Matrix Differential Calculus with Applications in Statistics and Econometrics, Jan R. Magnus, Heinz Neudecker

Автор: Kulik, Alexei
Название: Ergodic Behavior of Markov Processes
ISBN: 3110458705 ISBN-13(EAN): 9783110458701
Издательство: Walter de Gruyter
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Цена: 115060.00 T
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Описание: The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents　Part I: Ergodic Rates for Markov Chains and ProcessesMarkov Chains with Discrete State SpacesGeneral Markov Chains: Ergodicity in Total VariationMarkovProcesseswithContinuousTimeWeak Ergodic Rates Part II: Limit TheoremsThe Law of Large Numbers and the Central Limit TheoremFunctional Limit Theorems

Автор: Tobias Neckel, Florian Rupp
Название: Random Differential Equations in Scientific Computing
ISBN: 8376560255 ISBN-13(EAN): 9788376560250
Издательство: Walter de Gruyter
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Цена: 235480.00 T
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Описание: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.

Автор: Karl K. Sabelfeld, Nikolai A. Simonov
Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications
ISBN: 3110479060 ISBN-13(EAN): 9783110479065
Издательство: Walter de Gruyter
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Цена: 123910.00 T
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Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316510085 ISBN-13(EAN): 9781316510087
Издательство: Cambridge Academ
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Цена: 116160.00 T
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316649466 ISBN-13(EAN): 9781316649466
Издательство: Cambridge Academ
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Цена: 40130.00 T
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Автор: Honore Bo
Название: Advances in Economics and Econometrics vol. II
ISBN: 1108400027 ISBN-13(EAN): 9781108400022
Издательство: Cambridge Academ
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Цена: 59130.00 T
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Описание: This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.

Автор: Honore Bo
Название: Advances in Economics and Econometrics vol I
ISBN: 1108400000 ISBN-13(EAN): 9781108400008
Издательство: Cambridge Academ
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Цена: 63350.00 T
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Описание: This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.

Автор: Yoon-Jae Whang
Название: Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications
ISBN: 1108472796 ISBN-13(EAN): 9781108472791
Издательство: Cambridge Academ
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Цена: 61240.00 T
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Описание: Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.

Автор: Boling Guo, Hongjun Gao, Xueke Pu
Название: Stochastic PDEs and Dynamics
ISBN: 3110495104 ISBN-13(EAN): 9783110495102
Издательство: Walter de Gruyter
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Цена: 123910.00 T
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Описание: This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: PreliminariesThe stochastic integral and It formulaOU processes and SDEsRandom attractorsApplicationsBibliographyIndex

Автор: McKean
Название: Probability
ISBN: 1107053218 ISBN-13(EAN): 9781107053212
Издательство: Cambridge Academ
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Цена: 155230.00 T
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Описание: Probability theory is explained here by one of its leading authorities. McKean constructs a clear path through the subject and sheds light on a variety of interesting topics in which probability theory plays a key role. Anyone who wants to learn or use probability will benefit from reading this book.

Автор: William E. Schiesser
Название: PDE Models for Atherosclerosis Computer Implementation in R
ISBN: 1681734451 ISBN-13(EAN): 9781681734453
Издательство: Mare Nostrum (Eurospan)
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Цена: 82230.00 T
Наличие на складе: Невозможна поставка.
Описание: Atherosclerosis is a pathological condition of the arteries in which plaque buildup and stiffening (hardening) can lead to stroke, myocardial infarction (heart attacks), and even death. Cholesterol in the blood is a key marker for atherosclerosis, with two forms: (1) LDL - low density lipoproteins and (2) HDL - high density lipoproteins. Low LDL and high HDL concentrations are generally considered essential for limited atherosclerosis and good health.This book pertains to a mathematical model for the spatiotemporal distribution of LDL and HDL in the arterial endothelial inner layer (EIL, intima). The model consists of a system of six partial differential equations (PDEs) with the dependent variables1. concentration of modified LDL2. ℎ concentration of HDL3. concentration of chemoattractants4. concentration of ES cytokines5. density of monocytes/macrophages6. density of foam cells and independent variables1. distance from the inner arterial wall2. timeThe focus of this book is a discussion of the methodology for placing the model on modest computers for study of the numerical solutions. The foam cell density as a function of the bloodstream LDL and HDL concentrations is of particular interest as a precursor for arterial plaque formation and stiffening.The numerical algorithm for the solution of the model PDEs is the method of lines (MOL), a general procedure for the computer-based numerical solution of PDEs. The MOL coding (programming) is in R, a quality, open-source scientific computing system that is readily available from the Internet. The R routines for the PDE model are discussed in detail, and are available from a download link so that the reader/analyst/researcher can execute the model to duplicate the solutions reported in the book, then experiment with the model, for example, by changing the parameters (constants) and extending the model with additional equations.

Автор: William E. Schiesser
Название: PDE Models for Atherosclerosis Computer Implementation in R
ISBN: 1681734435 ISBN-13(EAN): 9781681734439
Издательство: Mare Nostrum (Eurospan)
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Цена: 61910.00 T
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Описание: Thirty-seven-year-old piano teacher Camille Childs is a lost soul who is seeking recognition through her star student-so when her student unexpectedly leaves California to return to her village in Oaxaca, Mexico, Camille follows her. There, Camille meets Alejandro, a Zapotec man who helps her navigate the unfamiliar culture of Oaxaca and teaches her to view the world in a different light.