Saddlepoint Approximations and Boundary Crossing Probabilities for Random Fields and Their Applications

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ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (632 download)

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Book Synopsis Saddlepoint Approximations and Boundary Crossing Probabilities for Random Fields and Their Applications by : T. L. Lai

Download or read book Saddlepoint Approximations and Boundary Crossing Probabilities for Random Fields and Their Applications written by T. L. Lai and published by . This book was released on 2005 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maxima of Gaussian Random Fields and Moderate Deviation Approximations to Boundary Crossing Probabilities of Sums of Random Variables with Multidimensional Indices

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ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (587 download)

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Book Synopsis Maxima of Gaussian Random Fields and Moderate Deviation Approximations to Boundary Crossing Probabilities of Sums of Random Variables with Multidimensional Indices by : Hock Peng Chan

Download or read book Maxima of Gaussian Random Fields and Moderate Deviation Approximations to Boundary Crossing Probabilities of Sums of Random Variables with Multidimensional Indices written by Hock Peng Chan and published by . This book was released on 2003 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scan Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 081764749X
Total Pages : 410 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Scan Statistics by : Joseph Glaz

Download or read book Scan Statistics written by Joseph Glaz and published by Springer Science & Business Media. This book was released on 2009-12-24 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scan statistics is currently one of the most active and important areas of research in applied probability and statistics, having applications to a wide variety of fields: archaeology, astronomy, bioinformatics, biosurveillance, molecular biology, genetics, computer science, electrical engineering, geography, material sciences, physics, reconnaissance, reliability and quality control, telecommunication, and epidemiology. Filling a gap in the literature, this self-contained volume brings together a collection of selected chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.

Art And Practice Of Mathematics, The: Interviews At The Institute For Mathematical Sciences, National University Of Singapore, 2010-2020

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Publisher : World Scientific
ISBN 13 : 9811219605
Total Pages : 442 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Art And Practice Of Mathematics, The: Interviews At The Institute For Mathematical Sciences, National University Of Singapore, 2010-2020 by : Yu Kiang Leong

Download or read book Art And Practice Of Mathematics, The: Interviews At The Institute For Mathematical Sciences, National University Of Singapore, 2010-2020 written by Yu Kiang Leong and published by World Scientific. This book was released on 2021-06-23 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the second volume of interviews with prominent mathematicians and mathematical scientists who visited the Institute for Mathematical Sciences, National University of Singapore. First published in the Institute's newsletter Imprints during the period 2010-2020, they offer glimpses of an esoteric universe as viewed and experienced by some of the leading and creative practitioners of the craft of mathematics.The topics covered in this volume are wide-ranging, running from pure mathematics (logic, number theory, algebraic geometry) to applied mathematics (mathematical modeling, fluid dynamics) through probability and statistics, mathematical physics, theoretical computer science and financial mathematics. This eclectic mix of the abstract and the concrete should interest those who are enthralled by the mystique and power of mathematics, whether they are students, researchers or the non-specialists.By briefly tracing the paths traveled by the pioneers of different national backgrounds, the interviews attempt to put a cultural face to an intellectual endeavor that is often perceived as dry and austere by the uninitiated. They should also interest those who are intrigued by the influence of the environment on the creative spirit, and, in particular, those who are interested in the psychology and history of ideas.

Self-Normalized Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 3540856366
Total Pages : 273 pages
Book Rating : 4.5/5 (48 download)

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Book Synopsis Self-Normalized Processes by : Victor H. Peña

Download or read book Self-Normalized Processes written by Victor H. Peña and published by Springer Science & Business Media. This book was released on 2008-12-25 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.

