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Author: M. Csörgö Publisher: American Mathematical Soc. ISBN: 0821835610 Category : Mathematics Languages : en Pages : 546
Book Description
This volume, honoring over forty years of Miklos Csorgo's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. This book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.
Author: M. Csörgö Publisher: American Mathematical Soc. ISBN: 0821835610 Category : Mathematics Languages : en Pages : 546
Book Description
This volume, honoring over forty years of Miklos Csorgo's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. This book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.
Author: Donald Dawson Publisher: Springer ISBN: 1493930761 Category : Mathematics Languages : en Pages : 401
Book Description
This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Author: Lajos Horvath and Barbara Szyszkowicz Publisher: American Mathematical Soc. ISBN: 9780821871485 Category : Asymptotic expansions Languages : en Pages : 552
Book Description
Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Author: A. V. Skorokhod Publisher: American Mathematical Soc. ISBN: 9780821898253 Category : Mathematics Languages : en Pages : 362
Book Description
Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Author: A. V. Skorokhod Publisher: American Mathematical Soc. ISBN: 9780821846865 Category : Mathematics Languages : en Pages : 339
Book Description
Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.
Author: Johan Grasman Publisher: Springer Science & Business Media ISBN: 9783540644354 Category : Mathematics Languages : en Pages : 242
Book Description
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Author: Dmitri Koroliouk Publisher: John Wiley & Sons ISBN: 1786309114 Category : Mathematics Languages : en Pages : 276
Book Description
This book illustrates a number of asymptotic and analytic approaches applied for the study of random evolutionary systems, and considers typical problems for specific examples. In this case, constructive mathematical models of natural processes are used, which more realistically describe the trajectories of diffusion-type processes, rather than those of the Wiener process. We examine models where particles have some free distance between two consecutive collisions. At the same time, we investigate two cases: the Markov evolutionary system, where the time during which the particle moves towards some direction is distributed exponentially with intensity parameter λ; and the semi-Markov evolutionary system, with arbitrary distribution of the switching process. Thus, the models investigated here describe the motion of particles with a finite speed and the proposed random evolutionary process with characteristics of a natural physical process: free run and finite propagation speed. In the proposed models, the number of possible directions of evolution can be finite or infinite.
Author: Evgeny Spodarev Publisher: Springer ISBN: 3642333052 Category : Mathematics Languages : en Pages : 470
Book Description
This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Author: M. Csörgö
Author: M. Csörgö
Author: Donald Dawson
Author: Lajos Horvath and Barbara Szyszkowicz
Author: Anatoliĭ Vladimirovich Skorokhod
Author: A. V. Skorokhod
Author: A. V. Skorokhod
Author: Johan Grasman
Author: Dmitri Koroliouk
Author: Evgeny Spodarev
Author: