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Large Deviations And Idempotent Probability
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Book Synopsis Large Deviations and Idempotent Probability by : Anatolii Puhalskii
Download or read book Large Deviations and Idempotent Probability written by Anatolii Puhalskii and published by CRC Press. This book was released on 2001-05-07 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the view of many probabilists, author Anatolii Puhalskii's research results stand among the most significant achievements in the modern theory of large deviations. In fact, his work marked a turning point in the depth of our understanding of the connections between the large deviation principle (LDP) and well-known methods for establishing weak
Book Synopsis Large Deviations for Stochastic Processes by : Jin Feng
Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2015-02-03 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.
Book Synopsis Analytical and Computational Methods in Probability Theory by : Vladimir V. Rykov
Download or read book Analytical and Computational Methods in Probability Theory written by Vladimir V. Rykov and published by Springer. This book was released on 2017-12-21 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.
Book Synopsis Feynman-Kac Formulae by : Pierre Del Moral
Download or read book Feynman-Kac Formulae written by Pierre Del Moral and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale
Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations. The other papers in this volume were specially written for the occasion of Prof RozovskiiOCOs 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives."
Book Synopsis Idempotent Mathematics and Mathematical Physics by : Grigoriĭ Lazarevich Litvinov
Download or read book Idempotent Mathematics and Mathematical Physics written by Grigoriĭ Lazarevich Litvinov and published by American Mathematical Soc.. This book was released on 2005 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Idempotent mathematics is a rapidly developing new branch of the mathematical sciences that is closely related to mathematical physics. The existing literature on the subject is vast and includes numerous books and journal papers. A workshop was organized at the Erwin Schrodinger Institute for Mathematical Physics (Vienna) to give a snapshot of modern idempotent mathematics. This volume contains articles stemming from that event. Also included is an introductory paper by G. Litvinov and additional invited contributions. The resulting volume presents a comprehensive overview of the state of the art. It is suitable for graduate students and researchers interested in idempotent mathematics and tropical mathematics.
Book Synopsis Combining, Modelling and Analyzing Imprecision, Randomness and Dependence by : Jonathan Ansari
Download or read book Combining, Modelling and Analyzing Imprecision, Randomness and Dependence written by Jonathan Ansari and published by Springer Nature. This book was released on with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Asymptotic Analysis of Random Walks: Light-Tailed Distributions by : A. A. Borovkov
Download or read book Asymptotic Analysis of Random Walks: Light-Tailed Distributions written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.
Book Synopsis Asymptotic Analysis of Random Walks by : A. A. Borovkov
Download or read book Asymptotic Analysis of Random Walks written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2020-10-29 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic exposition provides a highly useful resource for academic researchers and professionals interested in applications of probability in statistics, ruin theory, and queuing theory. The large deviation principle for random walks was first established by the author in 1967, under the restrictive condition that the distribution tails decay faster than exponentially. (A close assertion was proved by S.R.S. Varadhan in 1966, but only in a rather special case.) Since then, the principle has always been treated in the literature only under this condition. Recently, the author jointly with A.A. Mogul'skii removed this restriction, finding a natural metric for which the large deviation principle for random walks holds without any conditions. This new version is presented in the book, as well as a new approach to studying large deviations in boundary crossing problems. Many results presented in the book, obtained by the author himself or jointly with co-authors, are appearing in a monograph for the first time.
Book Synopsis From Stochastic Calculus to Mathematical Finance by : Yu. Kabanov
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.
Book Synopsis Modern Problems of Stochastic Analysis and Statistics by : Vladimir Panov
Download or read book Modern Problems of Stochastic Analysis and Statistics written by Vladimir Panov and published by Springer. This book was released on 2017-11-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Book Synopsis An Introduction to Random Sets by : Hung T. Nguyen
Download or read book An Introduction to Random Sets written by Hung T. Nguyen and published by CRC Press. This book was released on 2006-03-27 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of random sets is a large and rapidly growing area with connections to many areas of mathematics and applications in widely varying disciplines, from economics and decision theory to biostatistics and image analysis. The drawback to such diversity is that the research reports are scattered throughout the literature, with the result that i
Book Synopsis Topics in Stochastic Analysis and Nonparametric Estimation by : Pao-Liu Chow
Download or read book Topics in Stochastic Analysis and Nonparametric Estimation written by Pao-Liu Chow and published by Springer Science & Business Media. This book was released on 2010-07-19 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.
Book Synopsis Research Directions in Distributed Parameter Systems by : Ralph C. Smith
Download or read book Research Directions in Distributed Parameter Systems written by Ralph C. Smith and published by SIAM. This book was released on 2003-01-01 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eleven chapters, written by experts in their respective fields, on topics ranging from control of the Navier-Stokes equations to nondestructive evaluation - all of which are modeled by distributed parameter systems.
Book Synopsis Springer Handbook of Computational Intelligence by : Janusz Kacprzyk
Download or read book Springer Handbook of Computational Intelligence written by Janusz Kacprzyk and published by Springer. This book was released on 2015-05-28 with total page 1637 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Springer Handbook for Computational Intelligence is the first book covering the basics, the state-of-the-art and important applications of the dynamic and rapidly expanding discipline of computational intelligence. This comprehensive handbook makes readers familiar with a broad spectrum of approaches to solve various problems in science and technology. Possible approaches include, for example, those being inspired by biology, living organisms and animate systems. Content is organized in seven parts: foundations; fuzzy logic; rough sets; evolutionary computation; neural networks; swarm intelligence and hybrid computational intelligence systems. Each Part is supervised by its own Part Editor(s) so that high-quality content as well as completeness are assured.
Book Synopsis Decision Theory and Multi-Agent Planning by : Giacomo Della Riccia
Download or read book Decision Theory and Multi-Agent Planning written by Giacomo Della Riccia and published by Springer Science & Business Media. This book was released on 2007-05-03 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: The work presents a modern, unified view on decision support and planning by considering its basics like preferences, belief, possibility and probability as well as utilities. These features together are immanent for software agents to believe the user that the agents are "intelligent".
Book Synopsis Foundations of Software Science and Computation Structures by : Naoki Kobayashi
Download or read book Foundations of Software Science and Computation Structures written by Naoki Kobayashi and published by Springer Nature. This book was released on with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
