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Asymptotic Statistics: With a View to Stochastic Processes, Reinhard Hopfner


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Автор: Reinhard Hopfner
Название:  Asymptotic Statistics: With a View to Stochastic Processes
ISBN: 9783110250244
Издательство: Walter de Gruyter
Классификация:

ISBN-10: 3110250241
Обложка/Формат: Hardback
Страницы: 286
Вес: 0.48 кг.
Дата издания: 29.01.2014
Серия: Education
Язык: English
Размер: 239 x 170 x 15
Читательская аудитория: College/higher education
Ключевые слова: Probability & statistics, EDUCATION / Teaching Methods & Materials / Mathematics,MATHEMATICS / Probability & Statistics / General,MATHEMATICS / Study & Teaching
Поставляется из: Германии
Описание: This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.


Two-Scale Stochastic Systems / Asymptotic Analysis and Control

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Asymptotic Issues For Some Partial Differential Equations

Автор: Chipot Michel Marie
Название: Asymptotic Issues For Some Partial Differential Equations
ISBN: 1783268913 ISBN-13(EAN): 9781783268917
Издательство: World Scientific Publishing
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Цена: 10771.00 р.
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Описание:

"The monograph is well written and organized and recommended to graduate students and researchers in applied mathematics or engineering."

Zentralblatt MATH

Much progress has been made in recent years on the issue of asymptotic behavior of problems set in cylinders. This book goes one step further by presenting the latest accomplishments on asymptotic behavior in domains which become unbounded.

It also investigates new issues which have emerged including existence and uniqueness of solution in unbounded domains, anisotropic singular perturbations, periodic behavior forced by periodic data. These new advances are treated with original techniques developed to investigate the asymptotic behavior of various problems.

Theories investigated throughout the book can be applied to other problems related to partial differential equations, making it an important text for students and researchers within the discipline.

Asymptotic Issues for Some Partial Differential Equations is an updated account of ℓ Goes to Plus Infinity, published by BirkhAuser in 2002.

Global Well-posedness and Asymptotic Behavior of the Solutions to Non-classical Thermo(visco)elastic Models

Автор: Qin
Название: Global Well-posedness and Asymptotic Behavior of the Solutions to Non-classical Thermo(visco)elastic Models
ISBN: 9811017131 ISBN-13(EAN): 9789811017131
Издательство: Springer
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Цена: 10760.00 р.
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Описание: This book presents recent findings on the global existence, the uniqueness and the large-time behavior of global solutions of thermo(vis)coelastic systems and related models arising in physics, mechanics and materials science such as thermoviscoelastic systems, thermoelastic systems of types II and III, as well as Timoshenko-type systems with past history. Part of the book is based on the research conducted by the authors and their collaborators in recent years. The book will benefit interested beginners in the field and experts alike.

Asymptotic theory of statistics and probability

Автор: Dasgupta, Anirban
Название: Asymptotic theory of statistics and probability
ISBN: 0387759700 ISBN-13(EAN): 9780387759708
Издательство: Springer
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Цена: 13974.00 р.
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Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.

Asymptotic Representation of Relaxation Oscillations in Lasers

Автор: Elena V. Grigorieva; Sergey A. Kaschenko
Название: Asymptotic Representation of Relaxation Oscillations in Lasers
ISBN: 3319428594 ISBN-13(EAN): 9783319428598
Издательство: Springer
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Цена: 15372.00 р.
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Описание: In this book we analyze relaxation oscillations in models of lasers with nonlinear elements controlling light dynamics. The models are based on rate equations taking into account periodic modulation of parameters, optoelectronic delayed feedback, mutual coupling between lasers, intermodal interaction and other factors.With the aim to study relaxation oscillations we present the special asymptotic method of integration for ordinary differential equations and differential-difference equations. As a result, they are reduced to discrete maps. Analyzing the maps we describe analytically such nonlinear phenomena in lasers as multistability of large-amplitude relaxation cycles, bifurcations of cycles, controlled switching of regimes, phase synchronization in an ensemble of coupled systems and others.The book can be fruitful for students and technicians in nonlinear laser dynamics and in differential equations.

