Multiparameter Processes
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Multiparameter Processes
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Author : Davar Khoshnevisan
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-10
Multiparameter Processes written by Davar Khoshnevisan 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 2006-04-10 with Mathematics categories.
Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics such as real analysis, functional analysis, group theory, and analytic number theory, to name a few. This book on the vast and rapidly developing subject of random fields is designed for a second graduate course in probability. Recent work on random fields has made it possible to make it an expository subject which interacts with several other areas in mathematics and has enough mathematical depth to be of use to pure as well as applied mathematicians of many backgrounds.
Stopping Times And Directed Processes
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Author : Gerald A. Edgar
language : en
Publisher: Cambridge University Press
Release Date : 1992-08-28
Stopping Times And Directed Processes written by Gerald A. Edgar 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 1992-08-28 with Mathematics categories.
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
Multiparameter Processes
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Author : Davar Khoshnevisan
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-07-10
Multiparameter Processes written by Davar Khoshnevisan 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 2002-07-10 with Mathematics categories.
Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics
Topics In Spatial Stochastic Processes
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Author : Vincenzo Capasso
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-01-21
Topics In Spatial Stochastic Processes written by Vincenzo Capasso 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 2003-01-21 with Mathematics categories.
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.
Classical And Modern Potential Theory And Applications
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Author : K. GowriSankaran
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Classical And Modern Potential Theory And Applications written by K. GowriSankaran 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.
Proceedings of the NATO Advanced Research Workshop, Château de Bonas, France, July 25--31, 1993
Level Sets And Extrema Of Random Processes And Fields
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Author : Jean-Marc Azais
language : en
Publisher: John Wiley & Sons
Release Date : 2009-02-17
Level Sets And Extrema Of Random Processes And Fields written by Jean-Marc Azais 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 2009-02-17 with Mathematics categories.
A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.
Analysis Of Variations For Self Similar Processes
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Author : Ciprian Tudor
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-13
Analysis Of Variations For Self Similar Processes written by Ciprian Tudor 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 2013-08-13 with Mathematics categories.
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.
Markov Processes Gaussian Processes And Local Times
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Author : Michael B. Marcus
language : en
Publisher: Cambridge University Press
Release Date : 2006-07-24
Markov Processes Gaussian Processes And Local Times written by Michael B. Marcus 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 2006-07-24 with Mathematics categories.
This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.
Seminar On Stochastic Analysis Random Fields And Applications
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Author : Robert Dalang
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Seminar On Stochastic Analysis Random Fields And Applications written by Robert Dalang and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
Recent Developments In Infinite Dimensional Analysis And Quantum Probability
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Author : Luigi Accardi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Recent Developments In Infinite Dimensional Analysis And Quantum Probability written by Luigi Accardi 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.
Recent Developments in Infinite-Dimensional Analysis and Quantum Probability is dedicated to Professor Takeyuki Hida on the occasion of his 70th birthday. The book is more than a collection of articles. In fact, in it the reader will find a consistent editorial work, devoted to attempting to obtain a unitary picture from the different contributions and to give a comprehensive account of important recent developments in contemporary white noise analysis and some of its applications. For this reason, not only the latest results, but also motivations, explanations and connections with previous work have been included. The wealth of applications, from number theory to signal processing, from optimal filtering to information theory, from the statistics of stationary flows to quantum cable equations, show the power of white noise analysis as a tool. Beyond these, the authors emphasize its connections with practically all branches of contemporary probability, including stochastic geometry, the structure theory of stationary Gaussian processes, Neumann boundary value problems, and large deviations.