Advances in Stochastic Inequalities

Advances in Stochastic Inequalities PDF Author: Theodore Preston Hill
Publisher: American Mathematical Soc.
ISBN: 0821810863
Category : Mathematics
Languages : en
Pages : 226

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Book Description
Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.

Advances in Stochastic Inequalities

Advances in Stochastic Inequalities PDF Author: Theodore Preston Hill
Publisher: American Mathematical Soc.
ISBN: 0821810863
Category : Mathematics
Languages : en
Pages : 226

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Book Description
Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.

Stochastic Inequalities

Stochastic Inequalities PDF Author: Moshe Shaked
Publisher: IMS
ISBN: 9780940600294
Category : Mathematics
Languages : en
Pages : 434

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Book Description


Stochastic Inequalities and Applications

Stochastic Inequalities and Applications PDF Author: Evariste Giné
Publisher: Birkhäuser
ISBN: 3034880693
Category : Mathematics
Languages : en
Pages : 362

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Book Description
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

Recent Advances in Stochastic Operations Research

Recent Advances in Stochastic Operations Research PDF Author: Tadashi Dohi
Publisher: World Scientific
ISBN: 9812706682
Category : Business & Economics
Languages : en
Pages : 325

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Book Description
Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."

Advances in Mathematical Inequalities and Applications

Advances in Mathematical Inequalities and Applications PDF Author: Praveen Agarwal
Publisher: Springer
ISBN: 9811330131
Category : Mathematics
Languages : en
Pages : 351

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Book Description
This book is a collection of original research and survey articles on mathematical inequalities and their numerous applications in diverse areas of mathematics and engineering. It includes chapters on convexity and related concepts; inequalities for mean values, sums, functions, operators, functionals, integrals and their applications in various branches of mathematics and related sciences; fractional integral inequalities; and weighted type integral inequalities. It also presents their wide applications in biomathematics, boundary value problems, mechanics, queuing models, scattering, and geomechanics in a concise, but easily understandable way that makes the further ramifications and future directions clear. The broad scope and high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers. All the contributing authors are leading international academics, scientists, researchers and scholars.

Applications of Variational Inequalities in Stochastic Control

Applications of Variational Inequalities in Stochastic Control PDF Author: A. Bensoussan
Publisher: Elsevier
ISBN: 0080875335
Category : Mathematics
Languages : en
Pages : 577

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Book Description
Applications of Variational Inequalities in Stochastic Control

Recent Developments in Stochastic Analysis and Related Topics

Recent Developments in Stochastic Analysis and Related Topics PDF Author: Sergio Albeverio
Publisher: World Scientific
ISBN: 9812561048
Category : Mathematics
Languages : en
Pages : 471

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Book Description
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences

Stochastic Processes, Finance and Control

Stochastic Processes, Finance and Control PDF Author: Samuel N. Cohen
Publisher: World Scientific
ISBN: 9814383317
Category : Mathematics
Languages : en
Pages : 605

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Book Description
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.

Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search

Advances in Computational and Stochastic Optimization, Logic Programming, and Heuristic Search PDF Author: David L. Woodruff
Publisher: Springer Science & Business Media
ISBN: 1475728077
Category : Business & Economics
Languages : en
Pages : 315

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Book Description
Computer Science and Operations Research continue to have a synergistic relationship and this book - as a part of the Operations Research and Computer Science Interface Series - sits squarely in the center of the confluence of these two technical research communities. The research presented in the volume is evidence of the expanding frontiers of these two intersecting disciplines and provides researchers and practitioners with new work in the areas of logic programming, stochastic optimization, heuristic search and post-solution analysis for integer programs. The chapter topics span the spectrum of application level. Some of the chapters are highly applied and others represent work in which the application potential is only beginning. In addition, each chapter contains expository material and reviews of the literature designed to enhance the participation of the reader in this expanding interface.

Recent Advances in Numerical Methods for Partial Differential Equations and Applications

Recent Advances in Numerical Methods for Partial Differential Equations and Applications PDF Author: Xiaobing Feng
Publisher: American Mathematical Soc.
ISBN: 082182970X
Category : Mathematics
Languages : en
Pages : 194

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Book Description
This book is derived from lectures presented at the 2001 John H. Barrett Memorial Lectures at the University of Tennessee, Knoxville. The topic was computational mathematics, focusing on parallel numerical algorithms for partial differential equations, their implementation and applications in fluid mechanics and material science. Compiled here are articles from six of nine speakers. Each of them is a leading researcher in the field of computational mathematics and its applications. A vast area that has been coming into its own over the past 15 years, computational mathematics has experienced major developments in both algorithmic advances and applications to other fields. These developments have had profound implications in mathematics, science, engineering and industry. With the aid of powerful high performance computers, numerical simulation of physical phenomena is the only feasible method for analyzing many types of important phenomena, joining experimentation and theoretical analysis as the third method of scientific investigation. The three aspects: applications, theory, and computer implementation comprise a comprehensive overview of the topic. Leading lecturers were Mary Wheeler on applications, Jinchao Xu on theory, and David Keyes on computer implementation. Following the tradition of the Barrett Lectures, these in-depth articles and expository discussions make this book a useful reference for graduate students as well as the many groups of researchers working in advanced computations, including engineering and computer scientists.