Автор: Sydney N. Afriat Название: Linear Dependence ISBN: 0306464284 ISBN-13(EAN): 9780306464287 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text deals with linear algebra, bringing emphasis on approaches to the topic at a general elementary level. A typical feature is where computational algorithms and theoretical proofs are brought together. Also discussed is what may well be a new idea, the "alternant".
Автор: Manuel ?beda Flores; Enrique de Amo Artero; Fabriz Название: Copulas and Dependence Models with Applications ISBN: 3319642200 ISBN-13(EAN): 9783319642208 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents contributions and review articles on the theory of copulas and their applications.
Автор: Tobias Schwedes; David A. Ham; Simon W. Funke; Mat Название: Mesh Dependence in PDE-Constrained Optimisation ISBN: 3319594826 ISBN-13(EAN): 9783319594828 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides an introduction to PDE-constrained optimisation using finite elements and the adjoint approach. The practical impact of the mathematical insights presented here are demonstrated using the realistic scenario of the optimal placement of marine power turbines, thereby illustrating the real-world relevance of best-practice Hilbert space aware approaches to PDE-constrained optimisation problems.
Many optimisation problems that arise in a real-world context are constrained by partial differential equations (PDEs). That is, the system whose configuration is to be optimised follows physical laws given by PDEs. This book describes general Hilbert space formulations of optimisation algorithms, thereby facilitating optimisations whose controls are functions of space. It demonstrates the importance of methods that respect the Hilbert space structure of the problem by analysing the mathematical drawbacks of failing to do so. The approaches considered are illustrated using the optimisation problem arising in tidal array layouts mentioned above.
This book will be useful to readers from engineering, computer science, mathematics and physics backgrounds interested in PDE-constrained optimisation and their real-world applications.
Автор: Pipiras Название: Long-Range Dependence and Self-Similarity ISBN: 1107039460 ISBN-13(EAN): 9781107039469 Издательство: Cambridge Academ Рейтинг: Цена: 13939.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Real-world time series rarely satisfy simple assumptions, often exhibiting long-range dependence. Ignoring this undermines accurate detection of trends and other important behavior. This text for graduate students and researchers in statistics and probability is also a reference for specialists in fields such as economics, finance, and hydrology.
Автор: Abramsky Название: Dependence Logic ISBN: 3319318012 ISBN-13(EAN): 9783319318011 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
In this volume, different aspects of logics for dependence and independence are discussed, including both the logical and computational aspects of dependence logic, and also applications in a number of areas, such as statistics, social choice theory, databases, and computer security. The contributing authors represent leading experts in this relatively new field, each of whom was invited to write a chapter based on talks given at seminars held at the Schloss Dagstuhl Leibniz Center for Informatics in Wadern, Germany (in February 2013 and June 2015) and an Academy Colloquium at the Royal Netherlands Academy of Arts and Sciences (March 2014). Altogether, these chapters provide the most up-to-date look at this developing and highly interdisciplinary field and will be of interest to a broad group of logicians, mathematicians, statisticians, philosophers, and scientists. Topics covered include
a comprehensive survey of many propositional, modal, and first-order variants of dependence logic;new results concerning expressive power of several variants of dependence logic with different sets of logical connectives and generalized dependence atoms;connections between inclusion logic and the least-fixed point logic;an overview of dependencies in databases by addressing the relationships between implication problems for fragments of statistical conditional independencies, embedded multivalued dependencies, and propositional logic;various Markovian models used to characterize dependencies and causality among variables in multivariate systems;applications of dependence logic in social choice theory; andan introduction to the theory of secret sharing, pointing out connections to dependence and independence logic.
Автор: R. Szekli Название: Stochastic Ordering and Dependence in Applied Probability ISBN: 0387944508 ISBN-13(EAN): 9780387944500 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook has been designed as an introduction to stochastic orderings and dependence, and their applications to queues and the networks of queues. It is assumed that readers have a firm grounding in Lebesgue measure, conditional expectation and martingales.
Описание: 'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio diversification and risk aggregation with heavy tails, including the fundamental theorems as well as collateral (but most useful) results on majorization and copula theory.'Quantitative Finance This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tails -- two particularly valuable tools of today's research in economics, finance, econometrics and other fields -- in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions -- all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.
Автор: Malevergne Yannick, Sornette Didier Название: Extreme Financial Risks / From Dependence to Risk Management ISBN: 354027264X ISBN-13(EAN): 9783540272649 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets.This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.Extreme Financial Risks will be useful to: students looking for a general and in-depth introduction to the field; financial engineers, economists, econometricians, actuarial professionals; researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies; andquantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interested in quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena.
Автор: Jan Odelstad Название: Invariance and Structural Dependence ISBN: 354055260X ISBN-13(EAN): 9783540552604 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For instance, a physical law states that one physical aspect is structurally dependent on one or more other aspects. Structural dependence is closely related to the mathematical idea of functional dependence. However, struc- tural dependence is primarily thought of as a relation holding between aspects rather than between their measures.
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