Limit Theorems for Random Fields with Singular Spectrum, Nicolai Leonenko
Автор: Nicolai Leonenko Название: Limit Theorems for Random Fields with Singular Spectrum ISBN: 9401059470 ISBN-13(EAN): 9789401059473 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is devoted to an investigation of the basic problems of the the- ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran- dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly dependent random fields by various authors. This phenomenon has been observed empirically by many scientists long before suitable mathematical models were known. The methods and results differ significantly from the theory of weakly dependent random fields. The first chapter presents basic concepts of the spectral theory of random fields, some examples of random processes and fields with singular spectrum, Tauberian and Abelian theorems for the covariance function of singular ran- dom fields. In the second chapter limit theorems for non-linear functionals of random fields with singular spectrum are proved. Chapter 3 summarizes some limit theorems for geometric functionals of random fields with long-range dependence. Limit distributions of the solutions of Burgers equation with random data via parabolic and hyperbolic rescaling are presented in chapter 4. And chapter 5 presents some problems of statistical analysis of random fields with singular spectrum. I would like to thank the editor, Michiel Hazewinkel, for his support. I am grateful to the following students and colleagues: 1. Deriev, A. Olenko, K. Rybasov, L. Sakhno, M. Sharapov, A. Sikorskii, M. Silac-BenSic. I would also like to thank V.Anh, O. Barndorff-Nielsen, Yu. Belyaev, P.
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.
Автор: Dudley Название: Uniform Central Limit Theorems ISBN: 0521738415 ISBN-13(EAN): 9780521738415 Издательство: Cambridge Academ Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second edition of a classic work has been considerably expanded and revised, now with complete proofs of all results, including several new theorems not included in the first edition, such as Talagrand`s generic chaining approach to boundedness of Gaussian processes and Gine and Zinn`s characterization of uniform Donsker classes.
Описание: The authors of this work use a novel strategy that combines record linkage and demographic/statistical analysis to produce an internally consistent and robust set of estimates of the African-American population during the period 1930-1990. They interpret the record that emerges, with special reference to longevity trends and differentials.
Автор: Eichelsbacher Peter Название: Limit Theorems in Probability, Statistics and Number Theory ISBN: 364236067X ISBN-13(EAN): 9783642360671 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory.
The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich G tze, a noted expert in this field.
Автор: Jean-Paul Brasselet; Jos? Seade; Tatsuo Suwa Название: Vector fields on Singular Varieties ISBN: 3642052045 ISBN-13(EAN): 9783642052040 Издательство: Springer Рейтинг: Цена: 6282.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Vector?eldsonmanifoldsplaymajorrolesinmathematicsandothersciences. In particular, the Poincar e-Hopf index theorem and its geometric count- part, the Gauss-Bonnettheorem, giveriseto the theoryof Chernclasses, key invariants of manifolds in geometry and topology. One has often to face problems where the underlying space is no more a manifold but a singular variety. Thus it is natural to ask what is the "good" notionofindexofavector?eld, andofChernclasses, ifthespaceacquiress- gularities.Thequestionwasexploredbyseveralauthorswithvariousanswers, starting with the pioneering work of M.-H. Schwartz and R. MacPherson. We present these notions in the framework of the obstruction theory and the Chern-Weil theory. The interplay between these two methods is one of the main features of the monograph. Marseille Jean-Paul Brasselet Cuernavaca Jos e Seade Tokyo Tatsuo Suwa September 2009 v Acknowledgements Parts of this monograph were written while the authors were staying at various institutions, such as Hokkaido University and Niigata University in Japan, CIRM, Universit e de la Mediterran ee and IML at Marseille, France, the Instituto de Matem aticas of UNAM at Cuernavaca, Mexico, ICTP at Trieste, Italia, IMPA at Rio de Janeiro, and USP at S ao Carlos in Brasil, to name a few, and we would like to thank them for their generous hospitality and support. Thanks are also due to people who helped us in many ways, in particular our co-authors of results quoted in the book: Marcelo Aguilar, Wolfgang Ebeling, Xavier G omez-Mont, Sabir Gusein-Zade, L DEGREESeDung Tran g, Daniel Lehmann, David Massey, A.J. Parameswaran, Marcio Soares, Mihai Tibar, Alberto Verjovsky, andmanyother colleagueswho helped usin variousways.
Описание: After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975).
Автор: V. Bentkus; Yu.V. Prokhorov; B. Seckler; V. Statul Название: Limit Theorems of Probability Theory ISBN: 3642081703 ISBN-13(EAN): 9783642081705 Издательство: Springer Рейтинг: Цена: 20956.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con- fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.
Автор: L. Arnold; P. Kotelenez Название: Stochastic Space—Time Models and Limit Theorems ISBN: 902772038X ISBN-13(EAN): 9789027720382 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Approach your problems from It isn't that they can't see the right end and begin with the solution. the answers. Then one day, It is that they can't see the perhaps you will find the problem. final question. G.K. Chesterton. The Scandal 'The Hermit Clad 1n Crane of Father Brown 'The Point of Feathers' in R. van Gulik's a Pin'. The Chinese Maze Murders. Growing specialisation and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches wich were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
Название: Limit Theorems for Stochastic Processes ISBN: 144711051X ISBN-13(EAN): 9781447110514 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail.
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