Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: In Memoriam Marc Yor - S?minaire de Probabilit?s XLVII ISBN: 3319185845 ISBN-13(EAN): 9783319185842 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory.- J. Warren: Sticky Particles and Stochastic Flows.- T. Funaki: Infinitesimal invariance for the coupled KPZ equations.- J. Pitman, W. Tang: Patterns in random walks and Brownian motion.- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion.- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions.- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero.- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials.- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration.- J. Pitman: Martingale marginals do not always determine convergence.- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments.- P. Biane: Polynomials associated with finite Markov chains.- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains.- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities.- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk.- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach.- P-L Mйliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics.- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion.- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes.- N. O'Connell: Stochastic Backlund transformations.- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics.- A.
Comtet, Y. Tourigny: Explicit formulae in probability and in statistical physics.- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space.- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation.- L. Devroye, G. Letac: Copulas with prescribed correlation matrix.- D. Stroock: Remarks on the HRT Conjecture.
Автор: Durrett, Rick Название: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Издательство: Cambridge Academ Рейтинг: Цена: 10611.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.
Автор: Dasgupta, Anirban Название: Asymptotic theory of statistics and probability ISBN: 0387759700 ISBN-13(EAN): 9780387759708 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.
Автор: Durrett Название: Probability ISBN: 0521765390 ISBN-13(EAN): 9780521765398 Издательство: Cambridge Academ Рейтинг: Цена: 9978.00 р. Наличие на складе: Поставка под заказ.
Описание: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
A complete guide to the theory and practical applications of probability theory
An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVIII ISBN: 3319444646 ISBN-13(EAN): 9783319444642 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In addition to its further exploration of the subject of peacocks, introduced in recent Seminaires de Probabilites, this volume continues the series` focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVI ISBN: 3319119699 ISBN-13(EAN): 9783319119694 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous
breeding potential.- A.E. Kyprianou, J.-L. Pйrez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses.- Lucian Beznea, Iulian C ımpean: On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Kolйhи A. Coulibaly-Pasquier: Onsager-Machlupn functional for uniformly elliptic
time-inhomogeneous diffusion.- Xi Geng, Zhongmin Qian and Danyu Yang: G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion.- Isma]el Bailleul: Flows driven by Banach space-valued rough paths.- Christian Lйonard: Some properties of path measures.- Patrick Cattiaux, Arnaud Guillin: Semi Log-Concave Markov Diffusions.- Carlo Marinelli, Michael Rцckner: On maximal inequalities for purely discontinuous martingales in infinite dimensions.- Walter Schachermayer: Admissible Trading Strategies under Transaction Costs.- A.E. Kyprianou, A.R. Watson: Potentials of stable processes.- Julien Letemplier, Thomas Simon: Unimodality of hitting times for stable processes.- Mathieu Rosenbaum and Marc Yor: On the law of a triplet associated with the pseudo-Brownian bridge.- Jean Brossard, Michel Emery and Christophe Leuridan: Skew-product decomposition of planar Brownian motion and complementability.- Vilmos Prokaj; On the exactness of the Lйvy-transformation.- Yinshan Chang: Multi-occupation field generates the Borel-sigma-field of loops.- Ramon van Handel: Ergodicity, Decisions, and Partial Information.- Laurent Serlet: Invariance principle for the random walk conditioned to have a few zeroes.- Dario Trevisian: A short proof of Stein's universal multiplier theorem.- Joseph Najnudel, Ashkan Nikeghbali: On a flow of operators associated to virtual permutations.
Автор: Jacques Azema; Marc Yor Название: S?minaire de Probabilit?s XX 1984/85 ISBN: 354016779X ISBN-13(EAN): 9783540167792 Издательство: Springer Рейтинг: Цена: 7959.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Catherine Donati-Martin; Michel ?mery; Alain Rouau Название: S?minaire de Probabilit?s XLII ISBN: 3642017622 ISBN-13(EAN): 9783642017629 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Levy processes and Levy systems, representation of Gaussian processes, filtrations and quantum probability.
Автор: Rodriguez Название: Gambling and Gaming: An Introduction to Probabilit y ISBN: 1119302609 ISBN-13(EAN): 9781119302605 Издательство: Wiley Рейтинг: Цена: 6486.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Introduces the fundamentals of probability, statistics, decision theory, and game theory, and features interesting examples of games of chance to illustrate the presented mathematical concepts
Ranging from simple games to strategic games, Probability, Decisions and Games features a variety of gaming and gambling examples to build a better understanding of quantitative reasoning. The authors establish fundamental concepts before moving on to more strategic games that illustrate how multiple concepts fit together. Organized into thirteen chapters, this book presents equal coverage on the general mathematical analysis concepts found in a wide variety of games as well as the specific theories and problems associated with well-known casino games. The authors cover zero-sum games, non-zero-sum games, and sequential games in order to introduce ideas such as mathematical expectation and variance, bias, combinatorial calculus, conditional probability and Bayes Theorem, Bernoulli trials, and the Binomial distribution.
This book presents interesting gaming examples to highlight the practical applications and methodologies behind the basic concepts of probability, statistics, decision theory, and game theory. The first two chapters of Probability, Decisions and Games: A Gentle Introduction using R feature an introductory discussion of utility and probability theory in finite and discrete spaces. Subsequent chapters utilize popular casino games to illustrate the practical probabilistic methodologies. Finally, the book concludes with discussions on game theory and strategic games.
Features introductory coverage of probability, statistics, decision theory, game theory, and mathematical analysis and has been class-tested at University of California, Santa Cruz for the past six years
Illustrates mathematical concepts through interesting and fun examples using five popular casino games: roulette, lotto, craps, blackjack, and poker
Provides a variety of gaming and gambling examples of well-known simple games, such as casino games, zero-sum games, non-zero-sum games, and sequential games, in order to help readers better understand quantitative reasoning
Features computer simulations using R throughout in order to illustrate complex concepts and help readers calculate the presented problems
Contains exercises throughout and approaches games and gambling at a level that is accessible for readers with minimal experience
Presents a unique approach by presenting simple games first to demonstrate individual concepts before moving on to more strategic games that illustrate how these concepts work together
Probability, Decisions and Games: A Gentle Introduction using R is a unique and helpful textbook for undergraduate courses on statistical reasoning, introduction to probability, statistical literacy, and quantitative reasoning for students from a variety of disciplines.
Описание: Some probability problems are so difficult that they stump the smartest mathematicians. But even the hardest of these problems can often be solved with a computer and a Monte Carlo simulation, in which a random-number generator simulates a physical process, such as a million rolls of a pair of dice. This is what Digital Dice is all about: how to ge
Автор: Grimmett Название: Probability and Random Processes 3ed ISBN: 0198572220 ISBN-13(EAN): 9780198572220 Издательство: Oxford Academ Рейтинг: Цена: 7206.00 р. Наличие на складе: Поставка под заказ.
Описание: Love Your Home is an inspiring and thought-provoking sourcebook of ideas for home design. It explores the concept of `home` and its role as a private retreat and sanctuary, as well as a social hub for entertaining and the centre of family life. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
