One Multiple Stochastic Integral With Respect To A Strictly Semistable Random Measure
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One Multiple Stochastic Integral With Respect To A Strictly Semistable Random Measure
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Author : P. Xavier Raja Retnam
language : en
Publisher:
Release Date : 1988
One Multiple Stochastic Integral With Respect To A Strictly Semistable Random Measure written by P. Xavier Raja Retnam and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Multiple integrals categories.
Stochastic Processes And Related Topics
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Author : Ioannis Karatzas
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Processes And Related Topics written by Ioannis Karatzas 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.
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, friends, and colleagues whose personal and professional lives he has deeply touched through his generous insights and dedication to his profession. Before the idea of this volume was conceived, two conferences were held in the memory of Stamatis. The first was organized by the University of Athens and the Athens University of Economics and was held in Athens during December 18-19, 1995. The second was a significant part of a Spe cial IMS meeting held at the campus of the University of North Carolina at Chapel Hill during October 17-19, 1996. It is the selfless effort of sev eral people that brought about these conferences. We believe that this is an appropriate place to acknowledge their effort; and on behalf of all the participants, we extend sincere thanks to all these persons.
The Multiple Stochastic Integral
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Author : David Douglas Engel
language : en
Publisher: American Mathematical Soc.
Release Date : 1982-12-31
The Multiple Stochastic Integral written by David Douglas Engel 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 1982-12-31 with Mathematics categories.
Dissertation Abstracts International
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Author :
language : en
Publisher:
Release Date : 1989
Dissertation Abstracts International written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Dissertations, Academic categories.
Combinatorial Stochastic Processes
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Author : Jim Pitman
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-11
Combinatorial Stochastic Processes written by Jim Pitman 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 2006-05-11 with Mathematics categories.
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Index To American Doctoral Dissertations
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Author :
language : en
Publisher:
Release Date : 1989
Index To American Doctoral Dissertations written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Dissertations, Academic categories.
Selfsimilar Processes
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Author : Paul Embrechts
language : en
Publisher: Princeton University Press
Release Date : 2009-01-10
Selfsimilar Processes written by Paul Embrechts and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-10 with Mathematics categories.
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.
Stochastic Process Limits
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Author : Ward Whitt
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-11
Stochastic Process Limits written by Ward Whitt 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 2006-04-11 with Mathematics categories.
From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews
Topics In Random Matrix Theory
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Author : Terence Tao
language : en
Publisher: American Mathematical Society
Release Date : 2023-08-24
Topics In Random Matrix Theory written by Terence Tao and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-24 with Mathematics categories.
The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.
Statistical Theory And Method Abstracts
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Author :
language : en
Publisher:
Release Date : 1997
Statistical Theory And Method 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 1997 with Statistics categories.