Fluctuations Of L Vy Processes With Applications
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Fluctuations Of L Vy Processes With Applications
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Author : Andreas E. Kyprianou
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-01-09
Fluctuations Of L Vy Processes With Applications written by Andreas E. Kyprianou 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 2014-01-09 with Mathematics categories.
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes. This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.
L Vy Processes
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Author : Ole E Barndorff-Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
L Vy Processes written by Ole E Barndorff-Nielsen 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.
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Stochastic Processes And Applications
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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19
Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Chemical Changes During Processing And Storage Of Foods
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Author : Delia B. Rodriguez-Amaya
language : en
Publisher: Academic Press
Release Date : 2020-11-25
Chemical Changes During Processing And Storage Of Foods written by Delia B. Rodriguez-Amaya and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-25 with Technology & Engineering categories.
Chemical Changes During Processing and Storage of Foods: Implications for Food Quality and Human Health presents a comprehensive and updated discussion of the major chemical changes occurring in foods during processing and storage, the mechanisms and influencing factors involved, and their effects on food quality, shelf-life, food safety, and health. Food components undergo chemical reactions and interactions that produce both positive and negative consequences. This book brings together classical and recent knowledge to deliver a deeper understanding of this topic so that desirable alterations can be enhanced and undesirable changes avoided or reduced. Chemical Changes During Processing and Storage of Foods provides researchers in the fields of food science, nutrition, public health, medical sciences, food security, biochemistry, pharmacy, chemistry, chemical engineering, and agronomy with a strong knowledge to support their endeavors to improve the food we consume. It will also benefit undergraduate and graduate students working on a variety of disciplines in food chemistry - Offers a comprehensive overview of the major chemical changes that occur in foods at the molecular level and discusses the positive and negative effects on food quality and human health - Describes the mechanisms of these chemical changes and the factors that impede or accelerate their occurrence - Helps to solve daily industry problems such as loss of color and nutritional quality, alteration of texture, flavor deterioration or development of off-flavor, loss of nutrients and bioactive compounds or lowering of their bioefficacy, and possible formation of toxic compounds
Physics Of Semiconductor Devices
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Author : Simon M. Sze
language : en
Publisher: John Wiley & Sons
Release Date : 2021-03-03
Physics Of Semiconductor Devices written by Simon M. Sze 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 2021-03-03 with Technology & Engineering categories.
The new edition of the most detailed and comprehensive single-volume reference on major semiconductor devices The Fourth Edition of Physics of Semiconductor Devices remains the standard reference work on the fundamental physics and operational characteristics of all major bipolar, unipolar, special microwave, and optoelectronic devices. This fully updated and expanded edition includes approximately 1,000 references to original research papers and review articles, more than 650 high-quality technical illustrations, and over two dozen tables of material parameters. Divided into five parts, the text first provides a summary of semiconductor properties, covering energy band, carrier concentration, and transport properties. The second part surveys the basic building blocks of semiconductor devices, including p-n junctions, metal-semiconductor contacts, and metal-insulator-semiconductor (MIS) capacitors. Part III examines bipolar transistors, MOSFETs (MOS field-effect transistors), and other field-effect transistors such as JFETs (junction field-effect-transistors) and MESFETs (metal-semiconductor field-effect transistors). Part IV focuses on negative-resistance and power devices. The book concludes with coverage of photonic devices and sensors, including light-emitting diodes (LEDs), solar cells, and various photodetectors and semiconductor sensors. This classic volume, the standard textbook and reference in the field of semiconductor devices: Provides the practical foundation necessary for understanding the devices currently in use and evaluating the performance and limitations of future devices Offers completely updated and revised information that reflects advances in device concepts, performance, and application Features discussions of topics of contemporary interest, such as applications of photonic devices that convert optical energy to electric energy Includes numerous problem sets, real-world examples, tables, figures, and illustrations; several useful appendices; and a detailed solutions manual for Instructor's only Explores new work on leading-edge technologies such as MODFETs, resonant-tunneling diodes, quantum-cascade lasers, single-electron transistors, real-space-transfer devices, and MOS-controlled thyristors Physics of Semiconductor Devices, Fourth Edition is an indispensable resource for design engineers, research scientists, industrial and electronics engineering managers, and graduate students in the field.
Simulation Of Semiconductor Processes And Devices 2001
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Author : Dimitris Tsoukalas
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Simulation Of Semiconductor Processes And Devices 2001 written by Dimitris Tsoukalas 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 Technology & Engineering categories.
This volume contains the Proceedings of the International Conference on Simulation of Semiconductor Devices and Processes, SISPAD 01, held on September 5–7, 2001, in Athens. The conference provided an open forum for the presentation of the latest results and trends in process and device simulation. The trend towards shrinking device dimensions and increasing complexity in process technology demands the continuous development of advanced models describing basic physical phenomena involved. New simulation tools are developed to complete the hierarchy in the Technology Computer Aided Design simulation chain between microscopic and macroscopic approaches. The conference program featured 8 invited papers, 60 papers for oral presentation and 34 papers for poster presentation, selected from a total of 165 abstracts from 30 countries around the world. These papers disclose new and interesting concepts for simulating processes and devices.
Cambridge Tracts In Mathematics
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Author : Jean Bertoin
language : en
Publisher: Cambridge University Press
Release Date : 1996
Cambridge Tracts In Mathematics written by Jean Bertoin 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 1996 with Mathematics categories.
This 1996 book is a comprehensive account of the theory of Lévy processes; aimed at probability theorists.
Queues And L Vy Fluctuation Theory
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Author : Krzysztof Dębicki
language : en
Publisher: Springer
Release Date : 2015-08-06
Queues And L Vy Fluctuation Theory written by Krzysztof Dębicki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-06 with Mathematics categories.
The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance. Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.
Enzymes In Textile Processing A Climate Changes Mitigation Approach
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Author : Muhammad Arshad
language : en
Publisher: Springer Nature
Release Date : 2025-02-01
Enzymes In Textile Processing A Climate Changes Mitigation Approach written by Muhammad Arshad and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-01 with Science categories.
The book offers a comprehensive overview of low-capital cost technologies for enzyme manufacture and utilization in the textile industry with sustainable bioenergy from effluent. Enzymes produced from renewable sources to replace potentially harmful chemicals in textile products have been outlined in making the textile industry greener and eco-friendly. The current book also addresses the strategies to achieve sustainable development goals (SDGs) and sustainability education in the textile sector. In particular, the use of green enzymes to convert by-products from textile effluents into bioenergy has been highlighted. This book outfits academic researchers, industrial practitioners, and policymakers for the engagement of green enzymes as a step toward sustainable development goals in the textile industry.
Introduction To Stochastic Calculus With Applications
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Author : Fima C. Klebaner
language : en
Publisher: Imperial College Press
Release Date : 2005
Introduction To Stochastic Calculus With Applications written by Fima C. Klebaner and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.