Download or read book Modelos estoc sticos written by Luis G. Gorostiza and published by . This book was released on 1998 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computation and Applied Mathematics written by and published by . This book was released on 1992 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Complex Stochastic Systems written by O.E. Barndorff-Nielsen and published by CRC Press. This book was released on 2000-08-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
Download or read book Quantum Interacting Particle Systems written by Luigi Accardi and published by World Scientific. This book was released on 2002-07-19 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of extending ideas and results on the dynamics of infinite classical lattice systems to the quantum domain naturally arises in different branches of physics (nonequilibrium statistical mechanics, quantum optics, solid state, …) and new momentum from the development of quantum computer and quantum neural networks (which are in fact interacting arrays of binary systems) has been found.The stochastic limit of quantum theory allowed to deduce, as limits of the usual Hamiltonian systems, a new class of quantum stochastic flows which, when restricted to an appropriate Abelian subalgebra, produces precisely those interacting particle systems studied in classical statistical mechanics.Moreover, in many interesting cases, the underlying classical process “drives” the quantum one, at least as far as ergodicity or convergence to equilibrium are concerned. Thus many deep results concerning classical systems can be directly applied to carry information on the corresponding quantum system. The thermodynamic limit itself is obtained thanks to a technique (the four-semigroup method, new even in the classical case) which reduces the infinitesimal structure of a stochastic flow to that of four semigroups canonically associated to it (Chap. 1).Simple and effective methods to analyze qualitatively the ergodic behavior of quantum Markov semigroups are discussed in Chap. 2.Powerful estimates used to control the infinite volume limit, ergodic behavior and the spectral gap (Gaussian, exponential and hypercontractive bounds, classical and quantum logarithmic Sobolev inequalities, …) are discussed in Chap. 3.
Download or read book Stochastic Optimal Control International Finance and Debt Crises written by Jerome L. Stein and published by Oxford University Press, USA. This book was released on 2006-04-06 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty. The theoretical parts result from interdisciplinary research between economics and applied mathematics. From the economic theory and the mathematics of stochastic optimal control the author derives benchmarks for the optimal debt and equilibrium real exchange rate in an environment where both thereturn on capital and the real rate of interest are stochastic variables. The theoretically derived equilibrium real exchange rate - the "natural real exchange rate" NATREX - is where the real exchange rate is heading. These benchmarks are applied to answer the following questions.* What is a theoretically based empirical measure of a "misaligned" exchange rate that increases the probability of a significant depreciation or a currency crisis?* What is a theoretically based empirical measure of an "excess" debt that increases the probability of or a debt crisis?* What is the interaction between an excess debt and a misaligned exchange rate?The theory is applied to evaluate the Euro exchange rate, the exchange rates of the transition economies, the sustainability of U.S. current account deficits, and derives warning signals of the Asian crises and debt crises in emerging markets.
Download or read book Staff Paper written by and published by . This book was released on 1991 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bulletin de Liaison written by and published by . This book was released on 1973 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book UNBIS Thesaurus written by Dag Hammarskjöld Library and published by New York : United Nations. This book was released on 1995 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Liaison Bulletin Paris France written by and published by . This book was released on 1973 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book The Zoological Record written by and published by . This book was released on with total page 1160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Liaison Bulletin Between Development Research and Training Institutes written by Organisation for Economic Co-operation and Development. Development Centre and published by . This book was released on 1971 with total page 978 pages. Available in PDF, EPUB and Kindle. Book excerpt:
