Convolution Operators and Factorization of Almost Periodic Matrix Functions, Albrecht B?ttcher; Yuri I. Karlovich; Ilya M. Spit

Автор: Leonid Pastur; Alexander Figotin
Название: Spectra of Random and Almost-Periodic Operators
ISBN: 364274348X ISBN-13(EAN): 9783642743481
Издательство: Springer
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Цена: 14365.00 р.
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Описание: This is so not only because of the subject`s position at the in- tersection of operator spectral theory, probability theory and mathematical physics, but also because of its importance to theoretical physics, and par- ticularly to the theory of disordered condensed systems.

Автор: Paul H. Bezandry; Toka Diagana
Название: Almost Periodic Stochastic Processes
ISBN: 1493901664 ISBN-13(EAN): 9781493901661
Издательство: Springer
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Цена: 16769.00 р.
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Описание: Extending the author`s work on almost periodic stochastic difference and differential equations, this book covers almost periodic random processes and applications. Covers existence, uniqueness, and stability of solutions for abstract stochastic difference.

Автор: Gohberg; Kaashoek
Название: Constructive Methods of Wiener-Hopf Factorization
ISBN: 3034874200 ISBN-13(EAN): 9783034874205
Издательство: Springer
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Цена: 6986.00 р.
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Описание: A E r* J J J J J where Aj is a square matrix of size nj x n* say. B and C are j j j matrices of sizes n. J x J J and Aj = Aj - BjC have no eigenvalues on r . 1) the functions j j Wj are normalized to I at infinity.

Автор: Umberto Cherubini; Fabio Gobbi; Sabrina Mulinacci
Название: Convolution Copula Econometrics
ISBN: 3319480146 ISBN-13(EAN): 9783319480145
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.