Statistics Based on Dirichlet Processes and Related Topics, Yamato Hajime

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Название: Stochastic Processes and Related Topics
ISBN: 0367396149 ISBN-13(EAN): 9780367396145
Издательство: Taylor&Francis
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Цена: 65320.00 T
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Описание: This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times. A unique opportunity to read ideas from all the top experts on the subject, Stochastic Processes and Related Topics is intended for postgraduates and researchers working in this area of mathematics and provides a useful source of reference.

Автор: Haghighi, Aliakbar Montazer , Wickramasinghe, Ind
Название: Probability, Statistics, and Stochastic Processes for Engineers and Scientists
ISBN: 0815375905 ISBN-13(EAN): 9780815375906
Издательство: Taylor&Francis
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Цена: 158230.00 T
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Описание: Featuring recent advances in probability, statistics, and stochastic processes, this new textbook presents Probability and Statistics, and an introduction to Stochastic Processes.

Автор: Pons Odile
Название: Probability And Stochastic Processes: Work Examples
ISBN: 9811213526 ISBN-13(EAN): 9789811213526
Издательство: World Scientific Publishing
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Цена: 84480.00 T
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Описание:

The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.

The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.

The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.

Автор: Yuichiro Kakihara
Название: Hilbert And Banach Space-valued Stochastic Processes
ISBN: 9811211744 ISBN-13(EAN): 9789811211744
Издательство: World Scientific Publishing
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Цена: 163680.00 T
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Описание: This is a development of the book entitled Multidimensional Second Order Stochastic Processes.

Автор: Rosenthal Jeffrey S
Название: First Look At Stochastic Processes, A
ISBN: 9811208972 ISBN-13(EAN): 9789811208973
Издательство: World Scientific Publishing
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Цена: 36960.00 T
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Описание:

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.

Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.

The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Автор: Ivan Stanimirovic?
Название: Stochastic Processes and their Applications
ISBN: 1773613782 ISBN-13(EAN): 9781773613789
Издательство: Mare Nostrum (Eurospan)
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Цена: 164470.00 T
Наличие на складе: Невозможна поставка.
Описание: Presents the theory of random variables along with some practical skills to analyse various stochastic dynamical systems in economics, engineering and other fields. Coverage includes the most appropriate process for modelling in particular situations arising in economics, engineering and other fields.

Автор: Liptser Robert S., Shiryaev Albert N., Aries A.B.
Название: Statistics of Random Processes / II. Applications
ISBN: 3540639284 ISBN-13(EAN): 9783540639282
Издательство: Springer
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Цена: 111790.00 T
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Описание: The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

Автор: Bouleau Nicolas, Denis Laurent
Название: Dirichlet Forms Methods for Poisson Point Measures and Lйvy Processes: With Emphasis on the Creation-Annihilation Techniques
ISBN: 3319798456 ISBN-13(EAN): 9783319798455
Издательство: Springer
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Цена: 121110.00 T
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Описание: A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals.

Автор: Keller Matthias, Lenz Daniel, Wojciechowski Radoslaw K.
Название: Graphs and Discrete Dirichlet Spaces
ISBN: 3030814580 ISBN-13(EAN): 9783030814588
Издательство: Springer
Цена: 139750.00 T
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Описание: The spectral geometry of infinite graphs deals with three major themes and their interplay: the spectral theory of the Laplacian, the geometry of the underlying graph, and the heat flow with its probabilistic aspects.

Автор: Liptser Robert S., Shiryaev Albert N., Aries B.
Название: Statistics of Random Processes / I. General Theory
ISBN: 3540639292 ISBN-13(EAN): 9783540639299
Издательство: Springer
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Цена: 79190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.

Автор: Yoichi Oshima
Название: Semi-Dirichlet Forms and Markov Processes
ISBN: 3110302004 ISBN-13(EAN): 9783110302004
Издательство: Walter de Gruyter
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Цена: 123910.00 T
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Описание: Thisbook deals with analytic treatments of Markov processes. Symmetric Dirichlet forms andtheir associated Markov processes are important and powerful toolsin the theory of Markovprocesses and their applications. The theoryis well studied and used in various fields. In this monograph, we intend togeneralize the theory to non-symmetric and time dependent semi-Dirichlet forms. By this generalization, we can cover the wide class of Markov processes and analytic theory which do not possess the dualMarkov processes. In particular, under the semi-Dirichlet form setting, the stochastic calculus is not well established yet.In this monograph, we intend to give an introduction to such calculus. Furthermore, basic examples different from the symmetric cases are given.Thetext is writtenfor graduate students, but alsoresearchers.