Branching Processes and Their Applications, del Puerto

Автор: Liptser Robert S., Shiryaev Albert N., Aries A.B.
Название: Statistics of Random Processes / II. Applications
ISBN: 3540639284 ISBN-13(EAN): 9783540639282
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

Автор: Takahashi
Название: Microcirculation in Fractal Branching Networks
ISBN: 4431545077 ISBN-13(EAN): 9784431545071
Издательство: Springer
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Цена: 23058.00 р.
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Описание: This book presents a new method for analyzing the structure and function of the biological branching systems of fractal trees, with a focus on microcirculation. Branching systems in humans (vascular and bronchial trees) and those in the natural world (plants, trees, and rivers) are characterized by a fractal nature.

Автор: Phadia
Название: Prior Processes and Their Applications
ISBN: 3319327887 ISBN-13(EAN): 9783319327884
Издательство: Springer
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Цена: 15372.00 р.
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Описание: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and Polya tree and their extensions form a separate chapter, while the last two chapters present the Bayesian solutions to certain estimation problems pertaining to the distribution function and its functional based on complete data as well as right censored data. Because of the conjugacy property of some of these processes, most solutions are presented in closed form. However, the current interest in modeling and treating large-scale and complex data also poses a problem – the posterior distribution, which is essential to Bayesian analysis, is invariably not in a closed form, making it necessary to resort to simulation. Accordingly, the book also introduces several computational procedures, such as the Gibbs sampler, Blocked Gibbs sampler and slice sampling, highlighting essential steps of algorithms while discussing specific models. In addition, it features crucial steps of proofs and derivations, explains the relationships between different processes and provides further clarifications to promote a deeper understanding. Lastly, it includes a comprehensive list of references, equipping readers to explore further on their own.

Автор: E.G. Phadia.
Название: Prior Processes and Their Applications
ISBN: 3642392792 ISBN-13(EAN): 9783642392795
Издательство: Springer
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Цена: 12577.00 р.
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Описание: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the last four decades in order to deal with the Bayesian approach to solving some nonparametric inference problems.

Автор: Kyprianou, Andreas E.
Название: Fluctuations of Levy Processes with Applications
ISBN: 3642376312 ISBN-13(EAN): 9783642376313
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.