Probabilistic Analysis And Related Topics
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Probabilistic Analysis And Related Topics
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Author : A. T. Bharucha-Reid
language : en
Publisher: Elsevier
Release Date : 2014-05-10
Probabilistic Analysis And Related Topics written by A. T. Bharucha-Reid and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.
Probabilistic Analysis and Related Topics, Volume 2 focuses on the integrability, continuity, and differentiability of random functions, as well as functional analysis, measure theory, operator theory, and numerical analysis. The selection first offers information on the optimal control of stochastic systems and Gleason measures. Discussions focus on convergence of Gleason measures, random Gleason measures, orthogonally scattered Gleason measures, existence of optimal controls without feedback, random necessary conditions, and Gleason measures in tensor products. The text then elaborates on an introduction to nonstandard analysis and hyperfinite probability theory, including applications to stochastic processes, conversion from nonstandard to standard measure spaces, and an introduction to nonstandard analysis. The text examines stochastic matrices, ergodic Markov chains, and measures on semigroups, as well as limit theorems for convolution products of probability measures on completely simple semigroups; ergodicity of Markov chains and probability measures on semigroups; and limits of convolutions in groups and semigroups. The selection is a dependable source of data for mathematicians and researchers interested in the general theory of random functions.
Probabilistic Analysis And Related Topics
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Author : Albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1978
Probabilistic Analysis And Related Topics written by Albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Stochastic analysis categories.
Probability And Computing
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Author : Michael Mitzenmacher
language : en
Publisher: Cambridge University Press
Release Date : 2005-01-31
Probability And Computing written by Michael Mitzenmacher 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 2005-01-31 with Computers categories.
Randomization and probabilistic techniques play an important role in modern computer science, with applications ranging from combinatorial optimization and machine learning to communication networks and secure protocols. This 2005 textbook is designed to accompany a one- or two-semester course for advanced undergraduates or beginning graduate students in computer science and applied mathematics. It gives an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It assumes only an elementary background in discrete mathematics and gives a rigorous yet accessible treatment of the material, with numerous examples and applications. The first half of the book covers core material, including random sampling, expectations, Markov's inequality, Chevyshev's inequality, Chernoff bounds, the probabilistic method and Markov chains. The second half covers more advanced topics such as continuous probability, applications of limited independence, entropy, Markov chain Monte Carlo methods and balanced allocations. With its comprehensive selection of topics, along with many examples and exercises, this book is an indispensable teaching tool.
Probabilistic Analysis And Related Topics
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Author : Albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1978
Probabilistic Analysis And Related Topics written by Albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Stochastic analysis categories.
Topics In Probability
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Author : Narahari Umanath Prabhu
language : en
Publisher: World Scientific
Release Date : 2011
Topics In Probability written by Narahari Umanath Prabhu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
Recent research in probability has been concerned with applications such as data mining and finance models. Some aspects of the foundations of probability theory have receded into the background. Yet, these aspects are very important and have to be brought back into prominence.
Probabilistic Inequalities
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Author : George A. Anastassiou
language : en
Publisher: World Scientific Publishing Company
Release Date : 2010
Probabilistic Inequalities written by George A. Anastassiou and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
1. Introduction -- 2. Basic stochastic Ostrowski inequalities -- 3. Multidimensional Montgomery identities and Ostrowski type inequalities -- 4. General probabilistic inequalities -- 5. About Grothendieck inequalities -- 6. Basic optimal estimation of Csiszar's f-divergence -- 7. Approximation via representations of Csiszar's f-divergence -- 8. Sharp high degree estimation of Csiszar's f-divergence -- 9. Csiszar's f-divergence as a measure of dependence --10. Optimal estimation of discrete Csiszar f-divergence -- 11. About a general discrete measure of dependence -- 12. Hölder-Like Csiszar's f-divergence inequalities -- 13. Csiszar's discrimination and Ostrowski inequalities via Euler-type and Fink identities -- 14. Taylor-Widder representations and Grüss, Means, Ostrowski and Csiszar's inequalities -- 15. Representations of functions and Csiszar's f-divergence -- 16. About general moment theory -- 17. Extreme bounds on the average of a rounded off observation under a moment condition -- 18. Moment theory of random rounding rules subject to one moment condition -- 19. Moment theory on random rounding rules using two moment conditions -- 20. Prokhorov radius around zero using three moment constraints -- 21. Precise rates of Prokhorov convergence using three moment conditions -- 22. On Prokhorov convergence or probability measures to the unit under three moments -- 23. Geometric moment methods applied to optimal portfolio -- 24. Discrepancies between general integral means -- 25. Grüss type inequalities using the Stieltjes integral -- 26. Chebyshev-Grüss type and difference of integral means inequalities using the Stieltjes integral -- 27. An expansion formula -- 28. Integration by parts on the multidimensional domain.
Probabilistic Theory Of Mean Field Games With Applications I
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Author : René Carmona
language : en
Publisher: Springer
Release Date : 2018-03-01
Probabilistic Theory Of Mean Field Games With Applications I written by René Carmona and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-01 with Mathematics categories.
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.
Probabilistic Analysis And Related Topics
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Author : A. T. Bharucha-Reid
language : en
Publisher:
Release Date : 1978
Probabilistic Analysis And Related Topics written by A. T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Probabilities categories.
Probabilistic Analysis And Related Topics
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Author : A.T. Bharucha-Reid
language : en
Publisher:
Release Date : 1983
Probabilistic Analysis And Related Topics written by A.T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Probabilities categories.
Some Topics In Probability And Analysis
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Author : R. F. Gundy
language : en
Publisher: American Mathematical Soc.
Release Date : 1989
Some Topics In Probability And Analysis written by R. F. Gundy 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 1989 with Mathematics categories.