Stochastic Processes and their Applications, Ivan Stanimirovic?
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: E.G. Phadia. Название: Prior Processes and Their Applications ISBN: 3642392792 ISBN-13(EAN): 9783642392795 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the last four decades in order to deal with the Bayesian approach to solving some nonparametric inference problems.
Автор: Vidyadhar S. Mandrekar Название: Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems ISBN: 3110475421 ISBN-13(EAN): 9783110475425 Издательство: Walter de Gruyter Цена: 74320.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents:Weak convergence of stochastic processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,?)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography
Автор: Erik van Doorn Название: Stochastic Monotonicity and Queueing Applications of Birth-Death Processes ISBN: 0387905472 ISBN-13(EAN): 9780387905471 Издательство: Springer Рейтинг: Цена: 81050.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T.
Автор: Ansgar Steland; Ewaryst Rafaj?owicz; Krzysztof Sza Название: Stochastic Models, Statistics and Their Applications ISBN: 3319138804 ISBN-13(EAN): 9783319138800 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Preliminary: Part I: Stochastic Models.- Part II: Statistics.- Part III: Applications.
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Автор: Martin L. Puterman Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming ISBN: 0471727822 ISBN-13(EAN): 9780471727828 Издательство: Wiley Рейтинг: Цена: 137230.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Автор: Kiyosi Ito; Takeyuki Hida Название: Stochastic Processes and Their Applications ISBN: 3540167730 ISBN-13(EAN): 9783540167730 Издательство: Springer Рейтинг: Цена: 32560.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Collet, Jean-francois Название: Discrete stochastic processes and applications ISBN: 3319740172 ISBN-13(EAN): 9783319740171 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.
Автор: Jacek Fabian Название: Stochastic Processes and Applications ISBN: 1681176483 ISBN-13(EAN): 9781681176482 Издательство: Gazelle Book Services Рейтинг: Цена: 230210.00 T Наличие на складе: Невозможна поставка. Описание: "The field of stochastic processes is essentially a branch of probability theory, treating probabilistic models that evolve in time. It is best viewed as a branch of mathematics, starting with the axioms of probability and containing a rich and fascinating set of results following from those axioms. Although the results are applicable to many areas, they are best understood initially in terms of their mathematical structure and interrelationships. Applying axiomatic probability results to a real-world area requires creating a probability model for the given area. Stochastic processes were first studied rigorously in the late 19th century to aid in understanding financial markets and Brownian motion. These subjects originally had an application emphasis, the first on queueing and congestion in data networks and the second on modulation and detection of signals in the presence of noise. It has become increasingly clear that the mathematical development is applicable to a much broader set of applications in engineering, operations research, physics, biology, economics, finance, statistics, etc. Stochastic Processes and their Applications emphasizes on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered."
Автор: Jacek Fabian Название: Theory and Applications of Stochastic Processes ISBN: 1681176521 ISBN-13(EAN): 9781681176529 Издательство: Gazelle Book Services Рейтинг: Цена: 217350.00 T Наличие на складе: Невозможна поставка. Описание: "Everyday we encounter signals which cannot be modeled exactly by an analytic expression or in a deterministic way. Examples of such signals are ordinary speech waveforms, seismological signals, biological signals, temperature histories, communication signals etc. In manufacturing domain no machine is totally reliable. Every machine fails at some random time. Thus in a typical manufacturing system which involves a large number of machines, the total number of machines at any time cannot be determined in a deterministic way. In a market driven economy, the stock market is volatile, the interest rates fluctuate in a random fashion. One can give any number of examples from our daily life events where uncertainty prevails in an essential way. This gives us the realization that many real life phenomena require the analysis of a system in a probabilistic setting rather than in a deterministic setting. Thus stochastic models are becoming increasingly important for understanding or making performance evaluation of complex systems in a broad spectrum of fields. A stochastic process is simply a collection of random variables indexed by time. Stochastic Analysis deals with models which involve uncertainties or randomness. Uncertainty, complexity and dynamism have been continuing challenges to our understanding and control of our physical environment. Theory and Applications of Stochastic Processes presents an analytical approach to stochastic processes. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It will appeal to advanced graduate students, researchers and practitioners in mathematics, physics and engineering. Stochastic processes have played a significant role in various engineering disciplines like power systems, robotics, automotive technology, signal processing, manufacturing systems, semiconductor manufacturing, communication networks, wireless networks etc. To realize the above goal of building prosthetic limbs, one tool which plays a critical role is the theory of stochastic processes."
Автор: Kun Il Park Название: Fundamentals of Probability and Stochastic Processes with Applications to Communications ISBN: 3319885413 ISBN-13(EAN): 9783319885414 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.
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