevin Broughan and published by Cambridge University Press. This book was released on 2023-09-30 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume presents further equivalents to the Riemann hypothesis and explores its decidability.
Book Synopsis Stochastic Methods in Hydrology by : Ole E. Barndorff-Nielsen
Download or read book Stochastic Methods in Hydrology written by Ole E. Barndorff-Nielsen and published by World Scientific. This book was released on 1998 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book communicates some contemporary mathematical and statistical developments in river basin hydrology as they pertain to space-time rainfall, spatial landform and network structures and their role in understanding averages and fluctuations in the hydrologic water balance of river basins. While many of the mathematical and statistical nations have quite classical mathematical roots, the river basin data structure has led to many variations on the problems and theory.
Book Synopsis Empirical Process Techniques for Dependent Data by : Herold Dehling
Download or read book Empirical Process Techniques for Dependent Data written by Herold Dehling and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Book Synopsis PROBABILITY AND STATISTICS - Volume II by : Reinhard Viertl
Download or read book PROBABILITY AND STATISTICS - Volume II written by Reinhard Viertl and published by EOLSS Publications. This book was released on 2009-06-11 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs.
Book Synopsis Stochastic Processes and Long Range Dependence by : Gennady Samorodnitsky
Download or read book Stochastic Processes and Long Range Dependence written by Gennady Samorodnitsky and published by Springer. This book was released on 2016-11-09 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.
Book Synopsis Bayesian Theory and Applications by : Paul Damien
Download or read book Bayesian Theory and Applications written by Paul Damien and published by Oxford University Press. This book was released on 2013-01-24 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.
Book Synopsis Review of Marketing Research by : Naresh Malhotra
Download or read book Review of Marketing Research written by Naresh Malhotra and published by Routledge. This book was released on 2017-10-19 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.
Book Synopsis Credit Derivatives and Structured Credit by : Richard Bruyere
Download or read book Credit Derivatives and Structured Credit written by Richard Bruyere and published by John Wiley & Sons. This book was released on 2006-06-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends
Book Synopsis Stochastic-Process Limits by : Ward Whitt
Download or read book Stochastic-Process Limits written by Ward Whitt and published by Springer Science & Business Media. This book was released on 2006-04-11 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
