Limit Theorems for Random Fields with Singular Spectrum, Nicolai Leonenko
Автор: Jacod Jean, Shiryaev Albert N. Название: Limit Theorems for Stochastic Processes ISBN: 3540439323 ISBN-13(EAN): 9783540439325 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten.
Автор: Dudley Название: Uniform Central Limit Theorems ISBN: 0521738415 ISBN-13(EAN): 9780521738415 Издательство: Cambridge Academ Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second edition of a classic work has been considerably expanded and revised, now with complete proofs of all results, including several new theorems not included in the first edition, such as Talagrand`s generic chaining approach to boundedness of Gaussian processes and Gine and Zinn`s characterization of uniform Donsker classes.
Автор: Nicolai Leonenko Название: Limit Theorems for Random Fields with Singular Spectrum ISBN: 0792356357 ISBN-13(EAN): 9780792356356 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. Topics include concepts of the spectral theory of random fields, and Tauberian and Abelian theorems for covariance function of long-memory random fields.
Автор: J.B. Elsner; A.A. Tsonis Название: Singular Spectrum Analysis ISBN: 1441932666 ISBN-13(EAN): 9781441932662 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Like other techniques based on spectral decomposition, SSA is attractive in that it holds a promise for a reduction in the dimen- * Singular spectrum analysis is sometimes called singular systems analysis or singular spectrum approach.
Автор: Jean-Paul Brasselet; Jos? Seade; Tatsuo Suwa Название: Vector fields on Singular Varieties ISBN: 3642052045 ISBN-13(EAN): 9783642052040 Издательство: Springer Рейтинг: Цена: 6282.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Vector?eldsonmanifoldsplaymajorrolesinmathematicsandothersciences. In particular, the Poincar e-Hopf index theorem and its geometric count- part, the Gauss-Bonnettheorem, giveriseto the theoryof Chernclasses, key invariants of manifolds in geometry and topology. One has often to face problems where the underlying space is no more a manifold but a singular variety. Thus it is natural to ask what is the "good" notionofindexofavector?eld, andofChernclasses, ifthespaceacquiress- gularities.Thequestionwasexploredbyseveralauthorswithvariousanswers, starting with the pioneering work of M.-H. Schwartz and R. MacPherson. We present these notions in the framework of the obstruction theory and the Chern-Weil theory. The interplay between these two methods is one of the main features of the monograph. Marseille Jean-Paul Brasselet Cuernavaca Jos e Seade Tokyo Tatsuo Suwa September 2009 v Acknowledgements Parts of this monograph were written while the authors were staying at various institutions, such as Hokkaido University and Niigata University in Japan, CIRM, Universit e de la Mediterran ee and IML at Marseille, France, the Instituto de Matem aticas of UNAM at Cuernavaca, Mexico, ICTP at Trieste, Italia, IMPA at Rio de Janeiro, and USP at S ao Carlos in Brasil, to name a few, and we would like to thank them for their generous hospitality and support. Thanks are also due to people who helped us in many ways, in particular our co-authors of results quoted in the book: Marcelo Aguilar, Wolfgang Ebeling, Xavier G omez-Mont, Sabir Gusein-Zade, L DEGREESeDung Tran g, Daniel Lehmann, David Massey, A.J. Parameswaran, Marcio Soares, Mihai Tibar, Alberto Verjovsky, andmanyother colleagueswho helped usin variousways.
Автор: V. Bentkus; Yu.V. Prokhorov; B. Seckler; V. Statul Название: Limit Theorems of Probability Theory ISBN: 3642081703 ISBN-13(EAN): 9783642081705 Издательство: Springer Рейтинг: Цена: 20956.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book consists of five parts written by different authors devoted to various problems dealing with probability limit theorems. The first part, "Classical-Type Limit Theorems for Sums ofIndependent Random Variables" (V.v. Petrov), presents a number of classical limit theorems for sums of independent random variables as well as newer related results. The presentation dwells on three basic topics: the central limit theorem, laws of large numbers and the law of the iterated logarithm for sequences of real-valued random variables. The second part, "The Accuracy of Gaussian Approximation in Banach Spaces" (V. Bentkus, F. G6tze, V. Paulauskas and A. Rackauskas), reviews various results and methods used to estimate the convergence rate in the central limit theorem and to construct asymptotic expansions in infinite-dimensional spaces. The authors con- fine themselves to independent and identically distributed random variables. They do not strive to be exhaustive or to obtain the most general results; their aim is merely to point out the differences from the finite-dimensional case and to explain certain new phenomena related to the more complex structure of Banach spaces. Also reflected here is the growing tendency in recent years to apply results obtained for Banach spaces to asymptotic problems of statistics.
Описание: After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975).
Автор: Lin Zhengyan; Lu Zhuarong Название: Strong Limit Theorems ISBN: 079231798X ISBN-13(EAN): 9780792317982 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a review of the most significant developments in strong Approximation and strong Convergence in probability theory. Divided into three chapters, this book deals with Wiener and Gaussian processes. It is intended for researchers whose work involves probability theory and statistics.
Автор: V. Bentkus; Yu.V. Prokhorov; B. Seckler; V. Statul Название: Limit Theorems of Probability Theory ISBN: 3540570454 ISBN-13(EAN): 9783540570455 Издательство: Springer Рейтинг: Цена: 20956.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection of research level surveys on certain topics in probability theory, this book should be of interest to graduate students and researchers.
Автор: L. Arnold; P. Kotelenez Название: Stochastic Space—Time Models and Limit Theorems ISBN: 902772038X ISBN-13(EAN): 9789027720382 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Approach your problems from It isn't that they can't see the right end and begin with the solution. the answers. Then one day, It is that they can't see the perhaps you will find the problem. final question. G.K. Chesterton. The Scandal 'The Hermit Clad 1n Crane of Father Brown 'The Point of Feathers' in R. van Gulik's a Pin'. The Chinese Maze Murders. Growing specialisation and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches wich were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
Автор: L. Saulis; V.A. Statulevicius Название: Limit Theorems for Large Deviations ISBN: 0792314751 ISBN-13(EAN): 9780792314752 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "Et moi, ...- si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. H ea viside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- Iinearities 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 'e1: re of this series.
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