Theory Of Stochastic Objects
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Theory Of Stochastic Objects
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Author : Athanasios Christou Micheas
language : en
Publisher: CRC Press
Release Date : 2018-01-19
Theory Of Stochastic Objects written by Athanasios Christou Micheas and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-19 with Mathematics categories.
This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume. Presents and illustrates ‘random objects’ in different contexts, under a unified framework, starting with rudimentary results on random variables and random sequences, all the way up to stochastic partial differential equations. Reviews rudimentary probability and introduces statistical inference, from basic to advanced, thus making the transition from basic statistical modeling and estimation to advanced topics more natural and concrete. Compact and comprehensive presentation of the material that will be useful to a reader from the mathematics and statistical sciences, at any stage of their career, either as a graduate student, an instructor, or an academician conducting research and requiring quick references and examples to classic topics. Includes 378 exercises, with the solutions manual available on the book's website. 121 illustrative examples of the concepts presented in the text (many including multiple items in a single example). The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.
Theory Of Stochastic Objects
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Author : Athanasios Christou Micheas
language : en
Publisher: CRC Press
Release Date : 2018-01-19
Theory Of Stochastic Objects written by Athanasios Christou Micheas and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-19 with Mathematics categories.
This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume. Presents and illustrates ‘random objects’ in different contexts, under a unified framework, starting with rudimentary results on random variables and random sequences, all the way up to stochastic partial differential equations. Reviews rudimentary probability and introduces statistical inference, from basic to advanced, thus making the transition from basic statistical modeling and estimation to advanced topics more natural and concrete. Compact and comprehensive presentation of the material that will be useful to a reader from the mathematics and statistical sciences, at any stage of their career, either as a graduate student, an instructor, or an academician conducting research and requiring quick references and examples to classic topics. Includes 378 exercises, with the solutions manual available on the book's website. 121 illustrative examples of the concepts presented in the text (many including multiple items in a single example). The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.
Theory And Modeling Of Stochastic Objects
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Author : Athanasios Christou Micheas
language : en
Publisher: Chapman and Hall/CRC
Release Date : 2015-06-15
Theory And Modeling Of Stochastic Objects written by Athanasios Christou Micheas and has been published by Chapman and Hall/CRC this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-15 with Mathematics categories.
This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks. One would need to use one book on Real Analysis, one on Measure and/or Probability theory, one in Stochastic processes, and at least one on Statistics to capture the detail and depth of material that has gone into this text. The book is targeted towards students at the master's and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.
Stochastic Processes
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Author : Narahari Umanath Prabhu
language : en
Publisher: World Scientific
Release Date : 2007
Stochastic Processes 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 2007 with Mathematics categories.
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
Statistics Of Random Processes Ii
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Author : Robert Shevilevich Lipt︠s︡er
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Statistics Of Random Processes Ii written by Robert Shevilevich Lipt︠s︡er 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 2001 with Mathematics categories.
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Introduction To The Theory Of Random Processes
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Author : Iosif Il?ich Gikhman
language : en
Publisher: Courier Corporation
Release Date : 1996-01-01
Introduction To The Theory Of Random Processes written by Iosif Il?ich Gikhman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-01 with Mathematics categories.
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Introduction To Stochastic Processes
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Author : Mu-fa Chen
language : en
Publisher: World Scientific
Release Date : 2021-05-25
Introduction To Stochastic Processes written by Mu-fa Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-25 with Mathematics categories.
The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.
Model Theory Of Stochastic Processes
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Author : Sergio Fajardo
language : en
Publisher: Cambridge University Press
Release Date : 2017-03-30
Model Theory Of Stochastic Processes written by Sergio Fajardo 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 2017-03-30 with Mathematics categories.
Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. In this volume, the fourteenth publication in the Lecture Notes in Logic series, Fajardo and Keisler present new research combining probability theory and mathematical logic. It is a general study of stochastic processes using ideas from model theory, a key central theme being the question, 'When are two stochastic processes alike?' The authors assume some background in nonstandard analysis, but prior knowledge of model theory and advanced logic is not necessary. This volume will appeal to mathematicians willing to explore new developments with an open mind.
Statistical Learning Theory And Stochastic Optimization
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Author : Olivier Catoni
language : en
Publisher: Springer Science & Business Media
Release Date : 2004
Statistical Learning Theory And Stochastic Optimization written by Olivier Catoni 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 2004 with categories.
Applied Probability And Stochastic Processes
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Author : V. C. Joshua
language : en
Publisher: Springer Nature
Release Date : 2020-08-29
Applied Probability And Stochastic Processes written by V. C. Joshua and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-29 with Mathematics categories.
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.