Author: Bruno RemillardPublisher:
ISBN:
Category :
Languages : en
Pages : 146
Book Description
Large Deviations and Laws of the Iterated Logarithm for Multidimensional Diffusion Processes with Applications to Diffusion Processes with Random Coefficients
Author: Bruno RemillardStochastic Models
Author: Donald Andrew DawsonPublisher: 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.
American Doctoral Dissertations
Author: Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 532
Book Description
Bulletin - Institute of Mathematical Statistics
Author: Institute of Mathematical StatisticsPublisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 636
Book Description
Index to American Doctoral Dissertations
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 1252
Book Description
Statistical Theory and Method Abstracts
Author: Pseudo-Regularly Varying Functions and Generalized Renewal Processes
Author: Valeriĭ V. BuldyginPublisher: Springer
ISBN: 3319995375
Category : Mathematics
Languages : en
Pages : 496
Book Description
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Index of Mathematical Papers
Author: Publisher:
ISBN:
Category : Mathematical reviews
Languages : en
Pages : 520
Book Description
Canadiana
Author: Scientific and Technical Aerospace Reports
Author: Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1390
Book Description
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.