Author: Joseph Glaz
Publisher: Springer Science & Business Media
ISBN: 081764749X
Category : Mathematics
Languages : en
Pages : 410
Book Description
Scan statistics is currently one of the most active and important areas of research in applied probability and statistics, having applications to a wide variety of fields: archaeology, astronomy, bioinformatics, biosurveillance, molecular biology, genetics, computer science, electrical engineering, geography, material sciences, physics, reconnaissance, reliability and quality control, telecommunication, and epidemiology. Filling a gap in the literature, this self-contained volume brings together a collection of selected chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.
Scan Statistics
Author: Joseph Glaz
Publisher: Springer Science & Business Media
ISBN: 081764749X
Category : Mathematics
Languages : en
Pages : 410
Book Description
Scan statistics is currently one of the most active and important areas of research in applied probability and statistics, having applications to a wide variety of fields: archaeology, astronomy, bioinformatics, biosurveillance, molecular biology, genetics, computer science, electrical engineering, geography, material sciences, physics, reconnaissance, reliability and quality control, telecommunication, and epidemiology. Filling a gap in the literature, this self-contained volume brings together a collection of selected chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.
Publisher: Springer Science & Business Media
ISBN: 081764749X
Category : Mathematics
Languages : en
Pages : 410
Book Description
Scan statistics is currently one of the most active and important areas of research in applied probability and statistics, having applications to a wide variety of fields: archaeology, astronomy, bioinformatics, biosurveillance, molecular biology, genetics, computer science, electrical engineering, geography, material sciences, physics, reconnaissance, reliability and quality control, telecommunication, and epidemiology. Filling a gap in the literature, this self-contained volume brings together a collection of selected chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.
Art And Practice Of Mathematics, The: Interviews At The Institute For Mathematical Sciences, National University Of Singapore, 2010-2020
Author: Yu Kiang Leong
Publisher: World Scientific
ISBN: 9811219605
Category : Mathematics
Languages : en
Pages : 442
Book Description
This book constitutes the second volume of interviews with prominent mathematicians and mathematical scientists who visited the Institute for Mathematical Sciences, National University of Singapore. First published in the Institute's newsletter Imprints during the period 2010-2020, they offer glimpses of an esoteric universe as viewed and experienced by some of the leading and creative practitioners of the craft of mathematics.The topics covered in this volume are wide-ranging, running from pure mathematics (logic, number theory, algebraic geometry) to applied mathematics (mathematical modeling, fluid dynamics) through probability and statistics, mathematical physics, theoretical computer science and financial mathematics. This eclectic mix of the abstract and the concrete should interest those who are enthralled by the mystique and power of mathematics, whether they are students, researchers or the non-specialists.By briefly tracing the paths traveled by the pioneers of different national backgrounds, the interviews attempt to put a cultural face to an intellectual endeavor that is often perceived as dry and austere by the uninitiated. They should also interest those who are intrigued by the influence of the environment on the creative spirit, and, in particular, those who are interested in the psychology and history of ideas.
Publisher: World Scientific
ISBN: 9811219605
Category : Mathematics
Languages : en
Pages : 442
Book Description
This book constitutes the second volume of interviews with prominent mathematicians and mathematical scientists who visited the Institute for Mathematical Sciences, National University of Singapore. First published in the Institute's newsletter Imprints during the period 2010-2020, they offer glimpses of an esoteric universe as viewed and experienced by some of the leading and creative practitioners of the craft of mathematics.The topics covered in this volume are wide-ranging, running from pure mathematics (logic, number theory, algebraic geometry) to applied mathematics (mathematical modeling, fluid dynamics) through probability and statistics, mathematical physics, theoretical computer science and financial mathematics. This eclectic mix of the abstract and the concrete should interest those who are enthralled by the mystique and power of mathematics, whether they are students, researchers or the non-specialists.By briefly tracing the paths traveled by the pioneers of different national backgrounds, the interviews attempt to put a cultural face to an intellectual endeavor that is often perceived as dry and austere by the uninitiated. They should also interest those who are intrigued by the influence of the environment on the creative spirit, and, in particular, those who are interested in the psychology and history of ideas.
Self-Normalized Processes
Author: Victor H. Peña
Publisher: Springer Science & Business Media
ISBN: 3540856366
Category : Mathematics
Languages : en
Pages : 273
Book Description
Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.
Publisher: Springer Science & Business Media
ISBN: 3540856366
Category : Mathematics
Languages : en
Pages : 273
Book Description
Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.
Probability, Finance And Insurance, Proceedings Of A Workshop
Author: Siu Pang Yung
Publisher: World Scientific
ISBN: 9814482617
Category : Mathematics
Languages : en
Pages : 253
Book Description
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Publisher: World Scientific
ISBN: 9814482617
Category : Mathematics
Languages : en
Pages : 253
Book Description
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Probability, Finance and Insurance
Author: T. L. Lai
Publisher: World Scientific
ISBN: 9812702717
Category : Business & Economics
Languages : en
Pages : 253
Book Description
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction. This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory OCo particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory OCo it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Contents: Limit Theorems for Moving Averages (T L Lai); On Large Deviations for Moving Average Processes (L Wu); Recent Progress on Self-Normalized Limit Theorems (Q-M Shao); Limit Theorems for Independent Self-Normalized Sums (B-Y Jing); Phase Changes in Random Recursive Structures and Algorithms (H-K Hwang); JohnsonOCoMehl Tessellations: Asymptotics and Inferences (S N Chiu); Rapid Simulation of Correlated Defaults and the Valuation of Basket Default Swaps (Z Zhang et al.); Dynamic Protection with Optimal Withdrawal (H U Gerber & E S W Shiu); Ruin Probability for a Model Under Markovian Switching Regime (H Yang & G Yin); and other papers. Readership: Researchers and graduate students in probability and statistics."
Publisher: World Scientific
ISBN: 9812702717
Category : Business & Economics
Languages : en
Pages : 253
Book Description
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction. This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory OCo particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory OCo it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Contents: Limit Theorems for Moving Averages (T L Lai); On Large Deviations for Moving Average Processes (L Wu); Recent Progress on Self-Normalized Limit Theorems (Q-M Shao); Limit Theorems for Independent Self-Normalized Sums (B-Y Jing); Phase Changes in Random Recursive Structures and Algorithms (H-K Hwang); JohnsonOCoMehl Tessellations: Asymptotics and Inferences (S N Chiu); Rapid Simulation of Correlated Defaults and the Valuation of Basket Default Swaps (Z Zhang et al.); Dynamic Protection with Optimal Withdrawal (H U Gerber & E S W Shiu); Ruin Probability for a Model Under Markovian Switching Regime (H Yang & G Yin); and other papers. Readership: Researchers and graduate students in probability and statistics."
Journal of the American Statistical Association
Scientific and Technical Aerospace Reports
Current Index to Statistics, Applications, Methods and Theory
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 810
Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 810
Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Mathematical Reviews
Combinatorial Stochastic Processes
Author: Jim Pitman
Publisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257
Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Publisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257
Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.