Описание: This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters.
Game-theoretic probability and finance come of age
Glenn Shafer and Vladimir Vovk's Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito's stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory.
Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context.
Praise from early readers
"Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades." - Peter Gr nwald, CWI and University of Leiden
"Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors." - Ioannis Karatzas, Columbia University
Описание: An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. For this, Ito used, as a fundamental tool, the notion of Poisson point processes formed of all excursions of the process on S \ {a}.
Автор: Val?rie Girardin; Nikolaos Limnios Название: Applied Probability ISBN: 3319974114 ISBN-13(EAN): 9783319974118 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.
Автор: Val?rie Girardin; Nikolaos Limnios Название: Applied Probability ISBN: 3030073521 ISBN-13(EAN): 9783030073527 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.
Автор: Girardin, Valerie Limnios, Nikolaos Название: Applied probability ISBN: 3030979628 ISBN-13(EAN): 9783030979621 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Numerous examples and exercises in each chapter, all with solutions, add to the main content of the book. Written in an accessible yet rigorous style, the book is addressed to advanced undergraduate students in mathematics and graduate students in applied mathematics and statistics.
Автор: M. R. Leadbetter; G. Lindgren; H. Rootzen Название: Extremes and Related Properties of Random Sequences and Processes ISBN: 1461254515 ISBN-13(EAN): 9781461254515 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity.
Описание: This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.
Описание: This edition includes new topics such as Boosting, Multi-armed bandits, statistical tests, social networks, queuing networks, and neural networks. For ancillaries related to this book, including examples of Python demos and also Python labs used in Berkeley, please email Mary James at mary.james@springer.com.This is an open access book.
Автор: Walrand, Jean Название: Probability in electrical engineering and computer science ISBN: 3030499979 ISBN-13(EAN): 9783030499976 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This edition includes new topics such as Boosting, Multi-armed bandits, statistical tests, social networks, queuing networks, and neural networks. For ancillaries related to this book, including examples of Python demos and also Python labs used in Berkeley, please email Mary James at mary.james@springer.com.This is an open access book.
Автор: Podolskij Mark Название: Fascination of Probability, Statistics and Their Application ISBN: 3319258249 ISBN-13(EAN): 9783319258249 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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