Автор: Jacques Janssen; Christos H. Skiadas; Constantin Z Название: Advances in Stochastic Modelling and Data Analysis ISBN: 9048145740 ISBN-13(EAN): 9789048145744 Издательство: Springer Рейтинг: Цена: 16764.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.
Автор: Laurent Decreusefond; Bernt Oksendal; Ali S. ?st?n Название: Stochastic Analysis and Related Topics VII ISBN: 1461266386 ISBN-13(EAN): 9781461266389 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A thorough survey is given of stochas- tic integration with respect to the fractional Brownian motion, as well as Stokes` formula for the Brownian sheet, and a new version of the log- Sobolev inequality on the Wiener space.
Автор: Rosenthal Jeffrey S Название: First Look At Stochastic Processes, A ISBN: 9811208972 ISBN-13(EAN): 9789811208973 Издательство: World Scientific Publishing Рейтинг: Цена: 5544.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.
Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.
The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Описание: This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?Here, the term 'non-parametrically' exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data.The book provides an overview of methods that have been developed for the analysis of fluctuating time series and of spatially disordered structures. Thanks to its feasibility and simplicity, it has been successfully applied to fluctuating time series and spatially disordered structures of complex systems studied in scientific fields such as physics, astrophysics, meteorology, earth science, engineering, finance, medicine and the neurosciences, and has led to a number of important results.The book also includes the numerical and analytical approaches to the analyses of complex time series that are most common in the physical and natural sciences. Further, it is self-contained and readily accessible to students, scientists, and researchers who are familiar with traditional methods of mathematics, such as ordinary, and partial differential equations.The codes for analysing continuous time series are available in an R package developed by the research group Turbulence, Wind energy and Stochastic (TWiSt) at the Carl von Ossietzky University of Oldenburg under the supervision of Prof. Dr. Joachim Peinke. This package makes it possible to extract the (stochastic) evolution equation underlying a set of data or measurements.
Описание: The articles in this collection are a sampling of some of the research presented during the conference "Stochastic Analysis and Related Topics", held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.
Автор: Rosenthal, Jeffrey S Название: A First look at stochastic processes ISBN: 9811207909 ISBN-13(EAN): 9789811207907 Издательство: World Scientific Publishing Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.
Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.
The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Описание: This book is devoted to unstable solutions of stochastic differential equations (SDEs).
Автор: Brodsky, Boris Название: Change-Point Analysis in Nonstationary Stochastic Models ISBN: 1032402202 ISBN-13(EAN): 9781032402208 Издательство: Taylor&Francis Рейтинг: Цена: 7348.00 р. Наличие на складе: Поставка под заказ.
Автор: Luminita Manuela Bujorianu Название: Stochastic Reachability Analysis of Hybrid Systems ISBN: 1447162099 ISBN-13(EAN): 9781447162094 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This interdisciplinary book defines reachability in the stochastic framework, covering such concepts as stochastic reachability based on Markov process theory; martingale methods; stochastic reachability as an optimal stopping problem and dynamic programming.
Описание: This book presents the probabilistic methods around Hardy martingales for an audience of researchers and graduate students interested in applications to complex, harmonic, and functional analysis, discussing in detail those martingale spaces that reflect characteristic qualities of complex analytic functions.
Автор: Wan Frederic Y M Название: Stochastic Models In The Life Sciences And Their Methods Of Analysis ISBN: 9813274603 ISBN-13(EAN): 9789813274600 Издательство: World Scientific Publishing Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: '... the volume is impressively accessible. The result is a book that is valuable and approachable for biologists at all levels, including those interested in deepening their skills in mathematical modeling and those who seek an overview to aid them in communicating with collaborators in mathematics and statistics. The former group of readers may especially appreciate the first chapter, an introduction to key concepts in probability, and the set of ten assignments provided as an appendix.'CHOICEBiological processes are evolutionary in nature and often evolve in a noisy environment or in the presence of uncertainty. Such evolving phenomena are necessarily modeled mathematically by stochastic differential/difference equations (SDE), which have been recognized as essential for a true understanding of many biological phenomena. Yet, there is a dearth of teaching material in this area for interested students and researchers, notwithstanding the addition of some recent texts on stochastic modelling in the life sciences. The reason may well be the demanding mathematical pre-requisites needed to 'solve' SDE.A principal goal of this volume is to provide a working knowledge of SDE based on the premise that familiarity with the basic elements of a stochastic calculus for random processes is unavoidable. Through some SDE models of familiar biological phenomena, we show how stochastic methods developed for other areas of science and engineering are also useful in the life sciences. In the process, the volume introduces to biologists a collection of analytical and computational methods for research and applications in this emerging area of life science. The additions broaden the available tools for SDE models for biologists that have been limited by and large to stochastic simulations.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
