Progress in probability and statistics.
Author : Seminar on Stochastic Processes
Publisher :
Page : 0 pages
File Size : 31,70 MB
Release :
Category :
ISBN : 9783764333270
Author : Seminar on Stochastic Processes
Publisher :
Page : 0 pages
File Size : 31,70 MB
Release :
Category :
ISBN : 9783764333270
Author : Joseph Mark Gani
Publisher : North-Holland
Page : 464 pages
File Size : 49,1 MB
Release : 1974
Category : Mathematics
ISBN :
The suitability of different mathematical models in describing cumulative caries prevalence curves of individual teeth; On the multivariate k-sample problem and the generalization of the Kolmogorov - Smir nov-test; Selection and estimation for Markov processes of continuous time; Some new results in the statistical investigation of elementary process; On a conditional limit theorem; First order designs in the presence of a time trend; On the central limit theorem in R k - a correction and a conjecture; On the statistical analysis of nearest-neighbour systems; Minimum mean square error estimation, ridge regression, and some unanswered questions; Applications of renewal theory; An equality in stochastic processes and its applications; Cell-size dependent branching processes; On some problems connected with the characterization of distributions by constant regression; A Bayesian solution for two-way analysis of variance; An algebraic approach to the waiting time process in GI/M/S; On the asymptotic normality of the reward in a controlled Markov chain.
Author : Erhan Çınlar
Publisher :
Page : 242 pages
File Size : 13,70 MB
Release : 1981
Category : Probabilities
ISBN : 9783764330729
Author : Daniel Hernández‐Hernández
Publisher : Springer Nature
Page : 178 pages
File Size : 21,46 MB
Release : 2021-11-14
Category : Mathematics
ISBN : 303085325X
This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Mérida-Yucatán, México. They represent well the wide set of topics on probability and statistics that was covered at this congress, and their high quality and variety illustrates the rich academic program of the conference.
Author : [Anonymus AC00060151]
Publisher :
Page : pages
File Size : 36,35 MB
Release : 1981
Category :
ISBN :
Author : R. V. Gamkrelidze
Publisher : Springer Science & Business Media
Page : 131 pages
File Size : 23,97 MB
Release : 2013-03-09
Category : Mathematics
ISBN : 1468433091
This volume contains two review articles: "Stochastic Pro gramming" by Vo V. Kolbin, and "Application of Queueing-Theoretic Methods in Operations Research, " by N. Po Buslenko and A. P. Cherenkovo The first article covers almost all aspects of stochastic programming. Many of the results presented in it have not pre viously been surveyed in the Soviet literature and are of interest to both mathematicians and economists. The second article com prises an exhaustive treatise on the present state of the art of the statistical methods of queueing theory and the statistical modeling of queueing systems as applied to the analysis of complex systems. Contents STOCHASTIC PROGRAMMING V. V. Kolbin Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 § 1. The Geometry of Stochastic Linear Programming Problems. . . . . . . . . . . . . . . . . . . . 5 § 2. Chance-Constrained Problems . . . . . . . . . 8 § 3. Rigorous Statement of stochastic Linear Programming Problems . . . . . . . . . . 16 § 4. Game-Theoretic Statement of Stochastic Linear Programming Problems. . . . . . . . 18 § 5. Nonrigorous Statement of SLP Problems . . . 19 § 6. Existence of Domains of Stability of the Solutions of SLP Problems . . . . . . . . . 29 § 7. Stability of a Solution in the Mean. . . . . . . . . . . . 30 § 8. Dual Stochastic Linear Programming Problems. . . 37 § 9. Some Algorithms for the Solution of Stochastic Linear Programming Problems . . . . . . . . . . 40 § 10. Stochastic Nonlinear Programming: Some First Results . . . . . . . . . . . . . . . . . . . . . . 42 § 11. The Two-Stage SNLP Problem. . . . . . . . . . . . 47 § 12. Optimality and Existence of a Plan in Stochastic Nonlinear Programming Problems. 58 Literature Cited . . . . . . . . . . . . . . . . . . . . . . . . . . .
Author : Edward Nelson
Publisher : Princeton University Press
Page : 112 pages
File Size : 31,40 MB
Release : 1987
Category : Mathematics
ISBN : 9780691084749
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author : Murad Taqqu
Publisher : Birkhäuser
Page : 475 pages
File Size : 49,45 MB
Release : 2014-01-03
Category : Mathematics
ISBN : 9781461581635
Author : R. V. Gamkrelidze
Publisher : Springer Science & Business Media
Page : 114 pages
File Size : 35,13 MB
Release : 2013-03-09
Category : Mathematics
ISBN : 1468480790
. 70 . 4. Elimination of Inadmissible M-Races . . . . . . . . . .. . . 73 . 5. Elimination of Inadmissible L-Races . . . . . . . . . .. . . 86 .
Author : Cinlar
Publisher : Birkhäuser
Page : 0 pages
File Size : 34,95 MB
Release : 1983-01-01
Category : Mathematics
ISBN : 9780817631314
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific.