Surveys In Stochastic Processes
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Surveys In Stochastic Processes
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Author : Jochen Blath
language : en
Publisher: European Mathematical Society
Release Date : 2011
Surveys In Stochastic Processes written by Jochen Blath and has been published by European Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries to discuss recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. This book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists to pursue research goals in the wide range of fields represented in this volume.
Stochastic Processes
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Author : Sheldon M. Ross
language : en
Publisher: John Wiley & Sons
Release Date : 1995-02-28
Stochastic Processes written by Sheldon M. Ross 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 1995-02-28 with Mathematics categories.
This book contains material on compound Poisson random variables including an identity which can be used to efficiently compute moments, Poisson approximations, and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs.
Upper And Lower Bounds For Stochastic Processes
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Author : Michel Talagrand
language : en
Publisher: Springer Nature
Release Date : 2022-01-01
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.
Statistical Analysis Of Stochastic Processes In Time
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Author : J. K. Lindsey
language : en
Publisher: Cambridge University Press
Release Date : 2004-08-02
Statistical Analysis Of Stochastic Processes In Time written by J. K. Lindsey 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 2004-08-02 with Mathematics categories.
This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic processes to an audience knowledgeable only in basic statistics. It covers almost all aspects of the subject and presents the theory in an easily accessible form that is highlighted by application to many examples. These examples arise from dozens of areas, from sociology through medicine to engineering. Complementing these are exercise sets making the book suited for introductory courses in stochastic processes. Software (available from www.cambridge.org) is provided for the freely available R system for the reader to apply to all the models presented.
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.
A Survey Of Preconditioned Iterative Methods
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Author : Are Magnus Bruaset
language : en
Publisher: Routledge
Release Date : 2018-12-13
A Survey Of Preconditioned Iterative Methods written by Are Magnus Bruaset and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-13 with Mathematics categories.
The problem of solving large, sparse, linear systems of algebraic equations is vital in scientific computing, even for applications originating from quite different fields. A Survey of Preconditioned Iterative Methods presents an up to date overview of iterative methods for numerical solution of such systems. Typically, the methods considered are w
Handbook Of Statistics 29b Sample Surveys Inference And Analysis
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Author :
language : en
Publisher: Elsevier
Release Date : 2000
Handbook Of Statistics 29b Sample Surveys Inference And Analysis written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Probabilities categories.
Sample Surveys Inference And Analysis
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Author :
language : en
Publisher: Morgan Kaufmann
Release Date : 2009-09-02
Sample Surveys Inference And Analysis written by and has been published by Morgan Kaufmann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-02 with Mathematics categories.
Handbook of Statistics_29B contains the most comprehensive account of sample surveys theory and practice to date. It is a second volume on sample surveys, with the goal of updating and extending the sampling volume published as volume 6 of the Handbook of Statistics in 1988. The present handbook is divided into two volumes (29A and 29B), with a total of 41 chapters, covering current developments in almost every aspect of sample surveys, with references to important contributions and available software. It can serve as a self contained guide to researchers and practitioners, with appropriate balance between theory and real life applications. Each of the two volumes is divided into three parts, with each part preceded by an introduction, summarizing the main developments in the areas covered in that part. Volume 1 deals with methods of sample selection and data processing, with the later including editing and imputation, handling of outliers and measurement errors, and methods of disclosure control. The volume contains also a large variety of applications in specialized areas such as household and business surveys, marketing research, opinion polls and censuses. Volume 2 is concerned with inference, distinguishing between design-based and model-based methods and focusing on specific problems such as small area estimation, analysis of longitudinal data, categorical data analysis and inference on distribution functions. The volume contains also chapters dealing with case-control studies, asymptotic properties of estimators and decision theoretic aspects. - Comprehensive account of recent developments in sample survey theory and practice - Covers a wide variety of diverse applications - Comprehensive bibliography
Large Deviations For Stochastic Processes
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Author : Jin Feng
language : en
Publisher:
Release Date : 2014-05-21
Large Deviations For Stochastic Processes written by Jin Feng and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-21 with MATHEMATICS categories.
This work is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts.
The Generic Chaining
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Author : Michel Talagrand
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-08
The Generic Chaining written by Michel Talagrand 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 2005-12-08 with Mathematics categories.
Author's Note: The material of this book has been reworked and expanded with a lot more detail and published in the author's 2014 book "Upper and Lower Bounds for Stochastic Processes" (Ergebnisse Vol. 60, ISBN 978-3-642-54074-5). That book is much easier to read and covers everything that is in "The Generic Chaining" book in a more detailed and comprehensible way. ************What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, I feel a keen personal interest in this question. ) There are many questions of the same nature: what is the likely magnitude of the strongest earthquake to occur during the life of a planned building, or the speed of the strongest wind a suspension bridge will have to stand? All these situations can be modeled in the same manner. The value X of the quantity of interest (be it water t level or speed of wind) at time t is a random variable. What can be said about the maximum value of X over a certain range of t? t A collection of random variables (X ), where t belongs to a certain index t set T, is called a stochastic process, and the topic of this book is the study of the supremum of certain stochastic processes, and more precisely to ?nd upper and lower bounds for the quantity EsupX . (0. 1) t t?T Since T might be uncountable, some care has to be taken to de?ne this quantity. For any reasonable de?nition of Esup X we have t t?T EsupX =sup{EsupX ; F?T,F ?nite} , (0. 2) t t t?T t?F an equality that we will take as the de?nition of the quantity Esup X . t t?T Thus, the crucial case for the estimation of the quantity (0.