Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Weak Convergence Of Stochastic Processes In Weighted Metrics And Their Applications To Contiguous Changepoint Analysis
Download Weak Convergence Of Stochastic Processes In Weighted Metrics And Their Applications To Contiguous Changepoint Analysis full books in PDF, epub, and Kindle. Read online Weak Convergence Of Stochastic Processes In Weighted Metrics And Their Applications To Contiguous Changepoint Analysis ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Weak Convergence of Stochastic Processes in Weighted Metrics and Their Applications to Contiguous Changepoint Analysis by : Barbara Szyszkowicz
Download or read book Weak Convergence of Stochastic Processes in Weighted Metrics and Their Applications to Contiguous Changepoint Analysis written by Barbara Szyszkowicz and published by . This book was released on 1992 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Methods in Stochastics by : M. Csörgö
Download or read book Asymptotic Methods in Stochastics written by M. Csörgö and published by American Mathematical Soc.. This book was released on 2004 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Book Synopsis Probability Theory and Mathematical Statistics by : B. Grigelionis
Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".
Book Synopsis Studia scientiarum mathematicarum Hungarica by :
Download or read book Studia scientiarum mathematicarum Hungarica written by and published by . This book was released on 1996 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1993 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Al-Majallah Al-iḥṣāʼīyah Al-Miṣrīyah by :
Download or read book Al-Majallah Al-iḥṣāʼīyah Al-Miṣrīyah written by and published by . This book was released on 1999 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book المجلة الإحصائية المصرية written by and published by . This book was released on 1999 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction to Empirical Processes and Semiparametric Inference by : Michael R. Kosorok
Download or read book Introduction to Empirical Processes and Semiparametric Inference written by Michael R. Kosorok and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.
Book Synopsis Some Convergence Results on Stable Infinite Moving Average Processes and Stable Self-similar Processes by : Sami Umut Can
Download or read book Some Convergence Results on Stable Infinite Moving Average Processes and Stable Self-similar Processes written by Sami Umut Can and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Gaussian stable stochastic models have attracted growing interest in recent years, due to their connections to limit theorems and due to empirical evidence pointing to heavier-than-Gaussian probability tails in many natural situations. We study the structure of two broad classes of stable stochastic processes through some convergence results. In the first half of the thesis, we study the integrated periodogram for discretetime infinite moving average processes with i.i.d. stable noise. We show that for such processes, a collection of weighted integrals of the periodogram, considered as a function-indexed stochastic process, converges weakly to a limit which can be represented as an infinite Fourier series with i.i.d. stable coefficients. The convergence works under certain assumptions on the Fourier coefficients of the index functions. We also extend the weak convergence results to stochastic volatility processes with stable noise, which are of interest in financial time series analysis. In the second half, we describe a family of continuous-time stable processes with stationary increments that are asymptotically or exactly self-similar. We show that they arise naturally as a large time scale limit in a situation where many users perform independent random walks and collect heavy-tailed random rewards depending on their position on the integer line. We study various properties of the limiting process. This work generalizes an earlier construction by Cohen and Samorodnitsky (2006).
Book Synopsis Weak convergence of weighted empirical processes with random weights by : Ibrahim A. Ahmad
Download or read book Weak convergence of weighted empirical processes with random weights written by Ibrahim A. Ahmad and published by . This book was released on 1981 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Theory and Method Abstracts by :
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1996 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Reviews written by and published by . This book was released on 1998 with total page 1116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1998 with total page 798 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.
Book Synopsis Simulation and the Monte Carlo Method by : Reuven Y. Rubinstein
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2016-10-21 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.
Book Synopsis Guidelines for Determining Flood Flow Frequency by : Water Resources Council (U.S.). Hydrology Committee
Download or read book Guidelines for Determining Flood Flow Frequency written by Water Resources Council (U.S.). Hydrology Committee and published by . This book was released on 1975 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Nonparametrics by : J.K. Ghosh
Download or read book Bayesian Nonparametrics written by J.K. Ghosh and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first systematic treatment of Bayesian nonparametric methods and the theory behind them. It will also appeal to statisticians in general. The book is primarily aimed at graduate students and can be used as the text for a graduate course in Bayesian non-parametrics.
Book Synopsis Wavelets and Statistics by : Anestis Antoniadis
Download or read book Wavelets and Statistics written by Anestis Antoniadis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite its short history, wavelet theory has found applications in a remarkable diversity of disciplines: mathematics, physics, numerical analysis, signal processing, probability theory and statistics. The abundance of intriguing and useful features enjoyed by wavelet and wavelet packed transforms has led to their application to a wide range of statistical and signal processing problems. On November 16-18, 1994, a conference on Wavelets and Statistics was held at Villard de Lans, France, organized by the Institute IMAG-LMC, Grenoble, France. The meeting was the 15th in the series of the Rencontres Pranco-Belges des 8tatisticiens and was attended by 74 mathematicians from 12 different countries. Following tradition, both theoretical statistical results and practical contributions of this active field of statistical research were presented. The editors and the local organizers hope that this volume reflects the broad spectrum of the conference. as it includes 21 articles contributed by specialists in various areas in this field. The material compiled is fairly wide in scope and ranges from the development of new tools for non parametric curve estimation to applied problems, such as detection of transients in signal processing and image segmentation. The articles are arranged in alphabetical order by author rather than subject matter. However, to help the reader, a subjective classification of the articles is provided at the end of the book. Several articles of this volume are directly or indirectly concerned with several as pects of wavelet-based function estimation and signal denoising.
