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Author: Albert N. Shiryaev Publisher: Springer Science & Business Media ISBN: 3642335497 Category : Mathematics Languages : en Pages : 468
Book Description
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: Albert N. Shiryaev Publisher: Springer Science & Business Media ISBN: 3642335497 Category : Mathematics Languages : en Pages : 468
Book Description
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: Aad van der vaart Publisher: Springer Science & Business Media ISBN: 1475725450 Category : Mathematics Languages : en Pages : 523
Book Description
This book explores weak convergence theory and empirical processes and their applications to many applications in statistics. Part one reviews stochastic convergence in its various forms. Part two offers the theory of empirical processes in a form accessible to statisticians and probabilists. Part three covers a range of topics demonstrating the applicability of the theory to key questions such as measures of goodness of fit and the bootstrap.
Author: Yu. Kabanov Publisher: Springer Science & Business Media ISBN: 3540307885 Category : Mathematics Languages : en Pages : 659
Book Description
Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.
Author: H. Herrlich Publisher: Springer ISBN: 3540351930 Category : Mathematics Languages : en Pages : 437
Book Description
Intended to follow the usual introductory physics courses, this book has the unique feature of addressing the mathematical needs of sophomores and juniors in physics, engineering and other related fields. Many original, lucid, and relevant examples from the physical sciences, problems at the ends of chapters, and boxes to emphasize important concepts help guide the student through the material. Beginning with reviews of vector algebra and differential and integral calculus, the book continues with infinite series, vector analysis, complex algebra and analysis, ordinary and partial differential equations. Discussions of numerical analysis, nonlinear dynamics and chaos, and the Dirac delta function provide an introduction to modern topics in mathematical physics. This new edition has been made more user-friendly through organization into convenient, shorter chapters. Also, it includes an entirely new section on Probability and plenty of new material on tensors and integral transforms. Some praise for the previous edition: "The book has many strengths. For example: Each chapter starts with a preamble that puts the chapters in context. Often, the author uses physical examples to motivate definitions, illustrate relationships, or culminate the development of particular mathematical strands. The use of Maxwell's equations to cap the presentation of vector calculus, a discussion that includes some tidbits about what led Maxwell to the displacement current, is a particularly enjoyable example. Historical touches like this are not isolated cases; the book includes a large number of notes on people and ideas, subtly reminding the student that science and mathematics are continuing and fascinating human activities."--Physics Today "Very well written (i.e., extremely readable), very well targeted (mainly to an average student of physics at a point of just leaving his/her sophomore level) and very well concentrated (to an author's apparently beloved subject of PDE's with applications and with all their necessary pedagogically-mathematical background) ... The main merits of the text are its clarity (achieved via returns and innovations of the context), balance (building the subject step by step) and originality (recollect: the existence of the complex numbers is only admitted far in the second half of the text!). Last but not least, the student reader is impressed by the graphical quality of the text (figures first of all, but also boxes with the essentials, summarizing comments in the left column etc.) ... Summarizing: Well done." --Zentralblatt MATH
Author: Mark I. Freidlin Publisher: Springer Science & Business Media ISBN: 1461202795 Category : Mathematics Languages : en Pages : 433
Book Description
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
Author: Yu M Kabanov Publisher: World Scientific ISBN: 9814545503 Category : Languages : en Pages : 378
Book Description
This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but in the whole world. It was organised by A N Shiryaev in collaboration with N V Krylov and R Sh Liptser. It started off with optimal stopping and filtering with applications to engineering, and very soon extended its interests to more general problems of stochastic control, causal and anticipating stochastic calculus, limit theorems for semimartingales, martingale methods in queueing theory, foundations of statistics of random processes and, in recent years, mathematical finance. Many studies, for example of stochastic PDEs or extended stochastic integrals, anticipated largely Western works.The contributions in this book are devoted to the hottest topics and united by a martingale methodology which was the key idea of the seminar.
Author: Albert N. Shiryaev
Author: Albert N. Shiryaev
Author: Roland Dobrushin
Author: American Mathematical Society
Author: Aad van der vaart
Author: Yu. Kabanov
Author: G.H. Müller
Author: H. Herrlich
Author: Mark I. Freidlin
Author: Yu M Kabanov
Author: F. Verhulst