Asymptotic Methods In Stochastics
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Asymptotic Methods In Stochastics
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Author : M. Csörgö
language : en
Publisher: American Mathematical Soc.
Release Date : 2004
Asymptotic Methods In Stochastics written by M. Csörgö 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 2004 with Mathematics categories.
Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Asymptotic Laws And Methods In Stochastics
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Author : Donald Dawson
language : en
Publisher: Springer
Release Date : 2015-11-12
Asymptotic Laws And Methods In Stochastics written by Donald Dawson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-12 with Mathematics categories.
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Asymptotic Methods In The Theory Of Stochastic Differential Equations
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Author : A. V. Skorokhod
language : en
Publisher: American Mathematical Soc.
Release Date : 2009-01-07
Asymptotic Methods In The Theory Of Stochastic Differential Equations written by A. V. Skorokhod 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 2009-01-07 with Mathematics categories.
Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.
Asymptotic Methods In The Theory Of Stochastic Differential Equations
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Author : Anatoliĭ Vladimirovich Skorokhod
language : en
Publisher: Amer Mathematical Society
Release Date : 1989
Asymptotic Methods In The Theory Of Stochastic Differential Equations written by Anatoliĭ Vladimirovich Skorokhod and has been published by Amer Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Mathematics categories.
Asymptotic Methods In The Theory Of Stochastic Differential Equations
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Author : A. V. Skorokhod
language : en
Publisher: American Mathematical Soc.
Release Date : 2009-01-07
Asymptotic Methods In The Theory Of Stochastic Differential Equations written by A. V. Skorokhod 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 2009-01-07 with Mathematics categories.
Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Translations Of Mathematical Monographs
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Author :
language : en
Publisher:
Release Date : 1962
Translations Of Mathematical Monographs written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Mathematical statistics categories.
Stochastic Geometry Spatial Statistics And Random Fields
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Author : Evgeny Spodarev
language : en
Publisher: Springer
Release Date : 2013-02-11
Stochastic Geometry Spatial Statistics And Random Fields written by Evgeny Spodarev and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-11 with Mathematics categories.
This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Asymptotic Methods And Stochastic Models In Problems Of Wave Propagation
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Author : Georgiĭ Ivanovich Petrashenʹ
language : en
Publisher: American Mathematical Soc.
Release Date : 1971
Asymptotic Methods And Stochastic Models In Problems Of Wave Propagation written by Georgiĭ Ivanovich Petrashenʹ 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 1971 with Mathematics categories.
Papers and articles about modeling and problems with wave propagation.
Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations
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Author : Grigorij Kulinich
language : en
Publisher: Springer Nature
Release Date : 2020-04-29
Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations written by Grigorij Kulinich and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-29 with Mathematics categories.
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Itô's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability.
Asymptotic Statistical Methods For Stochastic Processes
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Author :
language : en
Publisher:
Release Date : 2000
Asymptotic Statistical Methods For Stochastic Processes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematical statistics categories.
The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration. Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of.