Non-Asymptotic Analysis of Approximations for Multivariate Statistics, Fujikoshi Yasunori, Ulyanov Vladimir V.
Автор: Gordon E. Willmot; X. Sheldon Lin Название: Lundberg Approximations for Compound Distributions with Insurance Applications ISBN: 0387951350 ISBN-13(EAN): 9780387951355 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.
Автор: Karl W. Breitung Название: Asymptotic Approximations for Probability Integrals ISBN: 3540586172 ISBN-13(EAN): 9783540586173 Издательство: Springer Рейтинг: Цена: 23250.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This self-contained introduction to the subject includes a summary of results of the Laplace methods, which are useful in such areas as reliability, statistics, physics and information theory. A highlighted case is the approximation of multidimensional normal integrals.
Автор: Nourdin Название: Normal Approximations with Malliavin Calculus ISBN: 1107017777 ISBN-13(EAN): 9781107017771 Издательство: Cambridge Academ Рейтинг: Цена: 79200.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein`s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.
Автор: Barry C. Arnold; Narayanaswamy Balakrishnan Название: Relations, Bounds and Approximations for Order Statistics ISBN: 0387969756 ISBN-13(EAN): 9780387969756 Издательство: Springer Рейтинг: Цена: 107130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Balakrishnan Hamilton, Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. Results for two related populations 2. Results for exchangeable variates 23 25 Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3.
Автор: David Aldous Название: Probability Approximations via the Poisson Clumping Heuristic ISBN: 0387968997 ISBN-13(EAN): 9780387968995 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Автор: Saldi, Naci. Название: Finite approximations in discrete-time stochastic control : ISBN: 3319790323 ISBN-13(EAN): 9783319790329 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Автор: Naci Saldi; Tam?s Linder; Serdar Y?ksel Название: Finite Approximations in Discrete-Time Stochastic Control ISBN: 3030077101 ISBN-13(EAN): 9783030077105 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Автор: Govindan T. E. Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 3319833472 ISBN-13(EAN): 9783319833477 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Preface.- Notations and Abbreviations.- Introduction and Motivating Examples.- Mathematical machinery.- Yosida Approximations of Stochastic Differential Equations.- Yosida Approximations of Stochastic Differential Equations with Jumps.- Applications to Stochastic Stability.- Applications to Stochastic Optimal Control.- Appendix A: Nuclear and Hilbert-Schmidt Operators.- Appendix B: Multivalued Maps.- Appendix C: Maximal Monotone Operators.- Appendix D: The Duality Mapping.- Appendix E: Random Multivalued Operators.- Bibliographical Notes and Remarks.- Bibliography.
Автор: Albert Benveniste; S.S. Wilson; Michel Metivier; P Название: Adaptive Algorithms and Stochastic Approximations ISBN: 3642758967 ISBN-13(EAN): 9783642758966 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems.
Автор: Govindan Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 3319456822 ISBN-13(EAN): 9783319456829 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: David Aldous Название: Probability Approximations via the Poisson Clumping Heuristic ISBN: 1441930884 ISBN-13(EAN): 9781441930880 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov Название: Asymptotic Methods in Probability and Statistics with Applications ISBN: 0817642145 ISBN-13(EAN): 9780817642143 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.
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