WORLD SCIENTIFIC SERIES ON PROBABILITY THEORY AND ITS APPLICATIONS – serie
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6 produkter
INTRODUCTION TO PROBABILITY THEORY: A FIRST COURSE ON THE MEASURE-THEORETIC APPROACH
Inbunden, 2022
1043 kr
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This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such …
STATIONARY STOCHASTIC MODELS: AN INTRODUCTION
Inbunden, 2022
1662 kr
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This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by …
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
Inbunden, 2024
1938 kr
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Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker–Planck equations. This type of SDEs is named after McKean–Vlasov due to the pioneering work of H P McKean (1966), where an …
RANDOM MATRICES AND RANDOM PARTITIONS: NORMAL CONVERGENCE
Av Zhonggen Su
Inbunden, 2015
1418 kr
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This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brief review of classical central limit theorems for sums of independent random variables, martingale …
INTRODUCTION TO STOCHASTIC PROCESSES
Inbunden, 2021
1156 kr
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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 …
INTRODUCTION TO PROBABILITY THEORY: A FIRST COURSE ON THE MEASURE-THEORETIC APPROACH
Häftad, 2022
743 kr
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This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such …