Download or read book Probabilistic Analysis and Related Topics written by A. T. Bharucha-Reid and published by . This book was released on 1978 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probabilistic analysis and related topics written by and published by . This book was released on 1983 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probabilistic Analysis and Related Topics written by Albert T. Bharucha-Reid and published by . This book was released on 1978 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probabilistic Analysis and Related Topics written by A. T. Bharucha-Reid and published by Elsevier. This book was released on 2014-05-10 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic Analysis and Related Topics, Volume 3 focuses on the continuity, integrability, and differentiability of random functions, including operator theory, measure theory, and functional and numerical analysis. The selection first offers information on the qualitative theory of stochastic systems and Langevin equations with multiplicative noise. Discussions focus on phase-space evolution via direct integration, phase-space evolution, linear and nonlinear systems, linearization, and generalizations. The text then ponders on the stability theory of stochastic difference systems and Markov properties for random fields. Topics include Markov property of solutions of stochastic partial differential equations; Markov property for generalized Gaussian random fields; Markov properties for generalized random fields; stochastic stability of nonlinear systems; and linear stochastic systems. The publication examines the method of random contractors and its applications to random nonlinear equations, including integral contractors and applications to random equations; random contractors with random nonlinear majorant functions; and random contractors and application to random nonlinear operator equations. The selection is a valuable reference for mathematicians and researchers interested in the general theory of random functions.
Download or read book Probabilistic Analysis and Related Topics written by A. T. Bharucha-Reid and published by Elsevier. This book was released on 2014-05-10 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic Analysis and Related Topics, Volume 2 focuses on the integrability, continuity, and differentiability of random functions, as well as functional analysis, measure theory, operator theory, and numerical analysis. The selection first offers information on the optimal control of stochastic systems and Gleason measures. Discussions focus on convergence of Gleason measures, random Gleason measures, orthogonally scattered Gleason measures, existence of optimal controls without feedback, random necessary conditions, and Gleason measures in tensor products. The text then elaborates on an introduction to nonstandard analysis and hyperfinite probability theory, including applications to stochastic processes, conversion from nonstandard to standard measure spaces, and an introduction to nonstandard analysis. The text examines stochastic matrices, ergodic Markov chains, and measures on semigroups, as well as limit theorems for convolution products of probability measures on completely simple semigroups; ergodicity of Markov chains and probability measures on semigroups; and limits of convolutions in groups and semigroups. The selection is a dependable source of data for mathematicians and researchers interested in the general theory of random functions.
Download or read book Probability and Computing written by Michael Mitzenmacher and published by Cambridge University Press. This book was released on 2005-01-31 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Randomization and probabilistic techniques play an important role in modern computer science, with applications ranging from combinatorial optimization and machine learning to communication networks and secure protocols. This 2005 textbook is designed to accompany a one- or two-semester course for advanced undergraduates or beginning graduate students in computer science and applied mathematics. It gives an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It assumes only an elementary background in discrete mathematics and gives a rigorous yet accessible treatment of the material, with numerous examples and applications. The first half of the book covers core material, including random sampling, expectations, Markov's inequality, Chevyshev's inequality, Chernoff bounds, the probabilistic method and Markov chains. The second half covers more advanced topics such as continuous probability, applications of limited independence, entropy, Markov chain Monte Carlo methods and balanced allocations. With its comprehensive selection of topics, along with many examples and exercises, this book is an indispensable teaching tool.
Download or read book Probabilistic Analysis and Related Topics written by A. T. Bharucha-Reid and published by Elsevier. This book was released on 2014-05-10 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic Analysis and Related Topics, Volume 1 focuses on the continuity, differentiability, and integrability of random functions, including functional analysis, operator theory, measure theory, and numerical analysis. The selection first offers information on stochastic partial differential equations in turbulence related problems and estimation and stochastic control for linear infinite-dimensional systems. Discussions focus on deterministic quadratic cost-control problem; partial differential equations in stochastic wave propagation; and theory of stochastic partial differential equations. The text then examines random integrodifferential equations, including small perturbations, existence and uniqueness of solutions, stochastic properties of solution processes, and vibration string. The manuscript ponders on equivalence and singularity of Gaussian measures and applications and stochastic Riemannian geometry. Concerns include semilocal properties, Brownian motion, reproducing kernel Hilbert spaces and Gaussian processes, equivalence and singularity of Gaussian processes, and general problem of equivalence and singularity. The selection is a vital source of information for mathematicians and researchers interested in the general theory of random functions.