Probability, Finance And Insurance, Proceedings Of A Workshop

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Publisher : World Scientific
ISBN 13 : 9814482617
Total Pages : 253 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Probability, Finance And Insurance, Proceedings Of A Workshop by : Siu Pang Yung

Download or read book Probability, Finance And Insurance, Proceedings Of A Workshop written by Siu Pang Yung and published by World Scientific. This book was released on 2004-06-28 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Extremes in Random Fields

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Publisher : John Wiley & Sons
ISBN 13 : 1118720628
Total Pages : 192 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Extremes in Random Fields by : Benjamin Yakir

Download or read book Extremes in Random Fields written by Benjamin Yakir and published by John Wiley & Sons. This book was released on 2013-08-01 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.

Probability, Finance and Insurance

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Publisher : World Scientific
ISBN 13 : 9812388532
Total Pages : 253 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis Probability, Finance and Insurance by : T. L. Lai

Download or read book Probability, Finance and Insurance written by T. L. Lai and published by World Scientific. This book was released on 2004 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory ? particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory ? it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? Index to Social Sciences & Humanities Proceedings? (ISSHP? / ISI Proceedings)? Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Sample Path Analysis and Distributions of Boundary Crossing Times

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Publisher : Springer
ISBN 13 : 331967059X
Total Pages : 141 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Sample Path Analysis and Distributions of Boundary Crossing Times by : Shelemyahu Zacks

Download or read book Sample Path Analysis and Distributions of Boundary Crossing Times written by Shelemyahu Zacks and published by Springer. This book was released on 2017-10-12 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes. The content is limited to the distributions of first boundary crossing times and their applications to various stochastic models. This book provides the theory and techniques for exact computations of distributions and moments of level crossing times. In addition, these techniques could replace simulations in many cases, thus providing more insight about the phenomenona studied. This book takes a general approach for studying telegraph processes and is based on nearly thirty published papers by the author and collaborators over the past twenty five years. No prior knowledge of advanced probability is required, making the book widely available to students and researchers in applied probability, operations research, applied physics, and applied mathematics.

Boundary crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives

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ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (461 download)

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Book Synopsis Boundary crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives by : Qiwei Yao

Download or read book Boundary crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives written by Qiwei Yao and published by . This book was released on 1991 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Limit Theorems for Associated Random Fields and Related Systems

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Publisher : World Scientific
ISBN 13 : 9812709401
Total Pages : 447 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Limit Theorems for Associated Random Fields and Related Systems by : Aleksandr Vadimovich Bulinski?

Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski? and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Boundary Crossing Probabilities of Some Random Fields Related to Lieklihood Ratio Tests for Epidemic Alternatives

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Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Boundary Crossing Probabilities of Some Random Fields Related to Lieklihood Ratio Tests for Epidemic Alternatives by : Q. Yao

Download or read book Boundary Crossing Probabilities of Some Random Fields Related to Lieklihood Ratio Tests for Epidemic Alternatives written by Q. Yao and published by . This book was released on 1991 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Conditional Boundary Crossing Probabilities with Applications to Change-point Problems

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Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis Conditional Boundary Crossing Probabilities with Applications to Change-point Problems by : STANFORD UNIV CA DEPT OF STATISTICS.

Download or read book Conditional Boundary Crossing Probabilities with Applications to Change-point Problems written by STANFORD UNIV CA DEPT OF STATISTICS. and published by . This book was released on 1986 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt: For normal random walks S sub 1, S sub 2 ..., formed from independent, identically distributed random variables X sub 1, X sub 2 ..., we determine the asymptotic behavior under regularity conditions of P(S sdub n> mg(n/m) for some n

Journal of the American Statistical Association

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ISBN 13 :
Total Pages : 1800 pages
Book Rating : 4.4/5 (91 download)

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Book Synopsis Journal of the American Statistical Association by :

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2006 with total page 1800 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 1346 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1985 with total page 1346 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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ISBN 13 :
Total Pages : 810 pages
Book Rating : 4.3/5 (91 download)

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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 1996 with total page 810 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.

Mathematical Reviews

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ISBN 13 :
Total Pages : 1574 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2004 with total page 1574 pages. Available in PDF, EPUB and Kindle. Book excerpt: