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.
Описание: An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.
Автор: Bouleau Nicolas Название: Dirichlet Forms Methods for Poisson Point Measures and Levy ISBN: 3319258184 ISBN-13(EAN): 9783319258188 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals.
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: Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts. Extensive Notes and References sections discuss other work on these and related models. Readers are expected to be familiar with analysis and probability at the graduate level, but it is not assumed that they have mastered the material in the 1985 book. This book is intended for graduate students and researchers in Probability Theory, and in related areas of Mathematics, Biology and Physics.
Автор: Roy L. Streit Название: Poisson Point Processes ISBN: 1489994491 ISBN-13(EAN): 9781489994493 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This overview of non-homogeneous and multidimensional Poisson point processes and their applications features mathematical tools and applications from emission- and transmission-computed tomography to multiple target tracking and distributed sensor detection.
Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Описание: This study provides innovative mathematical models for assessing the eruption probability and associated volcanic hazards, and applies them to the Campi Flegrei caldera in Italy.
Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Автор: Teck Kiang Tan Название: Doubly Classified Model with R ISBN: 9811069948 ISBN-13(EAN): 9789811069949 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides practical applications of doubly classified models by using R syntax to generate the models. For those who are not aware of this modeling approach, it serves as a good starting point to acquire a basic understanding of doubly classified models.
Автор: J. George Shanthikumar; Ushio Sumita Название: Applied Probability and Stochastic Processes ISBN: 0792384393 ISBN-13(EAN): 9780792384397 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a mixture of theoretical, algorithmic, and application chapters providing examples of the work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes.
Автор: Malempati M. Rao Название: Stochastic Processes ISBN: 0792363248 ISBN-13(EAN): 9780792363248 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a complete mathematical treatment of classical inference theory (Neyman-Pearson, Fisher, and Wald) from the point of using it in stochastic processes, including some generalizations. This book includes an analysis of likelihood ratios for both Gaussian and several other classes (infinitely divisible, jump Markov, diffusion and additive).
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