Описание: This volume, based on the Fall 2010 MSRI program, includes review articles, research contributions on long-standing questions on universalities of Wigner matrices and beta-ensembles, and other core aspects of random matrix theory such as integrability and free probability theory.
Описание: Probabilistic approach and stochastic simulation become more and more popular in all branches of science and technology, especially in problems where the data are randomly fluctuating, or they are highly irregular in deterministic sense.
Автор: Malempati Madhusudana Rao Название: Stochastic Processes: Harmonizable Theory ISBN: 9811213658 ISBN-13(EAN): 9789811213656 Издательство: World Scientific Publishing Рейтинг: Цена: 19008.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the structural and some key applications in detail. These include Levy's Brownian motion, a probabilistic proof of the longstanding Riemann's hypothesis, random fields indexed by LCA and hypergroups, extensions to bistochastic operators, Cramйr-Karhunen classes, as well as bistochastic operators with some statistical applications.
The material is accessible to graduate students in probability and statistics as well as to engineers in theoretical applications. There are numerous extensions and applications pointed out in the book that will inspire readers to delve deeper.
Автор: Pons Odile Название: Probability And Stochastic Processes: Work Examples ISBN: 9811213526 ISBN-13(EAN): 9789811213526 Издательство: World Scientific Publishing Рейтинг: Цена: 12672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.
The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.
The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
Автор: Rao M. M. Название: Real and Stochastic Analysis ISBN: 9814551279 ISBN-13(EAN): 9789814551274 Издательство: World Scientific Publishing Цена: 28512.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research.
Автор: Pons Odile Название: Probability And Stochastic Processes: Work Examples ISBN: 9811214468 ISBN-13(EAN): 9789811214462 Издательство: World Scientific Publishing Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.
The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.
The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
Автор: Frolov Andrei N Название: Universal Theory For Strong Limit Theorems Of Probability ISBN: 9811212821 ISBN-13(EAN): 9789811212826 Издательство: World Scientific Publishing Цена: 12672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is the first book which the universal approach to strong laws of probability is discussed in. The universal theories are described for three important objects of probability theory: sums of independent random variables, processes with independent increments and renewal processes. Further generalizations are mentioned. Besides strong laws, large deviations are of independent interest. The case of infinite variations is considered as well. Readers can examine appropriate techniques and methods. Optimality of conditions is discussed.
Автор: Hu Yaozhong Название: Analysis on Gaussian Spaces ISBN: 9813142170 ISBN-13(EAN): 9789813142176 Издательство: World Scientific Publishing Цена: 24552.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addition, it covers some topics that are not frequently encountered in other treatments, such as Littlewood-Paley-Stein, etc. This coverage makes the book a valuable addition to the literature. Many results presented in this book were hitherto available only in the research literature in the form of research papers by the author and his co-authors.'Mathematical Reviews ClippingsAnalysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of 'abstract Wiener space'.Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn-Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincar inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood-Paley-Stein-Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood-Paley-Stein-Meyer theory, and the H rmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.
Автор: Alan Krinik, Jason H. Park, Jennifer M. Switkes, Randall J. Swift Название: Stochastic Processes and Functional Analysis: New Perspectives ISBN: 1470459825 ISBN-13(EAN): 9781470459826 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 15299.00 р. Наличие на складе: Поставка под заказ.
Описание: This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9-10, 2019, at the University of California, Riverside, California.The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
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