Download or read book Limit Theorems for Motion in Random Fields written by Tomasz Komorowski and published by . This book was released on 1994 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski? and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinskii and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications. There are 434 items in the bibliography. The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.). Contents: Random Systems with Covariance Inequalities; Moment and Maximal Inequalities; Central Limit Theorem; Almost Sure Convergence; Invariance Principles; Law of the Iterated Logarithm; Statistical Applications; Integral Functionals. Readership: Researchers in modern probability and statistics, graduate students and academic staff of the universities.
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nikolai Leonenko and published by Springer. This book was released on 2011-09-29 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nicolai Leonenko and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.
Download or read book Limit Theorems and Some Applications in Statistical Physics written by Boris Nahapetian and published by Springer. This book was released on 1991-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Functionals of Random Walks written by A. N. Borodin and published by American Mathematical Soc.. This book was released on 1995 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines traditional problems in the theory of random walks: limit theorems for additive and multiadditive functionals defined on a random walk. Although the problems are traditional, the methods presented here are new. The book is intended for experts in probability theory and its applications, as well as for undergraduate and graduate students specializing in these areas.
Download or read book Limit theorems for random fields written by Nguyen Van Thu and published by . This book was released on 1981 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems and Some Applications in Statistical Physics written by and published by Springer-Verlag. This book was released on 2013-04-17 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Infinitely Divisible Random Fields written by Aurel Kleinerman and published by . This book was released on 1977 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Limit Theorems for Multi Indexed Sums of Random Variables written by Oleg Klesov and published by Springer. This book was released on 2014-10-13 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the field. Several new results are introduced, even in the classical setting, as well as some new approaches that are simpler than those already established in the literature. In particular, new proofs of the strong law of large numbers and the Hajek-Renyi inequality are detailed. Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes. Limit theorems form the backbone of probability theory and statistical theory alike. The theory of multiple sums of random variables is a direct generalization of the classical study of limit theorems, whose importance and wide application in science is unquestionable. However, to date, the subject of multiple sums has only been treated in journals. The results described in this book will be of interest to advanced undergraduates, graduate students and researchers who work on limit theorems in probability theory, the statistical analysis of random fields, as well as in the field of random sets or stochastic geometry. The central topic is also important for statistical theory, developing statistical inferences for random fields, and also has applications to the sciences, including physics and chemistry.
Download or read book Limit Theorems for Markov Random Fields written by T. V. Kurien and published by . This book was released on 1991 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Invariant Random Fields on Spaces with a Group Action written by Anatoliy Malyarenko and published by Springer Science & Business Media. This book was released on 2012-10-26 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.
Download or read book Random Walk in Random and Non random Environments written by P l Rvsz and published by World Scientific. This book was released on 2005 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ? mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion.
Download or read book Random Walks Random Fields and Disordered Systems written by Anton Bovier and published by Springer. This book was released on 2015-09-21 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems, a detailed analysis of weakly self-avoiding random walks in four spatial dimensions via methods of field theory and the renormalization group, a study of phase transitions in disordered discrete structures using a rigorous version of the cavity method, a survey of recent work on interacting polymers in the ballisticity regime and, finally, a treatise on two-dimensional loop-soup models and their connection to conformally invariant systems and the Gaussian Free Field. The notes are aimed at early graduate students with a modest background in probability and mathematical physics, although they could also be enjoyed by seasoned researchers interested in learning about recent advances in the above fields.
Download or read book Stochastic Geometry Spatial Statistics and Random Fields written by Evgeny Spodarev and published by Springer. This book was released on 2013-02-11 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Download or read book Statistical Analysis of Random Fields written by A.A. Ivanov and published by Springer Science & Business Media. This book was released on 1989-07-31 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi, ...* si j'avait su comment en revcnir. One service mathematics has rendered the je n'y scrais point aile.' human race. It has put common sense back where it belongs, on the topmost shclf next Jules Verne to the dusty canister labdlcd 'discarded non· The series is divergent; therefore we may be sense'. able to do something with it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
