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Author : H. Niemi
Publisher : VSP
ISBN 13 : 9789067641562
Total Pages : 308 pages
Book Rating : 4.6/5 (415 download)
Download or read book Frontiers in Pure and Applied Probability written by H. Niemi and published by VSP. This book was released on 1993 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Soeren Asmussen
Publisher : Springer Science & Business Media
ISBN 13 : 0387215255
Total Pages : 451 pages
Book Rating : 4.3/5 (872 download)
Download or read book Applied Probability and Queues written by Soeren Asmussen and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS
Author : Takeyuki Hida
Publisher : World Scientific
ISBN 13 : 9789812380203
Total Pages : 212 pages
Book Rating : 4.3/5 (82 download)
Download or read book Quantum Information IV written by Takeyuki Hida and published by World Scientific. This book was released on 2002 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation. ...study on the Power of Potential fluctuation in living cells...some properties of measure-valued processes with singular branching rate and other papers.
Author : Svante Janson
Publisher : Cambridge University Press
ISBN 13 : 0521561280
Total Pages : 358 pages
Book Rating : 4.5/5 (215 download)
Download or read book Gaussian Hilbert Spaces written by Svante Janson and published by Cambridge University Press. This book was released on 1997-06-12 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.
Author : Vladimir I. Bogachev
Publisher : American Mathematical Soc.
ISBN 13 : 147041869X
Total Pages : 450 pages
Book Rating : 4.4/5 (74 download)
Download or read book Gaussian Measures written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-01-26 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
Author : Michael Craig Cranston
Publisher : American Mathematical Soc.
ISBN 13 : 0821802895
Total Pages : 634 pages
Book Rating : 4.8/5 (218 download)
Download or read book Stochastic Analysis written by Michael Craig Cranston and published by American Mathematical Soc.. This book was released on 1995 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Itô's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.
Author : H. Körezlioglu
Publisher : Springer Science & Business Media
ISBN 13 : 1461224500
Total Pages : 294 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stochastic Analysis and Related Topics V written by H. Körezlioglu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions of the participants to the Oslo Silivri Workshop on Stochastic Analysis, held in Silivri, from July 18 to July 29, at the Nazlm Terzioglu Graduate Research Center of Istanbul University. 1994, There were three lectures: " Mathematical Theory 0/ Communication Networks by V. Anantharam, " State-Space Models 0/ the Term Structure o/Interest Rates, by D. Duffie, " Theory 0/ Capacity on the Wiener Space, by F. Hirsch. The main lectures are presented at the beginning of the volume. The contributing papers cover different domains varying from random fields to dis tributions on infinite dimensional spaces. We would like to thank the following organizations for their financial sup port: " VISTA, a research cooperation between the Norwegian Academy of Scineces and Letters and Den Norske Stats Oljeselskap A.S. (Statsoil)." Ecole Nationale Superieure des Telecommunications de Paris. In the summer of 1994 we lost our dear friend and colleague ALBERT BADRIKIAN. We are dedicating this volume to his memory. H. Körezlioglu, B. 0ksendal, A.S. Üstünel MATHEMATICAL THEORY OF COMMUNICATION NETWORKS VENKAT ANANTHARAM * EECS DEPARTMENT UNIVERSITY OF CALIFORNIA BERKELEY, CA 94720 [email protected] Abstract We describe so me recent advances in the mathematical theory of com munication networks
Author : Albert N. Shiryaev
Publisher : Springer Science & Business Media
ISBN 13 : 3642335497
Total Pages : 468 pages
Book Rating : 4.6/5 (423 download)
Download or read book Prokhorov and Contemporary Probability Theory written by Albert N. Shiryaev and published by Springer Science & Business Media. This book was released on 2013-01-09 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.
Author : Yu. Kabanov
Publisher : Springer Science & Business Media
ISBN 13 : 3540307885
Total Pages : 659 pages
Book Rating : 4.5/5 (43 download)
Download or read book From Stochastic Calculus to Mathematical Finance written by Yu. Kabanov and published by Springer Science & Business Media. This book was released on 2007-04-03 with total page 659 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.
Author : Hui-Hsiung Kuo
Publisher : World Scientific
ISBN 13 : 981277954X
Total Pages : 257 pages
Book Rating : 4.8/5 (127 download)
Download or read book Infinite Dimensional Stochastic Analysis written by Hui-Hsiung Kuo and published by World Scientific. This book was released on 2008 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians.
Author : Bank of Canada
Publisher :
ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.:/5 (31 download)
Download or read book Document de Travail written by Bank of Canada and published by . This book was released on 2006 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : V.M. Zolotarev
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112319060
Total Pages : 320 pages
Book Rating : 4.1/5 (123 download)
Download or read book Stability Problems for Stochastic Models written by V.M. Zolotarev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Stability Problems for Stochastic Models".
Author : Andrei Borodin
Publisher : Birkhäuser
ISBN 13 : 3034876521
Total Pages : 478 pages
Book Rating : 4.0/5 (348 download)
Download or read book Handbook of Brownian Motion written by Andrei Borodin and published by Birkhäuser. This book was released on 2012-12-06 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style". By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.
Author : Samuel N. Cohen
Publisher : World Scientific
ISBN 13 : 9814383317
Total Pages : 605 pages
Book Rating : 4.8/5 (143 download)
Download or read book Stochastic Processes, Finance and Control written by Samuel N. Cohen and published by World Scientific. This book was released on 2012 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
Author : Yasunori Fujikoshi
Publisher : Springer Nature
ISBN 13 : 9811326169
Total Pages : 133 pages
Book Rating : 4.8/5 (113 download)
Download or read book Non-Asymptotic Analysis of Approximations for Multivariate Statistics written by Yasunori Fujikoshi and published by Springer Nature. This book was released on 2020-06-28 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent non-asymptotic results for approximations in multivariate statistical analysis. The book is unique in its focus on results with the correct error structure for all the parameters involved. Firstly, it discusses the computable error bounds on correlation coefficients, MANOVA tests and discriminant functions studied in recent papers. It then introduces new areas of research in high-dimensional approximations for bootstrap procedures, Cornish–Fisher expansions, power-divergence statistics and approximations of statistics based on observations with random sample size. Lastly, it proposes a general approach for the construction of non-asymptotic bounds, providing relevant examples for several complicated statistics. It is a valuable resource for researchers with a basic understanding of multivariate statistics.
Author :
Publisher :
ISBN 13 :
Total Pages : 762 pages
Book Rating : 4.3/5 (91 download)
Download or read book Catalogue of Periodicals and Continuations written by and published by . This book was released on 1995 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alison Etheridge
Publisher : Cambridge University Press
ISBN 13 : 9780521483193
Total Pages : 356 pages
Book Rating : 4.4/5 (831 download)
Download or read book Stochastic Partial Differential Equations written by Alison Etheridge and published by Cambridge University Press. This book was released on 1995-07-13 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.
