Exponential Families of Stochastic Processes, Uwe K?chler; Michael Sorensen
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: 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.
Автор: Uwe K?chler; Michael Sorensen Название: Exponential Families of Stochastic Processes ISBN: 038794981X ISBN-13(EAN): 9780387949819 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive account of the statistical theory of exponential families of stochastic processes. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later.
Автор: Masafumi Akahira Название: Statistical Estimation for Truncated Exponential Families ISBN: 9811052956 ISBN-13(EAN): 9789811052958 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter.
Автор: Norihiko Kazamaki Название: Continuous Exponential Martingales and BMO ISBN: 3540580425 ISBN-13(EAN): 9783540580423 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.
Автор: M. Stein; I. Olkin; T. A. Azlarov; N. A. Volodin Название: Characterization Problems Associated with the Exponential Distribution ISBN: 146129374X ISBN-13(EAN): 9781461293743 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Problems of calculating the reliability of instruments and systems and the development of measures to increase efficiency and reduce operational costs confronted physicists and mathe- maticians at the end of the `40`s and the beginning of the `50`s in connection with the unrelia- bility of electro-vacuum instruments used in aviation.
Автор: Bo-Cheng Wei Название: Exponential Family Nonlinear Models ISBN: 9813083298 ISBN-13(EAN): 9789813083295 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gives a comprehensive introduction to exponential family nonlinear models, which are the natural extension of generalized linear models and normal nonlinear regression models. The differential geometric framework is presented for these models and the geometric methods are widely used in this book.
Автор: Langtangen, Hans Petter Название: Finite difference computing with exponential decay models ISBN: 3319294385 ISBN-13(EAN): 9783319294384 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization.
Автор: Bladt, Mogens Nielsen, Bo Friis Название: Matrix-exponential distributions in applied probability ISBN: 149397047X ISBN-13(EAN): 9781493970476 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas.
The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data.
Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.
Автор: W. Britton Название: Conjugate Duality and the Exponential Fourier Spectrum ISBN: 0387908269 ISBN-13(EAN): 9780387908267 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Sergei A. Avdonin , Sergei A. Ivanov Название: Families of Exponentials ISBN: 0521452430 ISBN-13(EAN): 9780521452434 Издательство: Cambridge Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the newly developed theory of non-harmonic Fourier series and its applications to the control of distributed parameter systems. The modern theory of exponentials and the method of moments are the primary tools used. Applications to various types of control problems are discussed.
Автор: J. Keilson Название: Markov Chain Models — Rarity and Exponentiality ISBN: 0387904050 ISBN-13(EAN): 9780387904054 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over- view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat- erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure ( 2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = Pmn(t)] - P N(t) = n I N(O) = m] pet) = exp -vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law 1 - v-I * Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility ( 1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.
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