Stable Non-Gaussian Random Processes, Shaked, Moshe
Автор: A.B. Aries; I.A. Ibragimov; Y.A. Rozanov Название: Gaussian Random Processes ISBN: 038790302X ISBN-13(EAN): 9780387903026 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book deals mainly with three problems involving Gaussian stationary processes. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.
Автор: Bovier Название: Gaussian Processes on Trees ISBN: 1107160499 ISBN-13(EAN): 9781107160491 Издательство: Cambridge Academ Рейтинг: Цена: 9346.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Branching Brownian motion is a key model at the crossroads of value statistics for Gaussian processes, statistical physics, and non-linear partial differential equations. This book gives a concise introduction for graduate students and researchers leading up to the most recent developments in this active area of research.
Автор: Kiyoshi Kanazawa Название: Statistical Mechanics for Athermal Fluctuation ISBN: 981134857X ISBN-13(EAN): 9789811348570 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Поставка под заказ.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates.
The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models.
This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
Автор: Mandjes, Michel Название: Large deviations for gaussian queues ISBN: 0470015233 ISBN-13(EAN): 9780470015230 Издательство: Wiley Рейтинг: Цена: 17891.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. This text provides an introduction to Gaussian queues, and surveys research into the modelling of communications networks. It is useful for postgraduate students in applied probability, and operations research.
Описание: This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.
Описание: Scaling Limits of Random Trees and Random Graphs (C. Goldschmidt).- Lectures on the Ising and Potts Models on the Hypercubic Lattice (H. Duminil-Copin).- Extrema of the Two-Dimensional Discrete Gaussian Free Field (M. Biskup).
Описание: This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity.
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.
Автор: Piterbarg Vladimir Ilich Название: Twenty Lectures about Gaussian Processes ISBN: 0984422196 ISBN-13(EAN): 9780984422197 Издательство: Неизвестно Рейтинг: Цена: 8138.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Filofax Personal Saffiano organiser in pear combines a sophisticated classic leather-look cover in a bright on trend colour with a simple personal organiser construction and clean lines. The cover is made from PU with a classic cross-grain effect, whilst the interior is a combination of the external PU and colour-matched polyester. The closure is a concealed popper. The Filofax Personal Saffiano organiser in pear comes complete with a selection of refills and a week to view diary. The inside left cover of the organiser features 3 card pockets and 1 larger pocket. The inside right cover has a notepad pocket and a colour matched elastic pen loop. The organiser has a ring mechanism with 6 rings of 23mm to fit paper size 95mm x 171mm.
Автор: Marcus Название: Markov Processes, Gaussian Processes, and Local Times ISBN: 1107403758 ISBN-13(EAN): 9781107403758 Издательство: Cambridge Academ Рейтинг: Цена: 12038.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two foremost researchers present important advances in stochastic process theory by linking well-understood (Gaussian) and less well-understood (Markov) classes of processes. It builds to this material through `mini-courses` on the relevant ingredients, which assume only measure-theoretic probability. This original, readable 2006 book is for researchers and advanced graduate students.
Автор: Mandrekar, Vidyadhar S. Название: Stochastic Analysis for Gaussian Random Processes and Fields ISBN: 0367738147 ISBN-13(EAN): 9780367738143 Издательство: Taylor&Francis Рейтинг: Цена: 7348.00 р. Наличие на складе: Поставка под заказ.
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