Some Asymptotic Problems in the Theory of Partial Differential Equations

Автор: Olga Oleinik
Название: Some Asymptotic Problems in the Theory of Partial Differential Equations
ISBN: 0521480833 ISBN-13(EAN): 9780521480833
Издательство: Cambridge Academ
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Цена: 19325.00 р.
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Описание: In 1993, Professor Oleinik was invited to give a series of lectures about her work in the area of partial differential equations. This book contains those lectures, and more.

Asymptotic Efficiency of Nonparametric Tests

Автор: Yakov Nikitin
Название: Asymptotic Efficiency of Nonparametric Tests
ISBN: 0521470293 ISBN-13(EAN): 9780521470292
Издательство: Cambridge Academ
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Цена: 18058.00 р.
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Описание: This monograph is the first unified treatment of an indispensable technique for comparing statistical tests, especially in nonparametric statistics. It presents powerful new methods to evaluate explicitly different kinds of efficiencies. Many Russian results are published here for the first time in English.

Asymptotic Behaviour of Solutions of Evolutionary Equations

Автор: M. I. Vishik
Название: Asymptotic Behaviour of Solutions of Evolutionary Equations
ISBN: 052142237X ISBN-13(EAN): 9780521422376
Издательство: Cambridge Academ
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Цена: 6811.00 р.
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Описание: The theme of this book is the investigation of globally asymptotic solutions of evolutionary equations. The lectures on which it is based were warmly received at the universities of Rome and Pavia, and at the Scuola Normale Superiore in Pisa. Here Professor Vishik has collated his lecture notes.

Asymptotic Behaviour of Solutions of Evolutionary Equations

Автор: M. I. Vishik
Название: Asymptotic Behaviour of Solutions of Evolutionary Equations
ISBN: 0521420237 ISBN-13(EAN): 9780521420235
Издательство: Cambridge Academ
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Цена: 15522.00 р.
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Описание: The theme of this book is the investigation of globally asymptotic solutions of evolutionary equations. The lectures on which it is based were warmly received at the universities of Rome and Pavia, and at the Scuola Normale Superiore in Pisa. Here Professor Vishik has collated his lecture notes.

Asymptotic Theory of Separated Flows

Автор: Vladimir V. Sychev , Anatoly I. Ruban , Victor V.
Название: Asymptotic Theory of Separated Flows
ISBN: 0521455308 ISBN-13(EAN): 9780521455305
Издательство: Cambridge Academ
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Цена: 17424.00 р.
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Описание: The most fruitful of the asymptotic methods used for problems of boundary-layer separation from a rigid body surface has been the method of matched asymptotic expansions. This book will present the asymptotic theory of separated flows in a systematic account.

Some Asymptotic Problems in the Theory of Partial Differential Equations

Автор: Olga Oleinik
Название: Some Asymptotic Problems in the Theory of Partial Differential Equations
ISBN: 0521485371 ISBN-13(EAN): 9780521485371
Издательство: Cambridge Academ
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Цена: 8078.00 р.
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Описание: In 1993, Professor Oleinik was invited to give a series of lectures about her work in the area of partial differential equations. This book contains those lectures, and more.

Asymptotic Theory Of Anisotropic Plates And Shells

Автор: Aghalovyan Lenser A
Название: Asymptotic Theory Of Anisotropic Plates And Shells
ISBN: 9814579025 ISBN-13(EAN): 9789814579025
Издательство: World Scientific Publishing
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Цена: 19800.00 р.
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Описание:

A consistent theory for thin anisotropic layered structures is developed starting from asymptotic analysis of 3D equations in linear elasticity. The consideration is not restricted to the traditional boundary conditions along the faces of the structure expressed in terms of stresses, originating a new type of boundary value problems, which is not governed by the classical Kirchhoff-Love assumptions. More general boundary value problems, in particular related to elastic foundations are also studied.

The general asymptotic approach is illustrated by a number of particular problems for elastic and thermoelastic beams and plates. For the latter, the validity of derived approximate theories is investigated by comparison with associated exact solution. The author also develops an asymptotic approach to dynamic analysis of layered media composed of thin layers motivated by modeling of engineering structures under seismic excitation.


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