Probability and Its Applications – serie
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62 produkter
Feynman-Kac Formulae
Genealogical and Interacting Particle Systems with Applications
Inbunden, 2004
1962 kr
Lägg i varukorg
The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in …
Introduction to the Theory of Point Processes
Volume II: General Theory and Structure
Av D.J. Daley, David Vere-Jones
Inbunden, 2007
2396 kr
Lägg i varukorg
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the …
Probabilistic Symmetries and Invariance Principles
Inbunden, 2005
2396 kr
Lägg i varukorg
This book is about random objects--sequences, processes, arrays, measures, functionals--with interesting symmetry properties.
Probability Measures on Semigroups
Convolution Products, Random Walks and Random Matrices
Av Göran Högnäs, Arunava Mukherjea
Inbunden, 2010
1527 kr
Lägg i varukorg
This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their applications to products of random matrices. In addition, this unique work examines the essentials of …
Probability Models for DNA Sequence Evolution
Inbunden, 2008
1853 kr
Lägg i varukorg
Our basic question is: Given a collection of DNA sequences, what underlying forces are responsible for the observed patterns of variability? To approach this question we introduce and analyze a number of probability models: the Wright-Fisher model, the coalescent, the infinite alleles model, and …
Probabilistic Techniques in Analysis
Inbunden, 1994
1310 kr
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In recent years, there has been an upsurge of interest in using techniques drawn from probability to tackle problems in analysis. These applications arise in subjects such as potential theory, harmonic analysis, singular integrals, and the study of analytic functions. This book presents a modern …
Marked Point Processes on the Real Line
The Dynamical Approach
Av Günter Last, Andreas Brandt
Inbunden, 1995
2396 kr
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This book gives a self-contained introduction to the dynamic martingale approach to marked point processes (MPP). Based on the notion of a compensator, this approach gives a versatile tool for analyzing and describing the stochastic properties of an MPP. In particular, the authors discuss the …
Bonferroni-type Inequalities with Applications
Av Janos Galambos, Italo Simonelli
Inbunden, 1996
1093 kr
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This book presents a large variety of extensions of the methods of inclusion and exclusion. Both methods for generating and methods for proof of such inequalities are discussed. The inequalities are utilized for finding asymptotic values and for limit theorems. Applications vary from classical …
Introduction to the Theory of Point Processes
Volume I: Elementary Theory and Methods
Inbunden, 2002
2722 kr
Lägg i varukorg
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to …
Diffusions and Elliptic Operators
Inbunden, 1997
1745 kr
Lägg i varukorg
This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.
Mass Transportation Problems
Volume 1: Theory
Av Svetlozar T. Rachev, Ludger Rüschendorf
Inbunden, 1998
1962 kr
Lägg i varukorg
Mass transportation problems concern the optimal transfer of masses from one location to another. This first of two volumes will be the definitive reference for researchers in applied probability, operations research, computer science, and mathematical economics.
Mass Transportation Problems
Applications
Av Svetlozar T. Rachev, Ludger Rüschendorf
Inbunden, 1998
1962 kr
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This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment …
Decoupling
From Dependence to Independence
Av Victor de la Peña, Evarist Giné
Inbunden, 1998
1636 kr
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Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. It was born in the early eighties as a natural continuation of martingale theory and has acquired a life of its own due to vigorous development and wide …
Feynman-Kac Formulae
Genealogical and Interacting Particle Systems with Applications
Häftad, 2011
1962 kr
Lägg i varukorg
The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in …
Probabilistic Symmetries and Invariance Principles
Häftad, 2010
1310 kr
Lägg i varukorg
This book is about random objects--sequences, processes, arrays, measures, functionals--with interesting symmetry properties.
Probability Models for DNA Sequence Evolution
Häftad, 2010
1310 kr
Lägg i varukorg
Our basic question is: Given a collection of DNA sequences, what underlying forces are responsible for the observed patterns of variability? To approach this question we introduce and analyze a number of probability models: the Wright-Fisher model, the coalescent, the infinite alleles model, and …
Limit Theorems for Randomly Stopped Stochastic Processes
Häftad, 2012
550 kr
Lägg i varukorg
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to …
Decoupling
From Dependence to Independence
Av Victor de la Peña, Evarist Giné
Häftad, 2012
1636 kr
Lägg i varukorg
Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent. It was born in the early eighties as a natural continuation of martingale theory and has acquired a life of its own due to vigorous development and wide …
Probability Measures on Semigroups
Convolution Products, Random Walks and Random Matrices
Av Göran Högnäs, Arunava Mukherjea
Häftad, 2012
1527 kr
Lägg i varukorg
This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their applications to products of random matrices. In addition, this unique work examines the essentials of …
Diffusions and Elliptic Operators
Häftad, 2013
1419 kr
Lägg i varukorg
This book will serve as a reference book for graduate students and researchers in probability theory or partial differential equations who want to learn more about the interplay of these two areas.
Mass Transportation Problems
Applications
Av Svetlozar T. Rachev, Ludger Rüschendorf
Häftad, 2013
1481 kr
Lägg i varukorg
This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment …
Introduction to the Theory of Point Processes
Volume I: Elementary Theory and Methods
Häftad, 2013
2722 kr
Lägg i varukorg
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to …
Mass Transportation Problems
Volume 1: Theory
Av Svetlozar T. Rachev, Ludger Rüschendorf
Häftad, 2013
1962 kr
Lägg i varukorg
Mass transportation problems concern the optimal transfer of masses from one location to another. This first of two volumes will be the definitive reference for researchers in applied probability, operations research, computer science, and mathematical economics.
Introduction to the Theory of Point Processes
Volume II: General Theory and Structure
Av D.J. Daley, David Vere-Jones
Häftad, 2014
1690 kr
Lägg i varukorg
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present An Introduction to the …
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
A Sample-Paths Approach
Av Nils Berglund, Barbara Gentz
Inbunden, 2005
1202 kr
Lägg i varukorg
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the …
Stochastic Control in Insurance
Häftad, 2008
1014 kr
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Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance. This book provides a systematic treatment of optimal control methods applied to problems from insurance and investment, complete with …
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
A Sample-Paths Approach
Av Nils Berglund, Barbara Gentz
Häftad, 2010
930 kr
Lägg i varukorg
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the …
Discrete-Time Markov Jump Linear Systems
Av O.L.V. Costa, M.D. Fragoso m. fl.
Häftad, 2010
1093 kr
Lägg i varukorg
Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear …
Eigenvalues, Inequalities, and Ergodic Theory
Av Mu-Fa Chen
Häftad, 2010
550 kr
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A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book. In particular, it studies a subset of the general problem, taking some approaches that have, up till now, only appeared largely in the …
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Francesca Biagini, Yaozhong Hu m. fl.
Häftad, 2010
1419 kr
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for …
