Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes

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

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Book Synopsis Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes by : Carleton University. Laboratory for Research in Statistics and Probability

Download or read book Technical Report 180. Strong Limit Theorems for Large and Small Increments of -valued Gaussian Processes written by Carleton University. Laboratory for Research in Statistics and Probability and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes

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ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (658 download)

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Book Synopsis Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes by : Qi-Man Shao

Download or read book Strong Limit Theorems for Large and Small Increments of LP-valued Gaussian Processes written by Qi-Man Shao and published by . This book was released on 1991 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes

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ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (355 download)

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Book Synopsis Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes by : M. (Miklós) Csörg̋o

Download or read book Strong Limit Theorems for Large and Small Increments of [ell Superscript P]-valued Gaussian Processes written by M. (Miklós) Csörg̋o and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes

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ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes by : Miklós Csörgö

Download or read book Strong Limit Theorems for Large and Small Increments of $ \ell ^ P $ -valued Gaussian Processes written by Miklós Csörgö and published by . This book was released on 1991 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Strong Limit Theorems

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Publisher : Springer Science & Business Media
ISBN 13 : 9401730970
Total Pages : 204 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Strong Limit Theorems by : Lin Zhengyan

Download or read book Strong Limit Theorems written by Lin Zhengyan and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents an up-to-date review of the most significant developments in strong Approximation and strong convergence in probability theory. The book consists of three chapters. The first deals with Wiener and Gaussian processes. Chapter 2 is devoted to the increments of partial sums of independent random variables. Chapter 3 concentrates on the strong laws of processes generated by infinite-dimensional Ornstein-Uhlenbeck processes. For researchers whose work involves probability theory and statistics.

Technical Report Series of the Laboratory for Research in Statistics and Probability

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ISBN 13 :
Total Pages : 636 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Technical Report Series of the Laboratory for Research in Statistics and Probability by :

Download or read book Technical Report Series of the Laboratory for Research in Statistics and Probability written by and published by . This book was released on 1992 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt:

High-Dimensional Probability

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Publisher : Cambridge University Press
ISBN 13 : 1108415199
Total Pages : 299 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis High-Dimensional Probability by : Roman Vershynin

Download or read book High-Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Random Processes for Engineers

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Publisher : Cambridge University Press
ISBN 13 : 1316241246
Total Pages : 429 pages
Book Rating : 4.3/5 (162 download)

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Book Synopsis Random Processes for Engineers by : Bruce Hajek

Download or read book Random Processes for Engineers written by Bruce Hajek and published by Cambridge University Press. This book was released on 2015-03-12 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).

Mathematical Reviews

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ISBN 13 :
Total Pages : 892 pages
Book Rating : 4.3/5 (91 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 2008 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Combinatorial Stochastic Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 354030990X
Total Pages : 257 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Combinatorial Stochastic Processes by : Jim Pitman

Download or read book Combinatorial Stochastic Processes written by Jim Pitman and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Efficient Reinforcement Learning Using Gaussian Processes

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Publisher : KIT Scientific Publishing
ISBN 13 : 3866445695
Total Pages : 226 pages
Book Rating : 4.8/5 (664 download)

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Book Synopsis Efficient Reinforcement Learning Using Gaussian Processes by : Marc Peter Deisenroth

Download or read book Efficient Reinforcement Learning Using Gaussian Processes written by Marc Peter Deisenroth and published by KIT Scientific Publishing. This book was released on 2010 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines Gaussian processes in both model-based reinforcement learning (RL) and inference in nonlinear dynamic systems.First, we introduce PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO takes model uncertainties consistently into account during long-term planning to reduce model bias. Second, we propose principled algorithms for robust filtering and smoothing in GP dynamic systems.

Probability Approximations via the Poisson Clumping Heuristic

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Publisher : Springer
ISBN 13 : 9781441930880
Total Pages : 0 pages
Book Rating : 4.9/5 (38 download)

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Book Synopsis Probability Approximations via the Poisson Clumping Heuristic by : David Aldous

Download or read book Probability Approximations via the Poisson Clumping Heuristic written by David Aldous and published by Springer. This book was released on 2010-12-01 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sample paths have local maxima but not points of increase, and how nearly do they have points of increase? Given two long strings of letters drawn i. i. d. from a finite alphabet, how long is the longest consecutive (resp. non-consecutive) substring appearing in both strings? If an imaginary particle performs a simple random walk on the vertices of a high-dimensional cube, how long does it take to visit every vertex? If a particle moves under the influence of a potential field and random perturbations of velocity, how long does it take to escape from a deep potential well? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey? If you take a large i. i. d. sample from a 2-dimensional rotationally-invariant distribution, what is the maximum over all half-spaces of the deviation between the empirical and true distributions? These questions cover a wide cross-section of theoretical and applied probability. The common theme is that they all deal with maxima or min ima, in some sense.

A History of the Central Limit Theorem

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Publisher : Springer Science & Business Media
ISBN 13 : 0387878572
Total Pages : 415 pages
Book Rating : 4.3/5 (878 download)

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Book Synopsis A History of the Central Limit Theorem by : Hans Fischer

Download or read book A History of the Central Limit Theorem written by Hans Fischer and published by Springer Science & Business Media. This book was released on 2010-10-08 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

The Fundamentals of Heavy Tails

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Publisher : Cambridge University Press
ISBN 13 : 1009062964
Total Pages : 266 pages
Book Rating : 4.0/5 (9 download)

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Book Synopsis The Fundamentals of Heavy Tails by : Jayakrishnan Nair

Download or read book The Fundamentals of Heavy Tails written by Jayakrishnan Nair and published by Cambridge University Press. This book was released on 2022-06-09 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.

Level Sets and Extrema of Random Processes and Fields

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Publisher : John Wiley & Sons
ISBN 13 : 0470434635
Total Pages : 407 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Level Sets and Extrema of Random Processes and Fields by : Jean-Marc Azais

Download or read book Level Sets and Extrema of Random Processes and Fields written by Jean-Marc Azais and published by John Wiley & Sons. This book was released on 2009-02-17 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 772 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 1994 with total page 772 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.

An Introduction to Statistical Signal Processing

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Publisher : Cambridge University Press
ISBN 13 : 1139456288
Total Pages : 479 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis An Introduction to Statistical Signal Processing by : Robert M. Gray

Download or read book An Introduction to Statistical Signal Processing written by Robert M. Gray and published by Cambridge University Press. This book was released on 2004-12-02 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.