Random Graphs, Phase Transitions, and the Gaussian Free Field, Martin T. Barlow; Gordon Slade
Автор: Marcus Michael B., Rosen Jay Название: Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences ISBN: 3030694844 ISBN-13(EAN): 9783030694845 Издательство: Springer Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: 54250.00 T 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: Mandrekar Название: Stochastic Analysis For Gaussian Ra ISBN: 1498707815 ISBN-13(EAN): 9781498707817 Издательство: Taylor&Francis Рейтинг: Цена: 102080.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).
The book begins with preliminary results on covariance and associated RKHS before introducing the Gaussian process and Gaussian random fields. The authors use chaos expansion to define the Skorokhod integral, which generalizes the It integral. They show how the Skorokhod integral is a dual operator of Skorokhod differentiation and the divergence operator of Malliavin. The authors also present Gaussian processes indexed by real numbers and obtain a Kallianpur-Striebel Bayes' formula for the filtering problem. After discussing the problem of equivalence and singularity of Gaussian random fields (including a generalization of the Girsanov theorem), the book concludes with the Markov property of Gaussian random fields indexed by measures and generalized Gaussian random fields indexed by Schwartz space. The Markov property for generalized random fields is connected to the Markov process generated by a Dirichlet form.
Автор: Simon Marvin K., Riedel Eibe Название: Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists ISBN: 0387346570 ISBN-13(EAN): 9780387346571 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Автор: Rue Название: Gaussian Markov Random Fields ISBN: 1584884320 ISBN-13(EAN): 9781584884323 Издательство: Taylor&Francis Рейтинг: Цена: 163330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Gaussian Markov Random Field (GMRF) models, most widely used in spatial statistics are presented in this, the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects.
Автор: Jamie D. Riggs, Trent L. Lalonde Название: Handbook for Applied Modeling: Non-Gaussian and Correlated Data ISBN: 1107146992 ISBN-13(EAN): 9781107146990 Издательство: Cambridge Academ Рейтинг: Цена: 107710.00 T Наличие на складе: Невозможна поставка. Описание: Designed for the applied practitioner, this book is a compact, entry-level guide to modeling and analyzing data that fail idealized assumptions. It explains and demonstrates core techniques, common pitfalls and data issues, and interpretation of model results, all with a focus on application, utility, and real-life data.
Автор: Malinovskii Vsevolod K. Название: Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations ISBN: 036774029X ISBN-13(EAN): 9780367740290 Издательство: Taylor&Francis Рейтинг: Цена: 183750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book focusses on inverse Gaussian approximation for the distribution of the first level-crossing time in a shifted compound renewal process framework.
Автор: Jamie D. Riggs Название: Handbook for Applied Modeling: Non-Gaussian and Correlated Data ISBN: 1316601056 ISBN-13(EAN): 9781316601051 Издательство: Cambridge Academ Рейтинг: Цена: 40130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Designed for the applied practitioner, this book is a compact, entry-level guide to modeling and analyzing data that fail idealized assumptions. It explains and demonstrates core techniques, common pitfalls and data issues, and interpretation of model results, all with a focus on application, utility, and real-life data.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 83850.00 T 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: Balakrishnan, N. , Chen, William Название: CRC Handbook of Tables for Order Statistics from Inverse Gaussian Distributions with Applications ISBN: 0367448157 ISBN-13(EAN): 9780367448158 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book presents a study of order statistics from standard Inverse Gaussian distributions and their moments, and applies the moments of order statistics to derive the best linear unbiased estimators of the location and scale parameters based on complete as well as Type-II censored samples.
Автор: Merlevede, Florence (professor, Universite Paris-est Marne-la-vallee) Peligrad, Magda (professor, University Of Cincinnati) Utev, Sergey (university O Название: Functional gaussian approximation for dependent structures ISBN: 019882694X ISBN-13(EAN): 9780198826941 Издательство: Oxford Academ Рейтинг: Цена: 118800.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book has its origin in the need of developing and analysing mathematical models for phenomena that evolve in time and influence each another, and aims at a better understanding of the structure and asymptotic behaviour of stochastic processes.
Автор: A.B. Aries; I.A. Ibragimov; Y.A. Rozanov Название: Gaussian Random Processes ISBN: 038790302X ISBN-13(EAN): 9780387903026 Издательство: Springer Рейтинг: Цена: 130430.00 T 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.
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