Download or read book Large Deviations and Laws of the Iterated Logarithm for Multidimensional Diffusion Processes with Applications to Diffusion Processes with Random Coefficients written by Bruno Remillard and published by . This book was released on 1987 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Models written by Donald Andrew Dawson and published by American Mathematical Soc.. This book was released on 2000 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.
Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1989 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1987 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Index to American Doctoral Dissertations written by and published by . This book was released on 1989 with total page 1252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Pseudo Regularly Varying Functions and Generalized Renewal Processes written by Valeriĭ V. Buldygin and published by Springer. This book was released on 2018-10-12 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Download or read book Index of Mathematical Papers written by and published by . This book was released on 1974 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1990 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Cumulative Index to IMS Scientific Journals 1960 1989 written by Bruce E. Trumbo and published by . This book was released on 1990 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 1390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Download or read book Mathematical Reviews written by and published by . This book was released on 2001 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book Probability Theory Subject Indexes from Mathematical Reviews written by American Mathematical Society and published by . This book was released on 1987 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Large Deviations and Applications written by S. R. S. Varadhan and published by SIAM. This book was released on 1984-01-31 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.
Download or read book Multidimensional Diffusion Processes written by Daniel W. Stroock and published by . This book was released on 2006 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Analysis and Diffusion Processes written by Gopinath Kallianpur and published by Oxford University Press. This book was released on 2014 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.
