Ecole d'Ete de Probabilites de Saint-Flour XI, 1981 PDF Download

Author: X. Fernique
Publisher: Springer
ISBN: 3540394583
Category : Mathematics
Languages : en
Pages : 479

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Author: Donald L. Burkholder
Publisher: Springer
ISBN: 3540463194
Category : Mathematics
Languages : en
Pages : 262

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Author: Kiyosi Itō
Publisher: Elsevier
ISBN: 0444875883
Category : Electronic books
Languages : en
Pages : 497

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Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.

Author: David J. Aldous
Publisher: Springer
ISBN: 3540393161
Category : Mathematics
Languages : fr
Pages : 419

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Author: Xavier Fernique
Publisher: Springer
ISBN: 3540398260
Category : Mathematics
Languages : en
Pages : 133

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Author: Yury A. Kutoyants
Publisher: Springer Nature
ISBN: 3031370546
Category : Mathematics
Languages : en
Pages : 683

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This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.

Author: N. Christopeit
Publisher:
ISBN:
Category : Differentiable dynamical systems
Languages : en
Pages : 384

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Author: Sergio Albeverio
Publisher: American Mathematical Soc.
ISBN: 9780821819593
Category : Mathematics
Languages : en
Pages : 348

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This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Author: Michiel Hazewinkel
Publisher: Springer Science & Business Media
ISBN: 9401512353
Category : Mathematics
Languages : en
Pages : 549

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This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.

Author:
Publisher:
ISBN:
Category : Singularities (Mathematics)
Languages : en
Pages : 730

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