Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency, Masafumi Akahira; Kei Takeuchi
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: This thesis investigates the sound generated by solid bodies in steady subsonic flows with unsteady perturbations, as is typically used when determining the noise generated by turbulent interactions.
Автор: Nicolay, David Название: Asymptotic Chaos Expansions in Finance ISBN: 1447165055 ISBN-13(EAN): 9781447165057 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
Автор: J. Pfanzagl; W. Wefelmeyer Название: Contributions to a General Asymptotic Statistical Theory ISBN: 0387907769 ISBN-13(EAN): 9780387907765 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The aso theory developed in Chapters 8 - 12 presumes that the tan- gent cones are linear spaces. In the present chapter we collect a few natural examples where the tangent cone fails to be a linear space. These examples are to remind the reader that an extension of the theo- ry to convex tangent cones is wanted. Since the results are not needed in the rest of the book, we are more generous ab out regularity condi- tions. The common feature of the examples is the following: Given a pre- order (i.e., a reflexive and transitive order relation) on a family of p-measures, and a subfamily i of order equivalent p-measures, the fa- mily consists of p-measures comparable with the elements of i. This usually leads to a (convex) tangent cone 1f only p-measures larger (or smaller) than those in i are considered, or to a tangent co ne con- sisting of a convex cone and its reflexion about 0 if both smaller and larger p-measures are allowed. For partial orders (i.e., antisymmetric pre-orders), ireduces to a single p-measure. we do not assume the p-measures in to be pairwise comparable.
This volume collects papers associated with lectures that were presented at the BAIL 2016 conference, which was held from 14 to 19 August 2016 at Beijing Computational Science Research Center and Tsinghua University in Beijing, China. It showcases the variety and quality of current research into numerical and asymptotic methods for theoretical and practical problems whose solutions involve layer phenomena.
The BAIL (Boundary And Interior Layers) conferences, held usually in even-numbered years, bring together mathematicians and engineers/physicists whose research involves layer phenomena, with the aim of promoting interaction between
these often-separate disciplines. These layers appear as solutions of singularly perturbed differential equations of various types, and are common in physical problems, most notably in fluid dynamics.
This book is of interest for current researchers from mathematics, engineering and physics whose work involves the accurate app
roximation of solutions of singularly perturbed differential equations; that is, problems whose solutions exhibit boundary and/or interior layers.
Автор: Emmanuel Rio Название: Asymptotic Theory of Weakly Dependent Random Processes ISBN: 3662543222 ISBN-13(EAN): 9783662543221 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Ces notes sont consacr es aux in galit s et aux th or mes limites classiques pour les suites de variables al atoires absolument r guli res ou fortement m langeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l' tude des processus faiblement d pendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
Автор: Vladimir V. Sychev , Anatoly I. Ruban , Victor V. Название: Asymptotic Theory of Separated Flows ISBN: 0521455308 ISBN-13(EAN): 9780521455305 Издательство: Cambridge Academ Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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