Sojourns And Extremes Of Stochastic Processes

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Sojourns And Extremes Of Stochastic Processes

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Author : Simeon Berman
language : en
Publisher: CRC Press
Release Date : 2017-07-12

Sojourns And Extremes Of Stochastic Processes written by Simeon Berman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Mathematics categories.

Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Sojourns And Extremes Of Stochastic Processes

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Author : Simeon Berman
language : en
Publisher: CRC Press
Release Date : 2019-12

Sojourns And Extremes Of Stochastic Processes written by Simeon Berman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12 with categories.

Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Sojourns And Extremes Of Stochastic Processes

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Author :
language : en
Publisher:
Release Date : 1989

Sojourns And Extremes Of Stochastic Processes 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 categories.

The object of the study is to describe specific distributional and structural properties of functionals, and then formulate conditions on the finite-dimensional distributions of the process which are sufficient for these properties. It was shown how these conditions are related to the structures of classes of stochastic processes commonly arising in theoretical and applied probability.

Sojourns And Extremes Of Stochastic Processes

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Author : Simeon Berman
language : en
Publisher: Routledge
Release Date : 2017-07-12

Sojourns And Extremes Of Stochastic Processes written by Simeon Berman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Mathematics categories.

Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Sojourns And Extremes Of Stochastic Processes Ex 2

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Author : Simeon M. Berman
language : en
Publisher:
Release Date : 1992

Sojourns And Extremes Of Stochastic Processes Ex 2 written by Simeon M. Berman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.

Research In Progress

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Author : United States. Army Research Office
language : en
Publisher:
Release Date : 1991

Research In Progress written by United States. Army Research Office and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Military research categories.

Vols. for 1977- consist of two parts: Chemistry, biological sciences, engineering sciences, metallurgy and materials science (issued in the spring); and Physics, electronics, mathematics, geosciences (issued in the fall).

Stochastic Processes And Related Topics

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Author : Rainer Buckdahn
language : en
Publisher: CRC Press
Release Date : 2002-05-16

Stochastic Processes And Related Topics written by Rainer Buckdahn and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-16 with Mathematics categories.

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In

Extreme Value Theory And Applications

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Author : J. Galambos
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01

Extreme Value Theory And Applications written by J. Galambos 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 2013-12-01 with Mathematics categories.

It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.

Research In Progress

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Author :
language : en
Publisher:
Release Date : 1991

Research In Progress written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Military research categories.

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.