Автор: Bladt, Mogens Nielsen, Bo Friis Название: Matrix-exponential distributions in applied probability ISBN: 149397047X ISBN-13(EAN): 9781493970476 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas.
The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data.
Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.
Описание: Provides a commentary on recent financial policies covering macroeconomic perspectives, monetary-fiscal policies, external sector policies, particularly exchange rate management and gold. The collection will be of interest to the general reader with broad interest in financial policies, and also to policy-makers, opinion makers, banks and financial institutions, academics, and students of finance.
Описание: Mathematical Notes, 29 Originally published in 1983. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paper
Автор: Viana Название: Lectures on Lyapunov Exponents ISBN: 1107081734 ISBN-13(EAN): 9781107081734 Издательство: Cambridge Academ Рейтинг: Цена: 7126.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theory of Lyapunov exponents originated over a century ago in the study of the stability of solutions of differential equations. Written by one of the subject's leading authorities, this book is both an account of the classical theory, from a modern view, and an introduction to the significant developments relating the subject to dynamical systems, ergodic theory, mathematical physics and probability. It is based on the author's own graduate course and is reasonably self-contained with an extensive set of exercises provided at the end of each chapter. This book makes a welcome addition to the literature, serving as a graduate text and a valuable reference for researchers in the field.
Автор: Pedro Duarte; Silvius Klein Название: Lyapunov Exponents of Linear Cocycles ISBN: 9462391238 ISBN-13(EAN): 9789462391239 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The aim of this monograph is to present a general method of proving continuity of Lyapunov exponents of linear cocycles. The main assumption required by this method is the availability of appropriate large deviation type estimates for quantities related to the iterates of the base and fiber dynamics associated with the linear cocycle.
Автор: Ludwig Arnold; Volker Wihstutz Название: Lyapunov Exponents ISBN: 3540164588 ISBN-13(EAN): 9783540164586 Издательство: Springer Рейтинг: Цена: 4884.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Ludwig Arnold; Hans Crauel; Jean-Pierre Eckmann Название: Lyapunov Exponents ISBN: 3540546626 ISBN-13(EAN): 9783540546627 Издательство: Springer Рейтинг: Цена: 5583.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Examines all significant recent progress made in the theory and applications of a key component of dynamical systems, known as the Lyapunov exponents. Emphasis is placed on shifts towards nonlinear and infinite-dimensional systems and observable engineering applications.
Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.
Описание: This book offers a detailed description of Lyapunov functional construction. It features profuse analytical and numerical examples and demonstrates a method that can be usefully applied in economic, mechanical, biological and ecological systems.
Автор: V. Lakshmikantham; V.M. Matrosov; S. Sivasundaram Название: Vector Lyapunov Functions and Stability Analysis of Nonlinear Systems ISBN: 0792311523 ISBN-13(EAN): 9780792311522 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One service mathematics has rendered the 'Et moi, "', si j'avait su comment en revenir, je n'y serais point all."' human race. It has put common sense back where it belongs, on the topmost shelf next Jules Verne to the dusty canister labelled 'discarded non- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Автор: Nikolay Sidorov; Boris Loginov; A.V. Sinitsyn; M.V Название: Lyapunov-Schmidt Methods in Nonlinear Analysis and Applications ISBN: 1402009410 ISBN-13(EAN): 9781402009419 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Concentrates on the branching solutions of nonlinear operator equations and the theory of degenerate operator-differential equations especially applicable to algorithmic analysis and nonlinear PDE`s in mechanics and mathematical physics. This book covers regular iterative methods in a neighborhood of branch points, and more.
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