Adaptive Algorithms and Stochastic Approximations, Albert Benveniste; S.S. Wilson; Michel Metivier; P
Автор: Nourdin Название: Normal Approximations with Malliavin Calculus ISBN: 1107017777 ISBN-13(EAN): 9781107017771 Издательство: Cambridge Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein`s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Описание: This compact book focuses on self-adjoint operators` well-known named inequalities and Korovkin approximation theory, both in a Hilbert space environment. As such, the book offers a valuable resource for researchers and graduate students alike, as well as a key addition to all science and engineering libraries.
Описание: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.
Описание: This brief book presents the strong fractional analysis of Banach space valued functions of a real domain. The book`s results are abstract in nature: analytic inequalities, Korovkin approximation of functions and neural network approximation.
Автор: Asmussen Название: Stochastic Simulation: Algorithms and Analysis ISBN: 038730679X ISBN-13(EAN): 9780387306797 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
Автор: Barry C. Arnold; Narayanaswamy Balakrishnan Название: Relations, Bounds and Approximations for Order Statistics ISBN: 0387969756 ISBN-13(EAN): 9780387969756 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Balakrishnan Hamilton, Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. Results for two related populations 2. Results for exchangeable variates 23 25 Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3.
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: Preview of Predictor Feedback and Delay Compensation.- Part I: Linear Systems Under Predictor Feedback.- Linear Systems with State Measurement.- Linear Systems with Output Measurement.- Part II: Nonlinear Systems Under Predictor Feedback.- Nonlinear Systems with State Measurement.- Nonlinear Systems with Output Measurement.- Application to the Chemostat.- Part III: Extensions of Predictor Feedback.- Systems Described by Integral Delay Equations.- Discrete-Time Systems.
Автор: Karl W. Breitung Название: Asymptotic Approximations for Probability Integrals ISBN: 3540586172 ISBN-13(EAN): 9783540586173 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This self-contained introduction to the subject includes a summary of results of the Laplace methods, which are useful in such areas as reliability, statistics, physics and information theory. A highlighted case is the approximation of multidimensional normal integrals.
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: Piero Barone; Arnoldo Frigessi; Mauro Piccioni Название: Stochastic Models, Statistical Methods, and Algorithms in Image Analysis ISBN: 0387978100 ISBN-13(EAN): 9780387978109 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction.
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