Fluctuations Of L Vy Processes With Applications
DOWNLOAD
FREE 30 Days
Download Fluctuations Of L Vy Processes With Applications PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Fluctuations Of L Vy Processes With Applications 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
Fluctuations Of L Vy Processes With Applications
DOWNLOAD
FREE 30 Days
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
DOWNLOAD
FREE 30 Days
Author : Jean Bertoin
language : en
Publisher: Cambridge University Press
Release Date : 1996-07-13
L Vy Processes 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 1996-07-13 with Mathematics categories.
This is an up-to-date and comprehensive account of the theory of Lévy processes. This branch of modern probability theory has been developed over recent years and has many applications in such areas as queues, mathematical finance and risk estimation. Professor Bertoin has used the powerful interplay between the probabilistic structure (independence and stationarity of the increments) and analytic tools (especially Fourier and Laplace transforms) to give a quick and concise treatment of the core theory, with the minimum of technical requirements. Special properties of subordinators are developed and then appear as key features in the study of the local times of real-valued Lévy processes and in fluctuation theory. Lévy processes with no positive jumps receive special attention, as do stable processes. In sum, this will become the standard reference on the subject for all working probability theorists.
Stable L Vy Processes Via Lamperti Type Representations
DOWNLOAD
FREE 30 Days
Author : Andreas E. Kyprianou
language : en
Publisher: Cambridge University Press
Release Date : 2022-04-07
Stable L Vy Processes Via Lamperti Type Representations written by Andreas E. Kyprianou 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 2022-04-07 with Mathematics categories.
A systematic treatment of stable Lévy processes and self-similar Markov processes, for graduate students and researchers in the field.
L Vy Processes
DOWNLOAD
FREE 30 Days
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 Storage Processes
DOWNLOAD
FREE 30 Days
Author : N.U. Prabhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Storage Processes written by N.U. Prabhu 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 self-contained treatment of stochastic processes arising from models for queues, insurance risk, and dams and data communication, using their sample function properties. The approach is based on the fluctuation theory of random walks, L vy processes, and Markov-additive processes, in which Wiener-Hopf factorisation plays a central role. This second edition includes results for the virtual waiting time and queue length in single server queues, while the treatment of continuous time storage processes is thoroughly revised and simplified. With its prerequisite of a graduate-level course in probability and stochastic processes, this book can be used as a text for an advanced course on applied probability models.
Stochastic Processes And Applications
DOWNLOAD
FREE 30 Days
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.
Progress In Computational Physics Of Matter
DOWNLOAD
FREE 30 Days
Author : L Reatto
language : en
Publisher: World Scientific
Release Date : 1995-12-21
Progress In Computational Physics Of Matter written by L Reatto and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-12-21 with categories.
The aim of the book is to describe some of the recent advances, through computer simulation in a broad sense, in the understanding of the complex processes occurring in solids and liquids. The rapid growth of computer power, including the new parallel processors, has stimulated a ferment of new theoretical and computational ideas, which have been developed in particular by the authors in a pluriennal research project supported by Consiglio Nazionale delle Ricerche (CNR) for the development of novel software for large scale computations. The book will cover advances in ab initio (Car-Parrinello) molecular dynamics, quantum monte carlo simulations, self-consistent density functional computation of electronic states, classical molecular dynamics simulation of thermodynamic processes, chemical reactions and transport properties. Besides the description of the results of these techniques in leading edge applications, the book will address specific aspects of the algorithms and software which have been developed by the authors in order to implement in an efficient way the new theoretical advances in these computationally intensive problems. These aspects which are generally not discussed in any detail in the literature, can be of great help for newcomers in the field. Contents:Ab-Initio Molecular Dynamics Simulation of Structural Phase Transitions (P Focher & G Chiarotti)Boson Many-Body Problem: Progress in Variational Monte Carlo Computations (L Reatto)Monte Carlo Variational Theory for Fermions (M H Kalos & L Reatto)Recent Developments of Device Simulation Tools for Parallel Processing (M Saraniti & P Lugli)Simulation of Classical and Quantum Activated Processes in the Condensed Phase (G Ciccotti et al.)‘Ab- Initio” Calculations of Electronic Properties of Metallic Solid Solutions (E Bruno et al.)Ab-Initio Calculation of the Electronic (Valence and Core) and Optical Properties of Interfaces (S Ossicini & O Bisi) Readership: Condensed matter physicists, materials science researchers and chemical physicists. keywords: “This is a very good book containing some important approaches to Computational Physics in Condensed Matter. It offers readers pointed explanations on Computational Methods and its application, at the most appropriate stages.” Bulletin of Japan Physical Society
Physics Of Semiconductor Devices
DOWNLOAD
FREE 30 Days
Author : Simon M. Sze
language : en
Publisher: John Wiley & Sons
Release Date : 2021-03-24
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 2021-03-24 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 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.
Big Data Analysis New Algorithms For A New Society
DOWNLOAD
FREE 30 Days
Author : Nathalie Japkowicz
language : en
Publisher: Springer
Release Date : 2015-12-16
Big Data Analysis New Algorithms For A New Society written by Nathalie Japkowicz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-16 with Technology & Engineering categories.
This edited volume is devoted to Big Data Analysis from a Machine Learning standpoint as presented by some of the most eminent researchers in this area. It demonstrates that Big Data Analysis opens up new research problems which were either never considered before, or were only considered within a limited range. In addition to providing methodological discussions on the principles of mining Big Data and the difference between traditional statistical data analysis and newer computing frameworks, this book presents recently developed algorithms affecting such areas as business, financial forecasting, human mobility, the Internet of Things, information networks, bioinformatics, medical systems and life science. It explores, through a number of specific examples, how the study of Big Data Analysis has evolved and how it has started and will most likely continue to affect society. While the benefits brought upon by Big Data Analysis are underlined, the book also discusses some of the warnings that have been issued concerning the potential dangers of Big Data Analysis along with its pitfalls and challenges.
Information Thermodynamics On Causal Networks And Its Application To Biochemical Signal Transduction
DOWNLOAD
FREE 30 Days
Author : Sosuke Ito
language : en
Publisher: Springer
Release Date : 2016-07-16
Information Thermodynamics On Causal Networks And Its Application To Biochemical Signal Transduction written by Sosuke Ito and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-16 with Science categories.
In this book the author presents a general formalism of nonequilibrium thermodynamics with complex information flows induced by interactions among multiple fluctuating systems. The author has generalized stochastic thermodynamics with information by using a graphical theory. Characterizing nonequilibrium dynamics by causal networks, he has obtained a novel generalization of the second law of thermodynamics with information that is applicable to quite a broad class of stochastic dynamics such as information transfer between multiple Brownian particles, an autonomous biochemical reaction, and complex dynamics with a time-delayed feedback control. This study can produce further progress in the study of Maxwell’s demon for special cases. As an application to these results, information transmission and thermodynamic dissipation in biochemical signal transduction are discussed. The findings presented here can open up a novel biophysical approach to understanding information processing in living systems.