Author: Donald A. Dawson
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362
Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
Ecole d'Ete de Probabilites de Saint-Flour XXI - 1991
Author: Donald A. Dawson
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362
Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
Publisher: Springer
ISBN: 3540476083
Category : Mathematics
Languages : en
Pages : 362
Book Description
CONTENTS: D.D. Dawson: Measure-valued Markov Processes.- B. Maisonneuve: Processus de Markov: Naissance, Retournement, Regeneration.- J. Spencer: Nine lectures on Random Graphs.
Lectures on Probability Theory and Statistics
Author: J. Bertoin
Publisher: Springer
ISBN: 354048115X
Category : Mathematics
Languages : en
Pages : 296
Book Description
Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.
Publisher: Springer
ISBN: 354048115X
Category : Mathematics
Languages : en
Pages : 296
Book Description
Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.
Random Measures, Theory and Applications
Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706
Book Description
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706
Book Description
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Potential Theory - ICPT 94
Author: Josef Kral
Publisher: Walter de Gruyter
ISBN: 3110818574
Category : Mathematics
Languages : en
Pages : 513
Book Description
The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.
Publisher: Walter de Gruyter
ISBN: 3110818574
Category : Mathematics
Languages : en
Pages : 513
Book Description
The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences. Each volume is associated with a particular conference, symposium or workshop. These events cover various topics within pure and applied mathematics and provide up-to-date coverage of new developments, methods and applications.
Markov Processes, Feller Semigroups and Evolution Equations
Author: J. A. van Casteren
Publisher: World Scientific
ISBN: 9814322180
Category : Mathematics
Languages : en
Pages : 825
Book Description
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Publisher: World Scientific
ISBN: 9814322180
Category : Mathematics
Languages : en
Pages : 825
Book Description
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Evolutionary Biology from Concept to Application
Author: Pierre Pontarotti
Publisher: Springer Science & Business Media
ISBN: 3540789936
Category : Science
Languages : en
Pages : 220
Book Description
Every biological system is the outcome of its evolution; therefore, the deciphering of its evolutionary history is of tremendous importance to understand the biology of a system. Since 1997 scientists of different disciplines have held an annual "Evolutionary Biology Meeting" at Marseille (France) in order to discuss their research developments, exchange ideas and start collaborations. Consisting of the most representative talks of the 11th meeting, this book provides an up-to-date overview of evolutionary concepts and how these concepts can be applied to a better understanding of various biological aspects. It is divided into the following four parts: Modelization of Evolution - Concepts in Evolutionary Biology - Knowledge - Applied Evolutionary Biology. This book is an invaluable source of information not only for evolutionary biologists, but also for biologists in general.
Publisher: Springer Science & Business Media
ISBN: 3540789936
Category : Science
Languages : en
Pages : 220
Book Description
Every biological system is the outcome of its evolution; therefore, the deciphering of its evolutionary history is of tremendous importance to understand the biology of a system. Since 1997 scientists of different disciplines have held an annual "Evolutionary Biology Meeting" at Marseille (France) in order to discuss their research developments, exchange ideas and start collaborations. Consisting of the most representative talks of the 11th meeting, this book provides an up-to-date overview of evolutionary concepts and how these concepts can be applied to a better understanding of various biological aspects. It is divided into the following four parts: Modelization of Evolution - Concepts in Evolutionary Biology - Knowledge - Applied Evolutionary Biology. This book is an invaluable source of information not only for evolutionary biologists, but also for biologists in general.
Trends In Probability And Related Analysis - Proceedings Of Sap'98
Author: N Kono
Publisher: World Scientific
ISBN: 9814543527
Category :
Languages : en
Pages : 322
Book Description
This proceedings volume reflects the current interest in and future direction of probability theory and related theory of analysis and statistics. It contains 2 survey papers and 21 contributed papers.
Publisher: World Scientific
ISBN: 9814543527
Category :
Languages : en
Pages : 322
Book Description
This proceedings volume reflects the current interest in and future direction of probability theory and related theory of analysis and statistics. It contains 2 survey papers and 21 contributed papers.
Stochastic Models
Author: Donald Andrew Dawson
Publisher: American Mathematical Soc.
ISBN: 9780821810637
Category : Mathematics
Languages : en
Pages : 492
Book Description
This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.
Publisher: American Mathematical Soc.
ISBN: 9780821810637
Category : Mathematics
Languages : en
Pages : 492
Book Description
This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.
Seminar on Stochastic Analysis, Random Fields and Applications III
Author: Robert C. Dalang
Publisher: Birkhäuser
ISBN: 3034882092
Category : Mathematics
Languages : en
Pages : 310
Book Description
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Publisher: Birkhäuser
ISBN: 3034882092
Category : Mathematics
Languages : en
Pages : 310
Book Description
This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Ecole d'Ete de Probabilites de Saint-Flour XXVIII, 1998
Author: M. Emery
Publisher: Springer Science & Business Media
ISBN: 9783540677369
Category : Mathematics
Languages : en
Pages : 376
Book Description
MSC 2000: 46L10, 46L53
Publisher: Springer Science & Business Media
ISBN: 9783540677369
Category : Mathematics
Languages : en
Pages : 376
Book Description
MSC 2000: 46L10, 46L53