Author : C. Cutler
Publisher : Laboratory for Research in Statistics and Probability, Carleton University = Laboratoire de recherche en statistique et probabilités, Carleton University
Page : 169 pages
File Size : 41,12 MB
Release : 1984
Category : Stochastic processes
ISBN :
Author : Cinlar
Publisher : Springer Science & Business Media
Page : 352 pages
File Size : 41,43 MB
Release : 2013-03-09
Category : Mathematics
ISBN : 1468405624
The 1990 Seminar on Stochastic Processes was held at the University of British Columbia from May 10 through May 12, 1990. This was the tenth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the Univer sity of Florida, the University of Virginia and the University of California, San Diego. Following the successful format of previous years, there were five invited lectures, delivered by M. Marcus, M. Vor, D. Nualart, M. Freidlin and L. C. G. Rogers, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1990 Seminar was made possible by the support of the Natural Sciences and Engin~ring Research Council of Canada, the Southwest University Mathematics Society of British Columbia, and the University of British Columbia. To these entities and the organizers of this year's conference, Ed Perkins and John Walsh, we extend oul' thanks. Finally, we acknowledge the support and assistance of the staff at Birkhauser Boston.
Author : Michał Kisielewicz
Publisher : Springer Nature
Page : 287 pages
File Size : 37,85 MB
Release : 2020-06-26
Category : Mathematics
ISBN : 3030403297
This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Itô , set-valued stochastic Lebesgue, and stochastic Aumann integrals, the volume is divided into nine parts. It begins with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings. The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.
Author : Athanasios Christou Micheas
Publisher : CRC Press
Page : 409 pages
File Size : 34,3 MB
Release : 2018-01-19
Category : Mathematics
ISBN : 146651521X
This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume. Presents and illustrates ‘random objects’ in different contexts, under a unified framework, starting with rudimentary results on random variables and random sequences, all the way up to stochastic partial differential equations. Reviews rudimentary probability and introduces statistical inference, from basic to advanced, thus making the transition from basic statistical modeling and estimation to advanced topics more natural and concrete. Compact and comprehensive presentation of the material that will be useful to a reader from the mathematics and statistical sciences, at any stage of their career, either as a graduate student, an instructor, or an academician conducting research and requiring quick references and examples to classic topics. Includes 378 exercises, with the solutions manual available on the book's website. 121 illustrative examples of the concepts presented in the text (many including multiple items in a single example). The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.
Author : E. Pap
Publisher : Elsevier
Page : 1633 pages
File Size : 34,7 MB
Release : 2002-10-31
Category : Mathematics
ISBN : 0080533094
The main goal of this Handbook is to survey measure theory with its many different branches and its relations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications which support the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the various areas they contain many special topics and challenging problems valuable for experts and rich sources of inspiration. Mathematicians from other areas as well as physicists, computer scientists, engineers and econometrists will find useful results and powerful methods for their research. The reader may find in the Handbook many close relations to other mathematical areas: real analysis, probability theory, statistics, ergodic theory, functional analysis, potential theory, topology, set theory, geometry, differential equations, optimization, variational analysis, decision making and others. The Handbook is a rich source of relevant references to articles, books and lecture notes and it contains for the reader's convenience an extensive subject and author index.
Author : Petre Tautu
Publisher : Springer
Page : 320 pages
File Size : 49,52 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540470530
Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984
Author : Donald Andrew Dawson
Publisher : American Mathematical Soc.
Page : 189 pages
File Size : 29,51 MB
Release : 1991
Category : Branching processes
ISBN : 0821825089
The historical process is constructed to be a superprocess associated with a general motion process and branching mechanism, which is enriched so as to contain information on genealogy. In other words, it is a Markov process taking values in the space of measures on the set of possible histories. Using the canonical representation for the infinitely divisible random measures which describe the process at fixed times, the authors obtain analytical and probabilistic representations for the associated Palm measures. They employ these representations to obtain results on the modulus of continuity and equilibirium structure for a class of superprocesses in Rd and to establish that super-Brownian motion in dimensions d 53 has constant density with respect to the appropriate Hausdorff measure.
Author : Donald L. Cohn
Publisher : Springer Science & Business Media
Page : 389 pages
File Size : 33,35 MB
Release : 1994
Category : Mathematics
ISBN : 0817630031
Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces, and Haar measures on locally compact groups. Measure Theory provides a solid background for study in both harmonic analysis and probability theory and is an excellent resource for advanced undergraduate and graduate students in mathematics. The prerequisites for this book are courses in topology and analysis.
Author : Shoumei Li
Publisher : Springer Science & Business Media
Page : 399 pages
File Size : 33,90 MB
Release : 2013-04-17
Category : Mathematics
ISBN : 9401599327
After the pioneering works by Robbins {1944, 1945) and Choquet (1955), the notation of a set-valued random variable (called a random closed set in literatures) was systematically introduced by Kendall {1974) and Matheron {1975). It is well known that the theory of set-valued random variables is a natural extension of that of general real-valued random variables or random vectors. However, owing to the topological structure of the space of closed sets and special features of set-theoretic operations ( cf. Beer [27]), set-valued random variables have many special properties. This gives new meanings for the classical probability theory. As a result of the development in this area in the past more than 30 years, the theory of set-valued random variables with many applications has become one of new and active branches in probability theory. In practice also, we are often faced with random experiments whose outcomes are not numbers but are expressed in inexact linguistic terms.
Author : Donald A. Dawson
Publisher : Springer
Page : 362 pages
File Size : 10,83 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 3540476083
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