Download or read book Probabilistic Analysis and Related Topics written by A.T. Bharucha-Reid and published by . This book was released on 1983 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probabilistic Analysis and Related Topics written by Albert T. Bharucha-Reid and published by . This book was released on 1978 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Some Topics in Probability and Analysis written by R. F. Gundy and published by American Mathematical Soc.. This book was released on 1989 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on lectures presented by the author at DePaul University in July 1986. The lectures cover three main topics. The first is local time theory for Brownian motion and some geometrical inequalities for harmonic functions in the upper half-plane $R^{n+1}_+$. The author sketches a proof of the inequalities obtained by Barlow and Yor for the maximal local time functional. The second topic concerns a probabilistic treatment of Riesz transforms in $R^{n+1}_+$, and semimartingale inequalities. The author proves semimartingale inequalities of the type usually obtained for martingales. The final topic centers on a discussion of the Ornstein-Uhlenbeck semigroup and P. A. Meyer's extension of the Riesz inequalities for the infinite-dimensional version of this semigroup. One of the major results of the book is the establishment of inequalities for the density of the area integral.
Download or read book Probability and Algorithms written by National Research Council and published by National Academies Press. This book was released on 1992-02-01 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the hardest computational problems have been successfully attacked through the use of probabilistic algorithms, which have an element of randomness to them. Concepts from the field of probability are also increasingly useful in analyzing the performance of algorithms, broadening our understanding beyond that provided by the worst-case or average-case analyses. This book surveys both of these emerging areas on the interface of the mathematical sciences and computer science. It is designed to attract new researchers to this area and provide them with enough background to begin explorations of their own.
Download or read book Statistical Decision Theory and Related Topics V written by Shanti S. Gupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the sym posium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developments in these areas, a large number are either applied or creative review papers.
Download or read book The Simplex Method written by Karl Heinz Borgwardt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: For more than 35 years now, George B. Dantzig's Simplex-Method has been the most efficient mathematical tool for solving linear programming problems. It is proba bly that mathematical algorithm for which the most computation time on computers is spent. This fact explains the great interest of experts and of the public to understand the method and its efficiency. But there are linear programming problems which will not be solved by a given variant of the Simplex-Method in an acceptable time. The discrepancy between this (negative) theoretical result and the good practical behaviour of the method has caused a great fascination for many years. While the "worst-case analysis" of some variants of the method shows that this is not a "good" algorithm in the usual sense of complexity theory, it seems to be useful to apply other criteria for a judgement concerning the quality of the algorithm. One of these criteria is the average computation time, which amounts to an anal ysis of the average number of elementary arithmetic computations and of the number of pivot steps. A rigid analysis of the average behaviour may be very helpful for the decision which algorithm and which variant shall be used in practical applications. The subject and purpose of this book is to explain the great efficiency in prac tice by assuming certain distributions on the "real-world" -problems. Other stochastic models are realistic as well and so this analysis should be considered as one of many possibilities.
Download or read book Probabilistic Theory of Mean Field Games with Applications I written by René Carmona and published by Springer. This book was released on 2018-03-01 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.
Download or read book Probabilistic Analysis of Algorithms written by Micha Hofri and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic Analysis of Algorithms begins with a presentation of the "tools of the trade" currently used in probabilistic analyses, and continues with an applications section in which these tools are used in the analysis ofr selected algorithms. The tools section of the book provides the reader with an arsenal of analytic and numeric computing methods which are then applied to several groups of algorithms to analyze their running time or storage requirements characteristics. Topics covered in the applications section include sorting, communications network protocols and bin packing. While the discussion of the various algorithms is sufficient to motivate their structure, the emphasis throughout is on the probabilistic estimation of their operation under distributional assumptions on their input. Probabilistic Analysis of Algorithms assumes a working knowledge of engineering mathematics, drawing on real and complex analysis, combinatorics and probability theory. While the book is intended primarily as a text for the upper undergraduate and graduate student levels, it contains a wealth of material and should also prove an important reference for researchers. As such it is addressed to computer scientists, mathematicians, operations researchers, and electrical and industrial engineers who are interested in evaluating the probable operation of algorithms, rather than their worst-case behavior.
Download or read book Radically Elementary Probability Theory written by Edward Nelson and published by Princeton University Press. This book was released on 1987 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Download or read book Probabilistic Techniques in Analysis written by Richard F. Bass and published by Springer Science & Business Media. This book was released on 1994-12-16 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 survey of these methods at the level of a beginning Ph.D. student. Highlights of this book include the construction of the Martin boundary, probabilistic proofs of the boundary Harnack principle, Dahlberg's theorem, a probabilistic proof of Riesz' theorem on the Hilbert transform, and Makarov's theorems on the support of harmonic measure. The author assumes that a reader has some background in basic real analysis, but the book includes proofs of all the results from probability theory and advanced analysis required. Each chapter concludes with exercises ranging from the routine to the difficult. In addition, there are included discussions of open problems and further avenues of research.
