An Example Of A Stochastic Process With A 3 Dimensional Algebraic Representation Whose Markov Process Representation Lives On A Cantor Set
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An Example Of A Stochastic Process With A 3 Dimensional Algebraic Representation Whose Markov Process Representation Lives On A Cantor Set
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Author : D. P. Johnson
language : en
Publisher:
Release Date : 1987
An Example Of A Stochastic Process With A 3 Dimensional Algebraic Representation Whose Markov Process Representation Lives On A Cantor Set written by D. P. Johnson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.
Research Paper
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Author :
language : en
Publisher:
Release Date : 1987
Research Paper written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Mathematics categories.
Introduction To Stochastic Processes
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Author : Erhan Cinlar
language : en
Publisher: Courier Corporation
Release Date : 2013-02-20
Introduction To Stochastic Processes written by Erhan Cinlar and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-20 with Mathematics categories.
Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.
Theory And Statistical Applications Of Stochastic Processes
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Author : Yuliya Mishura
language : en
Publisher: John Wiley & Sons
Release Date : 2017-11-30
Theory And Statistical Applications Of Stochastic Processes written by Yuliya Mishura and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-30 with Mathematics categories.
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.
Exercises Of Stochastic Processes
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Author : Simone Malacrida
language : en
Publisher: Simone Malacrida
Release Date : 2022-12-19
Exercises Of Stochastic Processes written by Simone Malacrida and has been published by Simone Malacrida this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-19 with Mathematics categories.
In this book, exercises are carried out regarding the following mathematical topics: Markov chains and Markovian stochastic processes time-dependent and time-independent stochastic processes random walks and Brownian motion Initial theoretical hints are also presented to make the performance of the exercises understood.
Large Deviations For Stochastic Processes
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Author : Jin Feng
language : en
Publisher: American Mathematical Soc.
Release Date : 2006
Large Deviations For Stochastic Processes written by Jin Feng and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are de
Stochastic Processes
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Author : Jyotiprasad Medhi
language : en
Publisher: New Age International
Release Date : 1994
Stochastic Processes written by Jyotiprasad Medhi and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Procesos estocásticos categories.
Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.
Stochastic Processes With Applications
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Author : Rabi N. Bhattacharya
language : en
Publisher: SIAM
Release Date : 1990-01-01
Stochastic Processes With Applications written by Rabi N. Bhattacharya and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-01-01 with Mathematics categories.
This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time properties such as transience, recurrence, and convergence to steady states. The emphasis is on the most important classes of these processes from the viewpoint of theory as well as applications, namely, Markov processes. The book features very broad coverage of the most applicable aspects of stochastic processes, including sufficient material for self-contained courses on random walk in one and multiple dimensions; Markov chains in discrete and continuous times, including birth-death processes; Brownian motion and diffusions; stochastic optimization; and stochastic differential equations. Audience: this book can be used for a number of different courses for graduate students of mathematics, statistics, economics, engineering, and other fields who have some background in probability and analysis. It is also intended as a reference for researchers and professionals in many areas of science and technology whose work involves the application of probability.
A Six Dimensional Stochastic Process That Has No Finite State Markov Process Representation
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Author : Dudley Paul Johnson
language : en
Publisher:
Release Date : 1978
A Six Dimensional Stochastic Process That Has No Finite State Markov Process Representation written by Dudley Paul Johnson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Markov processes categories.
Brownian Motion
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Author : Peter Mörters
language : en
Publisher: Cambridge University Press
Release Date : 2010-03-25
Brownian Motion written by Peter Mörters and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-25 with Mathematics categories.
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.