Statistical Inference for Ergodic Diffusion Processes, Yury A. Kutoyants

Автор: Boos
Название: Essential Statistical Inference
ISBN: 1461448174 ISBN-13(EAN): 9781461448174
Издательство: Springer
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Описание: A superb resource on statistical inference for researchers or students, this book has R code throughout, including in sample problems, and an appendix of derived notation and formulae. It covers core topics as well as modern aspects such as M-estimation.

Автор: I. V. Basawa; D. J. Scott
Название: Asymptotic Optimal Inference for Non-ergodic Models
ISBN: 0387908102 ISBN-13(EAN): 9780387908106
Издательство: Springer
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Описание: This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models. The non-ergodic family of models can be viewed as an extension of the usual Fisher-Rao model for asymptotics, referred to here as an ergodic family.

Автор: Pei-Dong Liu; Min Qian
Название: Smooth Ergodic Theory of Random Dynamical Systems
ISBN: 3540600043 ISBN-13(EAN): 9783540600046
Издательство: Springer
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Описание: This text studies ergodic-theoretic aspects of random dynamical systems, for example, deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems.

Автор: A.A. Tempelman
Название: Ergodic Theorems for Group Actions
ISBN: 0792317173 ISBN-13(EAN): 9780792317173
Издательство: Springer
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Описание: Devoted to generalizations of the Birkhoff and von Neuman ergodic theorems to semigroup representations in Banach spaces, semigroup actions in measure spaces, homogeneous random fields and random measures on homogeneous spaces, this book contains eight chapters, a number of appendices and a substantial list of references.

Автор: Ricardo Mane; Silvio Levy
Название: Ergodic Theory and Differentiable Dynamics
ISBN: 3642703372 ISBN-13(EAN): 9783642703379
Издательство: Springer
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Описание: Rio de Janeiro, January 1987 Ricardo Mane Introduction This book is an introduction to ergodic theory, with emphasis on its relationship with the theory of differentiable dynamical systems, which is sometimes called differentiable ergodic theory.

Автор: I. P. Cornfeld; A. B. Sossinskii; S. V. Fomin; Y.
Название: Ergodic Theory
ISBN: 146156929X ISBN-13(EAN): 9781461569299
Издательство: Springer
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Описание: Ergodic theory is one of the few branches of mathematics which has changed radically during the last two decades. " It includes the construc- tion of direct and skew products of dynamical systems, the Rohlin-Halmos lemma, and the theory of special representations of dynamical systems with continuous time.

Автор: Harry Kesten
Название: Percolation Theory and Ergodic Theory of Infinite Particle Systems
ISBN: 1461387361 ISBN-13(EAN): 9781461387367
Издательство: Springer
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Автор: Wael Bahsoun; Christopher Bose; Gary Froyland
Название: Ergodic Theory, Open Dynamics, and Coherent Structures
ISBN: 149394326X ISBN-13(EAN): 9781493943265
Издательство: Springer
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Описание: This book is comprised of selected research articles developed from a workshop on Ergodic Theory, Probabilistic Methods and Applications, held in April 2012 at the Banff International Research Station.

Автор: Viana
Название: Foundations of Ergodic Theory
ISBN: 1107126967 ISBN-13(EAN): 9781107126961
Издательство: Cambridge Academ
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Описание: Rich with examples, applications and over 400 exercises, this textbook provides a coherent and self-contained introduction to ergodic theory, suitable for a variety of one- or two-semester courses. It requires few prerequisites, beginning with elementary material suitable for undergraduate students and gradually building up to more sophisticated topics.

Автор: Wael Bahsoun; Christopher Bose; Gary Froyland
Название: Ergodic Theory, Open Dynamics, and Coherent Structures
ISBN: 1493904183 ISBN-13(EAN): 9781493904181
Издательство: Springer
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Описание: This book is comprised of selected research articles developed from a workshop on Ergodic Theory, Probabilistic Methods and Applications, held in April 2012 at the Banff International Research Station.