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Analytic Theory Of Ito-Stochastic Differential Equations With Non-Smooth Coefficients

by Gerald Trutnau, Haesung Lee e Wilhelm Stannat

50,01€ + 10% CARD

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 Given such a weight and semigroup, one can construct and further analyze in detail a weak solution to the stochastic differential equation combining variational techniques, regularity theory for partial differential equations, potential, and generalized Dirichlet form theory.
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Analytic Theory Of Ito-Stochastic Differential Equations With Non-Smooth Coefficients

by Gerald Trutnau, Haesung Lee e Wilhelm Stannat

66,24€ + 10% CARD

 Given such a weight and semigroup, one can construct and further analyze in detail a weak solution to the stochastic differential equation combining variational techniques, regularity theory for partial differential equations, potential, and generalized Dirichlet form theory.
ENGLISH

Asymptotic Properties Of Permanental Sequences - Related To Birth And Death Processes And Autoregressive Gaussian Sequences

by Jay Rosen e Michael B. Marcus

60,82€ + 10% CARD

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 This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.
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Concentration Of Maxima And Fundamental Limits In High-Dimensional Testing And Inference

by Stilian Stoev e Zheng Gao

58,12€ + 10% CARD

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 This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.
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Zero-Sum Discrete-Time Markov Games With Unknown Disturbance Distribution - Discounted And Average Criteria

by J. Adolfo Minjarez-Sosa

31,08€ + 10% CARD

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 This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.
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Topics In Infinitely Divisible Distributions And Levy Processes, Revised Edition

by Alfonso Rocha-Arteaga e Ken-Iti Sato

54,06€ + 10% CARD

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 This book deals with topics in the area of LÃ©vy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
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Onâ Stein'Sâ Methodâ Forâ Infinitelyâ Divisibleâ Lawsâ Withâ Finiteâ Firstâ Moment

by Benjamin Arras e Christian Houdre

31,08€ + 10% CARD

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 This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment.
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Invitation To Statistics In Wasserstein Space

by Victor M. Panaretos e Yoav Zemel

3,96€ + 10% CARD

 <div><p>This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides an accessible introduction to the fundamentals of this current topic, as well as an overview that will serve as an invitation and catalyst for further research.<br> <br> Statistics in Wasserstein spaces represents an emerging topic in mathematical statistics, situated at the interface between functional data analysis (where the data are functions, thus lying in infinite dimensional Hilbert space) and non-Euclidean statistics (where the data satisfy nonlinear constraints, thus lying on non-Euclidean manifolds). The Wasserstein space provides the natural mathematical formalism to describe data collections that are best modeled as random measures on Euclidean space (e.g. images and point processes). Such random measures carry the infinite dimensional traits of functional data, but are intrinsically nonlinear due to positivity and integrability restrictions. Indeed, their dominating statistical variation arises through random deformations of an underlying template, a theme that is pursued in depth in this monograph.</p><br></div>
ENGLISH

Zero-Sum Discrete-Time Markov Games With Unknown Disturbance Distribution - Discounted And Average Criteria

by J. Adolfo Minjarez-Sosa

59,61€ + 10% CARD

 This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.
ENGLISH

Topics In Infinitely Divisible Distributions And Levy Processes, Revised Edition

by Alfonso Rocha-Arteaga e Ken-Iti Sato

72,86€ + 10% CARD

 This book deals with topics in the area of LÃ©vy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
ENGLISH

On Stein'S Method For Infinitely Divisible Laws With Finite First Moment

by Benjamin Arras e Christian Houdre

59,61€ + 10% CARD

 This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment.
ENGLISH

Path Coupling And Aggregate Path Coupling

by Peter T. Otto e Yevgeniy Kovchegov

59,61€ + 10% CARD

 This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling.
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Stable Non-Gaussian Self-Similar Processes With Stationary Increments

by Murad S. Taqqu e Vladas Pipiras

59,61€ + 10% CARD

 This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The first sections in the book review random variables, stochastic processes, and integrals, moving on to rigidity and flows, and finally ending with mixed moving averages and self-similarity.
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Nonlinearly Perturbed Semi-Markov Processes

by Dmitrii Silvestrov e Sergei Silvestrov

59,61€ + 10% CARD

 The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.
ENGLISH

Mod-? Convergence - Normality Zones And Precise Deviations

by Ashkan Nikeghbali, Pierre-Loic Meliot e Valentin Feray

51,36€

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 The authors construct an extremely flexible framework using this concept in order to study limit theorems and large deviations for a number of probabilistic models related to classical probability, combinatorics, non-commutative random variables, as well as geometric and number-theoretical objects.

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