SpringerBriefs in Probability and Mathematical Statistics – serie
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15 produkter
On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Av Benjamin Arras, Christian Houdré
Häftad, 2019
551 kr
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This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing …
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Av Alfonso Rocha-Arteaga, Ken-iti Sato
Häftad, 2019
660 kr
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This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = …
Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
Discounted and Average Criteria
Häftad, 2020
551 kr
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This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is …
Invitation to Statistics in Wasserstein Space
Av Victor M. Panaretos, Yoav Zemel
Häftad, 2020
225 kr
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This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides an accessible introduction to the …
Asymptotic Properties of Permanental Sequences
Related to Birth and Death Processes and Autoregressive Gaussian Sequences
Av Michael B. Marcus, Jay Rosen
Häftad, 2021
769 kr
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This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains. The …
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Häftad, 2021
716 kr
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This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition results are obtained for the signal …
Non-Gaussian Selfsimilar Stochastic Processes
Häftad, 2023
551 kr
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This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and …
Mod-ϕ Convergence
Normality Zones and Precise Deviations
Av Valentin Féray, Pierre-Loïc Méliot m. fl.
Häftad, 2016
550 kr
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The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-ϕ convergence. This type of …
Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching Mechanism
Av Leonid Mytnik, Vitali Wachtel
Häftad, 2017
551 kr
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This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture of the state of the art in this area. It is a self-contained presentation of regularity properties of stable …
Nonlinearly Perturbed Semi-Markov Processes
Av Dmitrii Silvestrov, Sergei Silvestrov
Häftad, 2017
551 kr
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The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of …
Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Av Vladas Pipiras, Murad S. Taqqu
Häftad, 2017
551 kr
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This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book …
Path Coupling and Aggregate Path Coupling
Av Yevgeniy Kovchegov, Peter T. Otto
Häftad, 2018
551 kr
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This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling. In conjunction with large deviations estimates, the aggregate path coupling method is used to prove rapid mixing of Glauber …
Poisson Point Processes and Their Application to Markov Processes
Av Kiyosi Itô
Häftad, 2016
550 kr
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An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a …
Lectures on Random Interfaces
Häftad, 2017
550 kr
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Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs. This book discusses randomly fluctuating interfaces in several different settings and from several points of view: discrete/continuum, microscopic/macroscopic, and static/dynamic theories. The …
Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
Av Haesung Lee, Wilhelm Stannat m. fl.
Häftad, 2022
607 kr
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This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial differential equations is applied to construct such solutions …
