Approximation, Probability, and Related Fields PDF Download

Author: George A. Anastassiou
Publisher: Springer Science & Business Media
ISBN: 1461524946
Category : Mathematics
Languages : en
Pages : 441

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Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993

Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300

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Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.

Author: Louis H.Y. Chen
Publisher: Springer Science & Business Media
ISBN: 3642150071
Category : Mathematics
Languages : en
Pages : 411

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Book Description
Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, it is able to provide approximation error bounds in a wide variety of situations, even in the presence of complicated dependence. Use of the method thus opens the door to the analysis of random phenomena arising in areas including statistics, physics, and molecular biology. Though Stein's method for normal approximation is now mature, the literature has so far lacked a complete self contained treatment. This volume contains thorough coverage of the method’s fundamentals, includes a large number of recent developments in both theory and applications, and will help accelerate the appreciation, understanding, and use of Stein's method by providing the reader with the tools needed to apply it in new situations. It addresses researchers as well as graduate students in Probability, Statistics and Combinatorics.

Author: George Anastassiou
Publisher: CRC Press
ISBN: 0429525117
Category : Mathematics
Languages : en
Pages : 682

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Book Description
Working computationally in applied mathematics is the very essence of dealing with real-world problems in science and engineering. Approximation theory-on the borderline between pure and applied mathematics- has always supplied some of the most innovative ideas, computational methods, and original approaches to many types of problems. The f

Author: Jorge Bustamante
Publisher: Birkhäuser
ISBN: 3319554026
Category : Mathematics
Languages : en
Pages : 423

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Book Description
This book provides comprehensive information on the main aspects of Bernstein operators, based on the literature to date. Bernstein operators have a long-standing history and many papers have been written on them. Among all types of positive linear operators, they occupy a unique position because of their elegance and notable approximation properties. This book presents carefully selected material from the vast body of literature on this topic. In addition, it highlights new material, including several results (with proofs) appearing in a book for the first time. To facilitate comprehension, exercises are included at the end of each chapter. The book is largely self-contained and the methods in the proofs are kept as straightforward as possible. Further, it requires only a basic grasp of analysis, making it a valuable and appealing resource for advanced graduate students and researchers alike.

Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 80

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Author: Živorad Tomovski
Publisher: Springer Nature
ISBN: 3030848175
Category : Mathematics
Languages : en
Pages : 167

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Book Description
The Mathieu series is a functional series introduced by Émile Léonard Mathieu for the purposes of his research on the elasticity of solid bodies. Bounds for this series are needed for solving biharmonic equations in a rectangular domain. In addition to Tomovski and his coauthors, Pogany, Cerone, H. M. Srivastava, J. Choi, etc. are some of the known authors who published results concerning the Mathieu series, its generalizations and their alternating variants. Applications of these results are given in classical, harmonic and numerical analysis, analytical number theory, special functions, mathematical physics, probability, quantum field theory, quantum physics, etc. Integral representations, analytical inequalities, asymptotic expansions and behaviors of some classes of Mathieu series are presented in this book. A systematic study of probability density functions and probability distributions associated with the Mathieu series, its generalizations and Planck’s distribution is also presented. The book is addressed at graduate and PhD students and researchers in mathematics and physics who are interested in special functions, inequalities and probability distributions.

Author: Mangey Ram
Publisher: CRC Press
ISBN: 1351056441
Category : Science
Languages : en
Pages : 148

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Book Description
A substantial amount of research has been conducted on consecutive k-out-of-n and related reliability systems over the past four decades. These systems have been used to model various engineering systems such as the microwave stations of telecoms network, oil pipeline systems, and vacuum systems in an electron accelerator. As such, studies of reliability properties of consecutive k-out-of-n structures have attracted significant attention from both theoretical and practical approaches. In the modern era of technology, the redundancies are employed in the various industrial systems to prevent them from failure/sudden failure or to recover from failures. This book is meant to provide knowledge and help engineers and academicians in understanding reliability engineering by using k-out-of-n structures. The material is also targeted at postgraduate or senior undergraduate students pursuing reliability engineering.

Author: Marc Hallin
Publisher: Springer
ISBN: 3319124420
Category : Mathematics
Languages : en
Pages : 326

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Book Description
This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

Author: S.T Rachev
Publisher: Elsevier
ISBN: 0080557732
Category : Business & Economics
Languages : en
Pages : 707

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Book Description
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.