Author : Shinzo Watanabe
Publisher : World Scientific
Page : 528 pages
File Size : 20,98 MB
Release : 1996-07-29
Category :
ISBN : 9814548634
The volume contains 46 papers presented at the Seventh Symposium in Tokyo. They represent the most recent research activity in Japan, Russia, Ukraina, Lithuania, Georgia and some other countries on diverse topics of the traditionally strong fields in these countries — probability theory and mathematical statistics.
Author : Oliver T Johnson
Publisher : World Scientific
Page : 224 pages
File Size : 48,6 MB
Release : 2004-07-14
Category : Mathematics
ISBN : 1783260610
This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
Author : Oliver Johnson
Publisher : World Scientific
Page : 230 pages
File Size : 14,80 MB
Release : 2004
Category : Computers
ISBN : 9781860945373
Annotation. - Presents surprising, interesting connections between two apparently separate areas of mathematics- Written by one of the researchers who discovered these connections- Offers a new way of looking at familiar results.
Author : Albert N. Shiryaev
Publisher : Springer Science & Business Media
Page : 468 pages
File Size : 21,24 MB
Release : 2013-01-09
Category : Mathematics
ISBN : 3642335497
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.
Author : Takeyuki Hida
Publisher : World Scientific
Page : 209 pages
File Size : 16,55 MB
Release : 2002-05-30
Category : Science
ISBN : 9814488437
Author :
Publisher :
Page : 460 pages
File Size : 22,68 MB
Release : 2004
Category : Mathematical statistics
ISBN :
Author : Mathew Penrose
Publisher : OUP Oxford
Page : 344 pages
File Size : 14,59 MB
Release : 2003-05-01
Category : Mathematics
ISBN : 0191545031
This monograph sets out a body of mathematical theory for finite graphs with nodes placed randomly in Euclidean space and edges added to connect points that are close to each other. As an alternative to classical random graph models, these geometric graphs are relevant to the modelling of real-world networks having spatial content, arising in numerous applications such as wireless communications, parallel processing, classification, epidemiology, astronomy, and the internet. Aimed at graduate students and researchers in probability, combinatorics, statistics, and theoretical computer science, it covers topics such as edge and component counts, vertex degrees, cliques, colourings, connectivity, giant component phenomena, vertex ordering and partitioning problems. It also illustrates and extends the application to geometric probability of modern techniques including Stein's method, martingale methods and continuum percolation.
Author : Jiro Akahori
Publisher : World Scientific
Page : 228 pages
File Size : 31,87 MB
Release : 2006-03-06
Category : Business & Economics
ISBN : 9814479225
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.
Author : Anatoly Kochubei
Publisher : Walter de Gruyter GmbH & Co KG
Page : 528 pages
File Size : 47,65 MB
Release : 2019-02-19
Category : Mathematics
ISBN : 3110571668
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This second volume collects authoritative chapters covering the mathematical theory of fractional calculus, including ordinary and partial differential equations of fractional order, inverse problems, and evolution equations.
Author :
Publisher :
Page : 1294 pages
File Size : 25,58 MB
Release : 1998
Category : English imprints
ISBN :
