9 Seminar On Stochastic Processes 1984

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9 Seminar On Stochastic Processes 1984

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Author :
language : en
Publisher:
Release Date : 1984

9 Seminar On Stochastic Processes 1984 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with categories.

Stochastic Analysis And Applications

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Author : A.B. Cruzeiro
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Analysis And Applications written by A.B. Cruzeiro and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.

Selected Works Of Kai Lai Chung

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Author : Elton P Hsu
language : en
Publisher: World Scientific
Release Date : 2008-10-22

Selected Works Of Kai Lai Chung written by Elton P Hsu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-22 with Mathematics categories.

This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrödinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.

Ergodic Theory Of Random Transformations

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Author : Yuri Kifer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Ergodic Theory Of Random Transformations written by Yuri Kifer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

Ergodic theory of dynamical systems i.e., the qualitative analysis of iterations of a single transformation is nowadays a well developed theory. In 1945 S. Ulam and J. von Neumann in their short note [44] suggested to study ergodic theorems for the more general situation when one applies in turn different transforma tions chosen at random. Their program was fulfilled by S. Kakutani [23] in 1951. 'Both papers considered the case of transformations with a common invariant measure. Recently Ohno [38] noticed that this condition was excessive. Ergodic theorems are just the beginning of ergodic theory. Among further major developments are the notions of entropy and characteristic exponents. The purpose of this book is the study of the variety of ergodic theoretical properties of evolution processes generated by independent applications of transformations chosen at random from a certain class according to some probability distribution. The book exhibits the first systematic treatment of ergodic theory of random transformations i.e., an analysis of composed actions of independent random maps. This set up allows a unified approach to many problems of dynamical systems, products of random matrices and stochastic flows generated by stochastic differential equations.

Stochastic Processes

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Author : Stamatis Cambanis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Processes written by Stamatis Cambanis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research.

Probability In Banach Spaces 7

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Author : Eberlein
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Probability In Banach Spaces 7 written by Eberlein and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

The first international conference on Probability in Banach Spaces was held at Oberwolfach, West Germany, in 1975. It brought together European researchers who, under the inspiration of the Schwartz Seminar in Paris, were using probabi listic methods in the study of the geometry of Banach spaces, a rather small number of probabilists who were already studying classical limit laws on Banach spaces, and a larger number of probabilists, specialists in various aspects of the study of Gaussian processes, whose results and techniques were of interest to the members of the first two groups. This first conference was very fruitful. It fos tered a continuing relationship among 50 to 75 probabilists and analysts working on probability on infinite-dimensional spaces, the geometry of Banach spaces, and the use of random methods in harmonic analysis. Six more international conferences were held since the 1975 meeting. Two of the meetings were held at Tufts University, one at S¢nderborg, Denmark, and the others at Oberwolfach. This volume contains a selection of papers by the partici pants of the Seventh International Conference held at Oberwolfach, West Ger many, June 26-July 2, 1988. This exciting and provocative conference was at tended by more than 50 mathematicians from many countries. These papers demonstrate the range of interests of the conference participants. In addition to the ongoing study of classical and modern limit theorems in Banach spaces, a branching out has occurred among the members of this group.

Sums Trimmed Sums And Extremes

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Author : Hahn
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Sums Trimmed Sums And Extremes written by Hahn and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

The past decade has seen a resurgence of interest in the study of the asymp totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified (''trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.

Probability In Banach Spaces 6

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Author : Haagerup
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Probability In Banach Spaces 6 written by Haagerup and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This volume contains a selection of papers by the participants of the 6. International Conference on Probability in Banach Spaces, Sand bjerg, Denmark, June 16-D1, 1986. The conference was attended by 45 participants from several countries. One thing makes this conference completely different from the previous five ones, namely that it was ar ranged jointly in Probability in Banach spaces and Banach space theory with almost equal representation of scientists in the two fields. Though these fields are closely related it seems that direct collaboration between researchers in the two groups has been seldom. It is our feeling that the conference, where the participants were together for five days taking part in lectures and intense discussions of mutual problems, has contributed to a better understanding and closer collaboration in the two fields. The papers in the present volume do not cover all the material pre sented in the lectures; several results covered have been published else where. The sponsors of the conference are: The Carlsberg Foundation, The Danish Natural Science Research Council, The Danish Department of Education, The Department of Mathematics, Odense University, The Department of Mathematics, Aarhus University, The Knudsen Foundation, Odense, Odense University, The Research Foundation of Aarhus University, The Thborg Foundation. The participants and the organizers would like to thank these institu tions for their support. The Organizers. Contents A. de Acosta and M. Ledoux, On the identification of the limits in the law of the iterated logarithm in Banach spaces. . . . .

Probability And Statistics Proceedings Of The Special Program At The Nankai Institute Of Mathematics

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Author : Ze Pei Jiang
language : en
Publisher: World Scientific
Release Date : 1992-01-27

Probability And Statistics Proceedings Of The Special Program At The Nankai Institute Of Mathematics written by Ze Pei Jiang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-27 with categories.

The book is a collection of memoirs on famous Soviet physicists of the 20th century, such as Tamm, Vavilov, Sakharov, Landau and others. The memoirs were originally written in Russian by E L Feinberg. The narrative is situated within a remarkably well-described historical, cultural and social context. Of special interest are the chapters devoted to Soviet and German atomic projects.

Chance And Choice Memorabilia

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Author : Kai Lai Chung
language : en
Publisher: World Scientific
Release Date : 2004-10-29

Chance And Choice Memorabilia written by Kai Lai Chung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-29 with Mathematics categories.

This book begins with a historical essay entitled “Will the Sun Rise Again?” and ends with a general address entitled “Mathematics and Applications”. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, Schrödinger-Feynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book.