Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Download or read book Asymptotic Methods in Stochastics written by M. Csörgö and published by American Mathematical Soc.. This book was released on 2004 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Download or read book Asymptotic Methods in Stochastics written by Lajos Horvath and Barbara Szyszkowicz and published by American Mathematical Soc.. This book was released on with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by A. V. Skorokhod and published by American Mathematical Soc.. This book was released on 2009-01-07 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by A. V. Skorokhod and published by American Mathematical Soc.. This book was released on 2009-01-07 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Download or read book Asymptotic Methods in the Theory of Stochastic Differential Equations written by Anatoliĭ Vladimirovich Skorokhod and published by Amer Mathematical Society. This book was released on 1989 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Translations of Mathematical Monographs written by and published by . This book was released on 1962 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Asymptotic Methods for the Fokker Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 1999-03-08 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Download or read book Asymptotic and Analytic Methods in Stochastic Evolutionary Symptoms written by Dmitri Koroliouk and published by John Wiley & Sons. This book was released on 2023-07-26 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book illustrates a number of asymptotic and analytic approaches applied for the study of random evolutionary systems, and considers typical problems for specific examples. In this case, constructive mathematical models of natural processes are used, which more realistically describe the trajectories of diffusion-type processes, rather than those of the Wiener process. We examine models where particles have some free distance between two consecutive collisions. At the same time, we investigate two cases: the Markov evolutionary system, where the time during which the particle moves towards some direction is distributed exponentially with intensity parameter λ; and the semi-Markov evolutionary system, with arbitrary distribution of the switching process. Thus, the models investigated here describe the motion of particles with a finite speed and the proposed random evolutionary process with characteristics of a natural physical process: free run and finite propagation speed. In the proposed models, the number of possible directions of evolution can be finite or infinite.
Download or read book Asymptotic Methods in the Theory of Gaussian Processes and Fields written by Vladimir I. Piterbarg and published by American Mathematical Soc.. This book was released on 2012-03-28 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.
Download or read book Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations written by Grigorij Kulinich and published by Springer Nature. This book was released on 2020-04-29 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Itô's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability.
Download or read book Asymptotic Methods and Stochastic Models in Problems of Wave Propagation written by Georgiĭ Ivanovich Petrashenʹ and published by American Mathematical Soc.. This book was released on 1971 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers and articles about modeling and problems with wave propagation.
Download or read book Asymptotic Methods for the Fokker Planck Equation and the Exit Problem in Applications written by Johan Grasman and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Download or read book Asymptotic Statistical Methods for Stochastic Processes written by and published by . This book was released on 2000 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration. Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of.
Download or read book Asymptotic Methods in Fluid Mechanics Survey and Recent Advances written by Herbert Steinrück and published by Springer Science & Business Media. This book was released on 2012-01-29 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: A survey of asymptotic methods in fluid mechanics and applications is given including high Reynolds number flows (interacting boundary layers, marginal separation, turbulence asymptotics) and low Reynolds number flows as an example of hybrid methods, waves as an example of exponential asymptotics and multiple scales methods in meteorology.
Download or read book Recent Developments in Stochastic Methods and Applications written by Albert N. Shiryaev and published by Springer Nature. This book was released on 2021-08-02 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.
