Author : Marius Iosifescu
Publisher : Walter de Gruyter GmbH & Co KG
Page : 676 pages
File Size : 17,43 MB
Release : 2020-05-18
Category : Mathematics
ISBN : 3112314034
No detailed description available for "Proceedings of the Seventh Conference on Probability Theory".
Author : Shinzo Watanabe
Publisher : Springer
Page : 596 pages
File Size : 43,25 MB
Release : 2006-11-15
Category : Mathematics
ISBN : 3540481877
These proceedings of the fifth joint meeting of Japanese and Soviet probabilists are a sequel to Lecture Notes in Mathematics Vols. 33O, 550 and 1O21. They comprise 61 original research papers on topics including limit theorems, stochastic analysis, control theory, statistics, probabilistic methods in number theory and mathematical physics.
Author :
Publisher : Walter de Gruyter GmbH & Co KG
Page : 820 pages
File Size : 22,23 MB
Release : 2020-05-18
Category : Mathematics
ISBN : 3112314220
No detailed description available for "Probability Theory and Applications".
Author : Mary Kathryn Thompson
Publisher : ICAD 2013
Page : 231 pages
File Size : 49,23 MB
Release : 2013-06-26
Category : Technology & Engineering
ISBN : 0989465802
Author : Madan Lal Puri
Publisher : VSP
Page : 466 pages
File Size : 41,86 MB
Release : 1996-01-01
Category : Science
ISBN : 9789067642095
On the occasion of the 65th birthday of Professor Madan L. Puri, the authors of this Festschrift pay their tribute to his scientific achievements in statistics. This volume reflects a selective survey of leading contemprary scientific trends and developments that are significantly related to ideas expressed and pursued in Madan L. Puri's work in statistics and related fields. The wide spectrum of scientific interest which characterizes Professor Puri's scientific activity is thus illuminated. The choice of papers offered combines fundamental principles with interesting applications, selected for their originality and insight, and for their influence on the modern approach to statistics, probability and related fields.
Author : Dmitriĭ Sergeevich Silʹvestrov
Publisher : Springer Science & Business Media
Page : 426 pages
File Size : 47,84 MB
Release : 2004
Category : Mathematics
ISBN : 9781852337773
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.
Author : B. Szyszkowicz
Publisher : Elsevier
Page : 925 pages
File Size : 28,54 MB
Release : 1998-10-29
Category : Mathematics
ISBN : 008049952X
One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.
Author : Ştefan Cobzaş
Publisher : Springer
Page : 605 pages
File Size : 33,96 MB
Release : 2019-05-23
Category : Mathematics
ISBN : 3030164896
The aim of this book is to present various facets of the theory and applications of Lipschitz functions, starting with classical and culminating with some recent results. Among the included topics we mention: characterizations of Lipschitz functions and relations with other classes of functions, extension results for Lipschitz functions and Lipschitz partitions of unity, Lipschitz free Banach spaces and their applications, compactness properties of Lipschitz operators, Bishop-Phelps type results for Lipschitz functionals, applications to best approximation in metric and in metric linear spaces, Kantorovich-Rubinstein norm and applications to duality in the optimal transport problem, Lipschitz mappings on geodesic spaces. The prerequisites are basic results in real analysis, functional analysis, measure theory (including vector measures) and topology, which, for reader's convenience, are surveyed in the first chapter of the book.
Author : Miklos Csörgö
Publisher : Springer Science & Business Media
Page : 177 pages
File Size : 45,23 MB
Release : 2013-03-14
Category : Mathematics
ISBN : 1461564204
Mik16s Cs6rgO and David M. Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer ence at Texas A & M University in 1981. Independently of them, Sandor Cs6rgO and Lajos Horv~th have begun their work on this subject at Szeged University. The idea of writing a monograph together was born when the four of us met in the Conference on Limit Theorems in Probability and Statistics, Veszpr~m 1982. This collaboration resulted in No. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983. Afterwards David M. Mason has decided to withdraw from this project. The authors wish to thank him for his contributions. In particular, he has called our attention to the reverse martingale property of the empirical process together with the associated Birnbaum-Marshall inequality (cf.,the proofs of Lemmas 2.4 and 3.2) and to the Hardy inequality (cf. the proof of part (iv) of Theorem 4.1). These and several other related remarks helped us push down the 2 moment condition to EX
Author : Nicole Bäuerle
Publisher : Springer Science & Business Media
Page : 393 pages
File Size : 48,37 MB
Release : 2011-06-06
Category : Mathematics
ISBN : 3642183247
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).
