Asymptotic Properties Of Permanental Sequences

DOWNLOAD

Download Asymptotic Properties Of Permanental Sequences PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Asymptotic Properties Of Permanental Sequences book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Asymptotic Properties Of Permanental Sequences

DOWNLOAD
Author : Michael B. Marcus
language : en
Publisher: Springer Nature
Release Date : 2021-03-30

Asymptotic Properties Of Permanental Sequences written by Michael B. Marcus and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-30 with Mathematics categories.

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains. The authors study alpha-permanental processes that are positive infinitely divisible processes determined by the potential density of a transient Markov process. When the Markov process is symmetric, a 1/2-permanental process is the square of a Gaussian process. Permanental processes are related by the Dynkin isomorphism theorem to the total accumulated local time of the Markov process when the potential density is symmetric, and by a generalization of the Dynkin theorem by Eisenbaum and Kaspi without requiring symmetry. Permanental processes are also related to chi square processes and loop soups. The book appeals to researchers and advanced graduate students interested in stochastic processes, infinitely divisible processes and Markov chains.

A Course Of Stochastic Analysis

DOWNLOAD
Author : Alexander Melnikov
language : en
Publisher: Springer Nature
Release Date : 2023-04-02

A Course Of Stochastic Analysis written by Alexander Melnikov and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-02 with Mathematics categories.

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.

Symmetric Functionals On Random Matrices And Random Matchings Problems

DOWNLOAD
Author : Grzegorz Rempala
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-06

Symmetric Functionals On Random Matrices And Random Matchings Problems written by Grzegorz Rempala 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 2007-12-06 with Mathematics categories.

This IMA Volume in Mathematics and its Applications SYMMETRIC FUNCTIONALS ON RANDOM MATRICES AND RANDOM MATCHINGS PROBLEMS During the academic year 2003–2004, the Institute for Mathematics and its Applications (IMA) held a thematic program on Probability and Stat- tics in Complex Systems. The program focused on large complex systems in which stochasticity plays a signi?cant role. Such systems are very diverse, and the IMA program emphasized systems as varied as the human genome, the internet, and world ?nancial markets. Although quite di?erent, these s- tems have features in common, such as multitudes of interconnecting parts and the availability of large amounts of high-dimensional noisy data. The programemphasized the development and application of common mathem- ical and computational techniques to model and analyze such systems. About 1,000 mathematicians, statisticians, scientists, and engineers participated in the IMA thematic program, including about 50 who were in residence at the IMA during much or all of the year. The present volume was born during the 2003–2004 thematic program at the IMA. The two authors were visitors to the IMA during the program year, withthe?rstauthorresidentforthe entiretenmonths. Thisvolumeisaresult of the authors’ interactions at the IMA, and, especially their discussions with the many other program participants in the program and their involvement in the numerous tutorials, workshops,and seminars held during the year.

High Dimensional Probability Viii

DOWNLOAD
Author : Nathael Gozlan
language : en
Publisher: Springer Nature
Release Date : 2019-11-26

High Dimensional Probability Viii written by Nathael Gozlan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-26 with Mathematics categories.

This volume collects selected papers from the 8th High Dimensional Probability meeting held at Casa Matemática Oaxaca (CMO), Mexico. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, random graphs, information theory and convex geometry. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.

Mathematical Constants

DOWNLOAD
Author : Steven R. Finch
language : en
Publisher: Cambridge University Press
Release Date : 2003-08-18

Mathematical Constants written by Steven R. Finch 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 2003-08-18 with Mathematics categories.

Steven Finch provides 136 essays, each devoted to a mathematical constant or a class of constants, from the well known to the highly exotic. This book is helpful both to readers seeking information about a specific constant, and to readers who desire a panoramic view of all constants coming from a particular field, for example, combinatorial enumeration or geometric optimization. Unsolved problems appear virtually everywhere as well. This work represents an outstanding scholarly attempt to bring together all significant mathematical constants in one place.

Theory Of U Statistics

DOWNLOAD
Author : Vladimir S. Korolyuk
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Theory Of U Statistics written by Vladimir S. Korolyuk 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 2013-03-09 with Mathematics categories.

The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory has been formed. The U-statistics are one of the universal objects of the modem probability theory of summation. On the one hand, they are more complicated "algebraically" than sums of independent random variables and vectors, and on the other hand, they contain essential elements of dependence which display themselves in the martingale properties. In addition, the U -statistics as an object of mathematical statistics occupy one of the central places in statistical problems. The development of the theory of U-statistics is stipulated by the influence of the classical theory of summation of independent random variables: The law of large num bers, central limit theorem, invariance principle, and the law of the iterated logarithm we re proved, the estimates of convergence rate were obtained, etc.

Physics Briefs

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1984-07

Physics Briefs written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-07 with Physics categories.

Dynamic Economics

DOWNLOAD
Author : Jerome Adda
language : en
Publisher: MIT Press
Release Date : 2023-05-09

Dynamic Economics written by Jerome Adda and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-09 with Business & Economics categories.

An integrated approach to the empirical application of dynamic optimization programming models, for students and researchers. This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap between theoretical and empirical research and offers an integrated framework for studying applied problems in macroeconomics and microeconomics. In part I the authors first review the formal theory of dynamic optimization; they then present the numerical tools and econometric techniques necessary to evaluate the theoretical models. In language accessible to a reader with a limited background in econometrics, they explain most of the methods used in applied dynamic research today, from the estimation of probability in a coin flip to a complicated nonlinear stochastic structural model. These econometric techniques provide the final link between the dynamic programming problem and data. Part II is devoted to the application of dynamic programming to specific areas of applied economics, including the study of business cycles, consumption, and investment behavior. In each instance the authors present the specific optimization problem as a dynamic programming problem, characterize the optimal policy functions, estimate the parameters, and use models for policy evaluation. The original contribution of Dynamic Economics: Quantitative Methods and Applications lies in the integrated approach to the empirical application of dynamic optimization programming models. This integration shows that empirical applications actually complement the underlying theory of optimization, while dynamic programming problems provide needed structure for estimation and policy evaluation.

Nuclear Science Abstracts

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1971

Nuclear Science Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Nuclear energy categories.

Recent Advances In Information Science And Technology

DOWNLOAD
Author : Nikos E Mastorakis
language : en
Publisher: World Scientific
Release Date : 1998-10-12

Recent Advances In Information Science And Technology written by Nikos E Mastorakis and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-12 with categories.

Recent Advances in Information Science and Technology brings you a balanced, state-of-the-art presentation of the latest concepts, methods, algorithms, techniques, procedures and applications of the fascinating field of Computer Science and Engineering. Written by eminent, leading, international experts, the contributors provide up-to-date aspects of topics discussed and present fresh, original insights into their own experience with Information Science and Technology.This rich “anthology of papers” which compose this volume, contains the latest developments and reflects the experience of many eminent researchers working in different environments (universities, research centers and industry).The book is composed of five parts:• Software Engineering in which new trends and recent scientific results in software engineering, data structures, algorithms, knowledge based systems, VLSI design, computer languages and industrial computer applications are presented.• Signal Processing in which modern topics in signal processing, identification, recognition, speech processing and detection are included.• Multi-Dimensional (m-D) Systems Theory and Applications which contains new research results in m-D systems theory and impressive applications of multidimensional systems mainly in signal processing.• Communication Systems containing modern topics of communication as Digital systems of communication, computer networks theory, ATM networks, optical networks, hybrid fibber coaxial networks, Internet etc.• Modern Numerical Techniques and Related Topics which covers some aspects of the modern computation science and technology.