Series Representations For Generalized Stochastic Processes
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Series Representations For Generalized Stochastic Processes
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Author : Muhammad K. Habib
language : en
Publisher:
Release Date : 1986
Series Representations For Generalized Stochastic Processes written by Muhammad K. Habib and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Information theory in mathematics categories.
Representations Of General Stochastic Processes
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Author : Dudley Paul Johnson
language : en
Publisher:
Release Date : 1977
Representations Of General Stochastic Processes written by Dudley Paul Johnson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Stochastic processes categories.
Series Expansions Of Generalized Stochastic Processes
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Author : R. Meidan
language : en
Publisher:
Release Date : 1976
Series Expansions Of Generalized Stochastic Processes written by R. Meidan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with categories.
On Algebraic Representation Of General Stochastic Processes Microform
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Author : Gabor Laszlo
language : en
Publisher: National Library of Canada
Release Date : 1986
On Algebraic Representation Of General Stochastic Processes Microform written by Gabor Laszlo and has been published by National Library of Canada this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Markov processes categories.
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.
The Theory Of Stochastic Processes Iii
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Author : I. I. Gihman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Theory Of Stochastic Processes Iii written by I. I. Gihman 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.
It was originally planned that the Theory of Stochastic Processes would consist of two volumes: the first to be devoted to general problems and the second to specific cJasses of random processes. It became apparent, however, that the amount of material related to specific problems of the theory could not possibly be incJuded in one volume. This is how the present third volume came into being. This voJume contains the theory of martingales, stochastic integrals, stochastic differential equations, diffusion, and continuous Markov processes. The theory of stochastic processes is an actively developing branch of mathe matics, and it would be an unreasonable and impossible task to attempt to encompass it in a single treatise (even a multivolume one). Therefore, the authors, guided by their own considerations concerning the relative importance of various results, naturally had to be selective in their choice of material. The authors are fully aware that such a selective process is not perfecL Even a number of topics that are, in the authors' opinion, of great importance could not be incJuded, for example, limit theorems for particular cJasses of random processes, the theory of random fields, conditional Markov processes, and information and statistics of random processes. With the publication of this last volume, we recall with gratitude oUf associates who assisted us in this endeavor, and express our sincere thanks to G.N. Sytaya, L.V. Lobanova, P.V. Boiko, N.F. Ryabova, N.A. Skorohod, V.V. Skorohod, N.I. Portenko, and L.I. Gab.
Stochastic Differential And Difference Equations
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Author : Imre Csiszár
language : en
Publisher: Springer Science & Business Media
Release Date : 1997
Stochastic Differential And Difference Equations written by Imre Csiszár 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 1997 with Mathematics categories.
Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.
On Stochastic Processes And Their Representations
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Author : Crosman Jay Clark
language : en
Publisher:
Release Date : 1964
On Stochastic Processes And Their Representations written by Crosman Jay Clark and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1964 with categories.
This report is concerned with the statistical modeling of physical systems and various mathematical statements or formulations of the models. Instead of giving the complete set of output-input pairs which characterize a physical system, one may give the odds that any specific output from a set of possible outputs will occur. This is called a statistical model of the system. Another form of the statistical model is to give the odds that at any specific time a certain value from a set of values will occur. This report examines both of these forms of statistical modeling. It sets up a general theory of stochastic processes which includes the theory of time series analysis and examines various mathematical representations of the general theory. (Author).
Generalized Functions Volume 6
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Author : I. M. Gel′fand
language : en
Publisher: American Mathematical Soc.
Release Date : 2016-04-19
Generalized Functions Volume 6 written by I. M. Gel′fand 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 2016-04-19 with Mathematics categories.
The first systematic theory of generalized functions (also known as distributions) was created in the early 1950s, although some aspects were developed much earlier, most notably in the definition of the Green's function in mathematics and in the work of Paul Dirac on quantum electrodynamics in physics. The six-volume collection, Generalized Functions, written by I. M. Gel′fand and co-authors and published in Russian between 1958 and 1966, gives an introduction to generalized functions and presents various applications to analysis, PDE, stochastic processes, and representation theory. The unifying theme of Volume 6 is the study of representations of the general linear group of order two over various fields and rings of number-theoretic nature, most importantly over local fields (p-adic fields and fields of power series over finite fields) and over the ring of adeles. Representation theory of the latter group naturally leads to the study of automorphic functions and related number-theoretic problems. The book contains a wealth of information about discrete subgroups and automorphic representations, and can be used both as a very good introduction to the subject and as a valuable reference.
Hilbert Space Representations Of General Discrete Time Stochastic Processes
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Author : D. P. Johnson
language : en
Publisher:
Release Date : 1983
Hilbert Space Representations Of General Discrete Time Stochastic Processes written by D. P. Johnson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.