Описание: Provides an introduction to probability theory and its applications.
Автор: Applebaum, David Название: Levy processes and stochastic calculus ISBN: 0521738652 ISBN-13(EAN): 9780521738651 Издательство: Cambridge Academ Рейтинг: Цена: 7285 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: L?vy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of L?vy processes, then leading on to develop the stochastic calculus for L?vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for L?vy processes to have finite moments; characterisation of L?vy processes with finite variation; Kunita's estimates for moments of L?vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L?vy processes; multiple Wiener-L?vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L?vy-driven SDEs.
Автор: Resnick Sidney I. Название: Adventures in Stochastic Processes ISBN: 0817635912 ISBN-13(EAN): 9780817635916 Издательство: Springer Рейтинг: Цена: 5133 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.The book can be used for either a one or two semester course as given in departments of mathematics, statistics, operation research, business and management, or a number of engineering departments. Its approach to exercises and applications is practical and serious. Some underlying principles of complex problems and computations are cleanly and quickly delineated through rich vignettes of whimsically imagined Happy Harry and his Optima Street gangвЂ™s adventures in a world whose randomness is a never-ending source of both wonder and scientific insight.The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.
Автор: Durrett Rick Название: Essentials of Stochastic Processes ISBN: 038798836X ISBN-13(EAN): 9780387988368 Издательство: Springer Рейтинг: Цена: 7008 р. Наличие на складе: Нет в наличии.
Описание: This test is designed for a Master's Level course in stochastic processes. It features the introduction and use of martingales, which allow one to do much more with Brownian motion, e.g., option pricing, and queueing theory is integrated into the Continuous Time Markov Chain and Renewal Theory chapters as examples.
Описание: The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the author in 1985. This advance was followed by a great improvement of our understanding of the boundedness of other fundamental classes of processes (empirical processes, infinitely divisible processes, etc.) This challenging body of work has now been considerably simplified through the notion of "generic chaining", a completely natural variation on the ideas of Kolmogorov. The entirely new presentation adopted here takes the reader from the first principles to the edge of current knowledge, and to the wonderful open problems that remain in this domain.
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 4371 р. 6244.00-30% Наличие на складе: Есть (1 шт.) Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.
Описание: Noise can play a prominent role in structure formation in physics, chemistry and biology, for example current filaments in semiconductors, catalytic reactions on surfaces, complex dynamics of the heart, brain, or of ecosystems. The text reviews those aspects of applied stochastics.
Описание: The book is based on lecture notes of an author with long experience in teaching stochastic processes. In addition scientific results to applications of stochastic processes are included, which are important to strengthen the learned basic mathematical and physical background in part 1 of the book. This concept of combining 1) basic mathematical and physical description with 2) numerous simple and sophisticated examples and 3) detailed calculations cannot be found in a single book about stochastic processes published until now. Furthermore, specific applications of stochastic processes to vehicular traffic flow are not discussed in other published books. The proposed project will fill this existing gap. An additional plus is that the authors are working in cooperation since several years. They published in the last years several papers together. They chose to write about the topic, so that students and researchers, hence scientists at different educational levels, can profit when reading the book. An interested reader can find a basic mathematical description, as well as more physically tended description of basic concepts of stochastic theory, numerous examples with detailed calculations and applications from different fields, as well as some exercises to each chapter.
Описание: Nonlinear dynamics of complex processes is an active research field with large numbers of publications in basic research, and broad applications from diverse
fields of science. Nonlinear dynamics as manifested by deterministic and stochastic evolution models of complex behavior has entered statistical physics, physical chemistry, biophysics,
geophysics, astrophysics, theoretical ecology, semiconductor physics and -optics, etc. This field of research has induced a new terminology in science connected with new questions,
problems, solutions and methods.
New scenarios have emerged for spatio-temporal structures in dynamical systems far from equilibrium. Their analysis and possible control are intriguing and challenging aspects of the
current research. The duality of fundamental and applied research is a focal point of its main attractivity and fascination.
Basic topics and foundations are always linked to
concrete and precise examples. Models and measurements of complex nonlinear processes evoke and provoke new fundamental questions that diversify and broaden the
mathematical concepts and tools. In return, new mathematical approaches to modeling and analysis enlarge the scope and efficiency of applied research.
Автор: Jacod Jean, Shiryaev Albert N. Название: Limit Theorems for Stochastic Processes ISBN: 3540439323 ISBN-13(EAN): 9783540439325 Издательство: Springer Рейтинг: Цена: 11219 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Автор: Vemulapalli, G.K. Название: Invitation to Physical Chemistry ISBN: 1848163010 ISBN-13(EAN): 9781848163010 Издательство: World Scientific Publishing Рейтинг: Цена: 6557 р. Наличие на складе: Заказано в издательстве.
Описание: Presents a modern view of the different aspects of physical chemistry. With only the essential examples and steps in derivations given, this title intends to provide students/readers with the big picture first, which they need to keep in mind as they subsequently develop more detailed skills. It also includes a CD-ROM.
Автор: Kaddour Najim Название: Stochastic Processes, ISBN: 1903996554 ISBN-13(EAN): 9781903996553 Издательство: Elsevier Science Рейтинг: Цена: 20103 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process - estimation, optimisation and recursive logarithms - in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible
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