Gaussian Random Processes, A.B. Aries; I.A. Ibragimov; Y.A. Rozanov
Автор: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.
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: Richard Boucherie; Nico M van Dijk Название: Markov Decision Processes in Practice ISBN: 3319477641 ISBN-13(EAN): 9783319477640 Издательство: Springer Рейтинг: Цена: 30745.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach.
Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Автор: Rue Название: Gaussian Markov Random Fields ISBN: 1584884320 ISBN-13(EAN): 9781584884323 Издательство: Taylor&Francis Рейтинг: Цена: 24499.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gaussian Markov Random Field (GMRF) models, most widely used in spatial statistics are presented in this, the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.
Автор: Mandrekar Название: Stochastic Analysis For Gaussian Ra ISBN: 1498707815 ISBN-13(EAN): 9781498707817 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).
The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the It integral. They show how the Skorokhod integral is a dual operator of Skorokhod differentiation and the divergence operator of Malliavin. The authors also present Gaussian processes indexed by real numbers and obtain a Kallianpur-Striebel Bayes' formula for the filtering problem. After discussing the problem of equivalence and singularity of Gaussian random fields (including a generalization of the Girsanov theorem), the book concludes with the Markov property of Gaussian random fields indexed by measures and generalized Gaussian random fields indexed by Schwartz space. The Markov property for generalized random fields is connected to the Markov process generated by a Dirichlet form.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
Автор: Parzen, Emanuel Название: Stochastic processes ISBN: 0898714419 ISBN-13(EAN): 9780898714418 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 9656.00 р. Наличие на складе: Нет в наличии.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.
Описание: Provides an introduction to probability theory and its applications.
Автор: Marcus Название: Markov Processes, Gaussian Processes, and Local Times ISBN: 1107403758 ISBN-13(EAN): 9781107403758 Издательство: Cambridge Academ Рейтинг: Цена: 12038.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through `mini-courses` on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.
Автор: Bovier Название: Gaussian Processes on Trees ISBN: 1107160499 ISBN-13(EAN): 9781107160491 Издательство: Cambridge Academ Рейтинг: Цена: 9346.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Branching Brownian motion is a key model at the crossroads of value statistics for Gaussian processes, statistical physics, and non-linear partial differential equations. This book gives a concise introduction for graduate students and researchers leading up to the most recent developments in this active area of research.
Описание: This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity.
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