Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
Описание: Provides an introduction to probability theory and its applications.
Автор: Jacod Jean, Shiryaev Albert N. Название: Limit Theorems for Stochastic Processes ISBN: 3540439323 ISBN-13(EAN): 9783540439325 Издательство: Springer Рейтинг: Цена: 18167.00 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.
Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Автор: Florescu Название: Probability and Stochastic Processes ISBN: 0470624558 ISBN-13(EAN): 9780470624555 Издательство: Wiley Рейтинг: Цена: 17574.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format.
Автор: Kozachenko, Yuriy V. Название: Simulation of Stochastic Processes with Given Accuracy and Reliab ISBN: 1785482173 ISBN-13(EAN): 9781785482175 Издательство: Elsevier Science Рейтинг: Цена: 29139.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered.
Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes
Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic
Provides methods and tools in measuring accuracy and reliability in functional spaces
Автор: Peccati Название: Stochastic Analysis for Poisson Point Processes ISBN: 3319052322 ISBN-13(EAN): 9783319052328 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic geometry is the branchof mathematics that studies geometric structures associated with randomconfigurations, such as random graphs, tilings and mosaics. Due to its closeties with stereology and spatial statistics, the results in this area arerelevant for a large number of important applications, e.g. to the mathematicalmodeling and statistical analysis of telecommunication networks, geostatisticsand image analysis. In recent years – due mainly to the impetus of the authorsand their collaborators – a powerful connection has been established betweenstochastic geometry and the Malliavin calculus of variations, which is acollection of probabilistic techniques based on the properties ofinfinite-dimensional differential operators. This has led in particular to thediscovery of a large number of new quantitative limit theorems forhigh-dimensional geometric objects. This unique book presents anorganic collection of authoritative surveys written by the principal actors in thisrapidly evolving field, offering a rigorous yet lively presentation of its manyfacets.
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