S?minaire de Probabilit?s XX 1984/85, Jacques Azema; Marc Yor
Автор: Koralov Название: Theory of Probability and Random Processes ISBN: 3540254846 ISBN-13(EAN): 9783540254843 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVI ISBN: 3319119699 ISBN-13(EAN): 9783319119694 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous
breeding potential.- A.E. Kyprianou, J.-L. Pйrez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses.- Lucian Beznea, Iulian C ımpean: On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Kolйhи A. Coulibaly-Pasquier: Onsager-Machlupn functional for uniformly elliptic
time-inhomogeneous diffusion.- Xi Geng, Zhongmin Qian and Danyu Yang: G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion.- Isma]el Bailleul: Flows driven by Banach space-valued rough paths.- Christian Lйonard: Some properties of path measures.- Patrick Cattiaux, Arnaud Guillin: Semi Log-Concave Markov Diffusions.- Carlo Marinelli, Michael Rцckner: On maximal inequalities for purely discontinuous martingales in infinite dimensions.- Walter Schachermayer: Admissible Trading Strategies under Transaction Costs.- A.E. Kyprianou, A.R. Watson: Potentials of stable processes.- Julien Letemplier, Thomas Simon: Unimodality of hitting times for stable processes.- Mathieu Rosenbaum and Marc Yor: On the law of a triplet associated with the pseudo-Brownian bridge.- Jean Brossard, Michel Emery and Christophe Leuridan: Skew-product decomposition of planar Brownian motion and complementability.- Vilmos Prokaj; On the exactness of the Lйvy-transformation.- Yinshan Chang: Multi-occupation field generates the Borel-sigma-field of loops.- Ramon van Handel: Ergodicity, Decisions, and Partial Information.- Laurent Serlet: Invariance principle for the random walk conditioned to have a few zeroes.- Dario Trevisian: A short proof of Stein's universal multiplier theorem.- Joseph Najnudel, Ashkan Nikeghbali: On a flow of operators associated to virtual permutations.
Автор: Chaumont Название: Exercises in Probability ISBN: 1107606551 ISBN-13(EAN): 9781107606555 Издательство: Cambridge Academ Рейтинг: Цена: 8870.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Ideal for independent study or as a companion to a course in advanced probability theory, this book now includes over 100 exercises. In each case, the authors provide a detailed solution and references for preliminary and further reading. Insightful notes help to set the exercises in context.
Автор: Gamerman, Dani. Название: Markov Chain Monte Carlo ISBN: 1584885874 ISBN-13(EAN): 9781584885870 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.
Автор: Kay Название: Intuitive Probability and Random Processes using MATLAB® ISBN: 0387241574 ISBN-13(EAN): 9780387241579 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offering an introduction to probability and random processes, this book merges theory with practice. It is suitable for undergraduate and first-year graduate students in engineering, practicing engineers as well as others having appropriate mathematical background.
Описание: Provides an introduction to probability theory and its applications.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVIII ISBN: 3319444646 ISBN-13(EAN): 9783319444642 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In addition to its further exploration of the subject of peacocks, introduced in recent Seminaires de Probabilites, this volume continues the series` focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: In Memoriam Marc Yor - S?minaire de Probabilit?s XLVII ISBN: 3319185845 ISBN-13(EAN): 9783319185842 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory.- J. Warren: Sticky Particles and Stochastic Flows.- T. Funaki: Infinitesimal invariance for the coupled KPZ equations.- J. Pitman, W. Tang: Patterns in random walks and Brownian motion.- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion.- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions.- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero.- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials.- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration.- J. Pitman: Martingale marginals do not always determine convergence.- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments.- P. Biane: Polynomials associated with finite Markov chains.- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains.- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities.- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk.- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach.- P-L Mйliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics.- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion.- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes.- N. O'Connell: Stochastic Backlund transformations.- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics.- A.
Comtet, Y. Tourigny: Explicit formulae in probability and in statistical physics.- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space.- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation.- L. Devroye, G. Letac: Copulas with prescribed correlation matrix.- D. Stroock: Remarks on the HRT Conjecture.
Автор: Durrett, Rick Название: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Издательство: Cambridge Academ Рейтинг: Цена: 10611.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.
Автор: Grimmett Название: Probability and Random Processes 3ed ISBN: 0198572220 ISBN-13(EAN): 9780198572220 Издательство: Oxford Academ Рейтинг: Цена: 7206.00 р. Наличие на складе: Поставка под заказ.
Описание: Love Your Home is an inspiring and thought-provoking sourcebook of ideas for home design. It explores the concept of `home` and its role as a private retreat and sanctuary, as well as a social hub for entertaining and the centre of family life. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.
Автор: Catherine Donati-Martin; Michel ?mery; Alain Rouau Название: S?minaire de Probabilit?s XLII ISBN: 3642017622 ISBN-13(EAN): 9783642017629 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Levy processes and Levy systems, representation of Gaussian processes, filtrations and quantum probability.
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