Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 40,18 MB
Release : 2018-09-27
Category : Business & Economics
ISBN : 1108415199
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : Bernard C. Beins
Publisher : John Wiley & Sons
Page : 200 pages
File Size : 18,83 MB
Release : 2011-09-23
Category : Psychology
ISBN : 1444357573
This book helps students, writers and speakers at all levels refine their communication skills by guiding them at every stage of the process. Focuses on principles of good writing and writing in APA style Offers tips on internet publishing, poster presentations, and making presentations to Institutional Review Boards (IRBs) Highlights methods for selecting a research topic, organizing papers and communicating statistics in an accessible way
Author : Peter Mörters
Publisher : Cambridge University Press
Page : pages
File Size : 46,28 MB
Release : 2010-03-25
Category : Mathematics
ISBN : 1139486578
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Author : Wenxing Hong
Publisher : Springer Nature
Page : 519 pages
File Size : 35,71 MB
Release :
Category :
ISBN : 9819707307
Author : Oliver Knill
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 41,1 MB
Release : 2017-01-31
Category : Mathematics
ISBN : 9789813109490
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Author : Social Learning Group
Publisher : MIT Press
Page : 258 pages
File Size : 19,19 MB
Release : 2001
Category : Business & Economics
ISBN : 9780262692397
This long-awaited two-volume book examines how the interplay of ideas and actions applied to environmental problems has laid the foundations for global environmental management. It looks at how ideas, interests, and institutions affect management practice; how management capabilities in other areas affect the ability to deal with specific environmental issues; and how learning affects society's approach to the global environment.The book focuses on efforts to deal with climate change, ozone depletion, and acid rain from 1957 (The International Geophysical Year) through 1992 (the UN Conference on Environment and Development). The settings include Canada, Germany, Hungary, Japan, Mexico, the Netherlands, the former Soviet Union, the United Kingdom, the United States, and international environmental organizations. Topics include problem framing, agenda setting, issue attention, risk assessment, monitoring, option assessment, goal and strategy formulation, implementation, and evaluation. Volume 1 provides an overview of the project, of global environmental management in general, and of the three central environmental issues studied; it also contains the individual country studies. Volume 2 contains the management function studies and the book's conclusion. Authors in the set include Jeannine Cavender-Bares, William C. Clark, Ellis Cowling, Nancy M. Dickson, Gerda Dinkelman, Rodney Dobell, Renate Ell, Adam Fenech, Alexander Ginzburg, Elena Goncharova, Peter Haas, Eva Hizsnyik, Michael Huber, Peter Hughes, Jill Jäger, Marc Levy, Angela Liberatore, Diana Liverman, Justin Longo, David McCabe, Donald Munton, Elena Nikitina, Karen O'Brien, Edward Parson, Vladimir Pisarev, Ruud Pleune, Miranda Schreurs, Simon Shackley, Peter Simmons, Heather Smith, Vassily Sokolov, Ferenc L. Tóth, Jeroen van der Sluijs, Josee van Eijndhoven, Claire Waterton, Cor Worrell, and Brian Wynne. More information is available from the SLG web site.
Author : Andreas E. Kyprianou
Publisher : Springer Science & Business Media
Page : 461 pages
File Size : 38,57 MB
Release : 2014-01-09
Category : Mathematics
ISBN : 3642376320
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes. This textbook is based on a series of graduate courses concerning the theory and application of Lévy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recent developments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their application to ruin theory, as well as including an extensive overview of the classical and modern theory of positive self-similar Markov processes. Each chapter has a comprehensive set of exercises.
Author :
Publisher :
Page : 786 pages
File Size : 40,98 MB
Release : 1894
Category : Railroads
ISBN :
Author : Kenneth Train
Publisher : Cambridge University Press
Page : 399 pages
File Size : 27,69 MB
Release : 2009-07-06
Category : Business & Economics
ISBN : 0521766559
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Author : Peter Tankov
Publisher : CRC Press
Page : 552 pages
File Size : 11,36 MB
Release : 2003-12-30
Category : Business & Economics
ISBN : 1135437947
WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic