Stochastic Processes and Functional Analysis: New Perspectives, Alan Krinik, Jason H. Park, Jennifer M. Switkes, Randall J. Swift
Автор: Yuichiro Kakihara Название: Hilbert And Banach Space-valued Stochastic Processes ISBN: 9811211744 ISBN-13(EAN): 9789811211744 Издательство: World Scientific Publishing Рейтинг: Цена: 24552.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a development of the book entitled Multidimensional Second Order Stochastic Processes.
Автор: Goldstein, Jerome Название: Stochastic Processes and Functional Analysis ISBN: 0824798015 ISBN-13(EAN): 9780824798017 Издательство: Taylor&Francis Рейтинг: Цена: 39811.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Ghahramani Название: Fndmntls Of Probability 4E ISBN: 1498755097 ISBN-13(EAN): 9781498755092 Издательство: Taylor&Francis Рейтинг: Цена: 16843.00 р. Наличие на складе: Нет в наличии.
Описание: Covers topics used in a calculus-based junior-senior probability course. It can also be used as a text for a second course in probability. The historical roots and applications of many of the theorems and definitions are presented in detail, accompanied by suitable examples or counterexamples.
Автор: Sastry N S Narasimha Et Al Название: Perspectives In Mathematical Science I: Probability And Statistics ISBN: 9814273627 ISBN-13(EAN): 9789814273626 Издательство: World Scientific Publishing Рейтинг: Цена: 13464.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection of invited articles by distinguished probabilists and statisticians on the occasion of the Platinum Jubilee Celebrations of the Indian Statistical Institute. It covers topics in probability and statistics, and offers a perspective of different areas of research, emphasizing the major challenging issues.
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: Ciprian Tudor Название: Analysis of Variations for Self-similar Processes ISBN: 3319033689 ISBN-13(EAN): 9783319033686 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys recent techniques and findings on limit theorems and Malliavin calculus.
Автор: V. Wihstutz; M.A. Pinsky Название: Diffusion Processes and Related Problems in Analysis, Volume II ISBN: 1461267390 ISBN-13(EAN): 9781461267393 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics.
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: 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: 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.
Описание: 1 Introduction.- 2 Introduction to Stochastic Processes.- 3 Kramers-Moyal Expansion and Fokker-Planck Equation.- 4 Continuous Stochastic Process.- 5 The Langevin Equation and Wiener Process.- 6 Stochastic Integration, It o and Stratonovich Calculi.- 7 Equivalence of Langevin and Fokker-Planck Equations.- 8 Examples of Stochastic Calculus.-9 Langevin Dynamics in Higher Dimensions.- 10 Levy Noise Driven Langevin Equation and its Time Series-Based Reconstruction.- 11 Stochastic Processes with Jumps and Non-Vanishing Higher-Order Kramers-Moyal Coefficients.- 12 Jump-Diffusion Processes.- 13 Two-Dimensional (Bivariate) Jump-Diffusion Processes.- 14 Numerical Solution of Stochastic Differential Equations: Diffusion and Jump-Diffusion Processes.- 15 The Friedrich-Peinke Approach to Reconstruction of Dynamical Equation for Time Series: Complexity in View of Stochastic Processes.- 16 How To Set Up Stochastic Equations For Real-World Processes: Markov-Einstein Time Scale.- 17 Reconstruction of Stochastic Dynamical Equations: Exemplary Stationary Diffusion and Jump-Diffusion Processes.- 18 The Kramers-Moyal Coefficients of Non-Stationary Time series in The Presence of Microstructure (Measurement) Noise.- 19 Influence of Finite Time Step in Estimating of the Kramers-Moyal Coefficients.- 20 Distinguishing Diffusive and Jumpy Behaviors in Real-World Time Series.- 21 Reconstruction of Langevin and Jump-Diffusion Dynamics From Empirical Uni- and Bivariate Time Series.- 22 Applications and Outlook.- 23 Epileptic Brain Dynamics.
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.
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