Asymptotic Methods in the Theory of Gaussian Processes and Fields PDF Download
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Author: Vladimir Ilʹich Piterbarg
Publisher: American Mathematical Soc.
ISBN: 9780821804230
Category : Mathematics
Languages : en
Pages : 438
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Book Description
does not need NBB copy
Author: Vladimir Ilʹich Piterbarg
Publisher: American Mathematical Soc.
ISBN: 9780821804230
Category : Mathematics
Languages : en
Pages : 438
Get Book Here
Book Description
does not need NBB copy
Author: Jean-Marc Azais
Publisher: John Wiley & Sons
ISBN: 0470434635
Category : Mathematics
Languages : en
Pages : 407
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Book Description
A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.
Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
ISBN: 147041869X
Category : Mathematics
Languages : en
Pages : 450
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Book Description
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
Author: Bert E. Fristedt
Publisher: Springer Science & Business Media
ISBN: 1489928375
Category : Mathematics
Languages : en
Pages : 775
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Book Description
Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.
Author: V. E. Voskresenskii
Publisher: American Mathematical Soc.
ISBN: 0821872885
Category : Mathematics
Languages : en
Pages : 234
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Book Description
Since the late 1960s, methods of birational geometry have been used successfully in the theory of linear algebraic groups, especially in arithmetic problems. This book--which can be viewed as a significant revision of the author's book, Algebraic Tori (Nauka, Moscow, 1977)--studies birational properties of linear algebraic groups focusing on arithmetic applications. The main topics are forms and Galois cohomology, the Picard group and the Brauer group, birational geometry of algebraic tori, arithmetic of algebraic groups, Tamagawa numbers, $R$-equivalence, projective toric varieties, invariants of finite transformation groups, and index-formulas. Results and applications are recent. There is an extensive bibliography with additional comments that can serve as a guide for further reading.
Author: I_A. G. Berkovich
Publisher: American Mathematical Soc.
ISBN: 9780821897881
Category : Mathematics
Languages : en
Pages : 364
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Book Description
This book places character theory and its applications to finite groups within the reach of people with a comparatively modest mathematical background. The work concentrates mostly on applications of character theory to finite groups. The main themes are degrees and kernels of irreducible characters, the class number and the number of nonlinear irreducible characters, values of irreducible characters, characterizations and generalizations of Frobenius groups, and generalizations of monomial groups. The presentation is detailed, and many proofs of known results are new.
Author: Malempati Madhusudana Rao
Publisher: World Scientific
ISBN: 9814551295
Category : Mathematics
Languages : en
Pages : 576
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Book Description
This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analysis and its impact on abstract analysis. The book focuses on treating problems in areas that serve as a launching pad for continual research.
Author: Mitsuru Ikawa
Publisher: American Mathematical Soc.
ISBN: 9780821810217
Category : Mathematics
Languages : en
Pages : 218
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Book Description
The familiar wave equation is the most fundamental hyperbolic partial differential equation. Other hyperbolic equations, both linear and nonlinear, exhibit many wave-like phenomena. The primary theme of this book is the mathematical investigation of such wave phenomena. The exposition begins with derivations of some wave equations, including waves in an elastic body, such as those observed in connection with earthquakes. Certain existence results are proved early on, allowing the later analysis to concentrate on properties of solutions. The existence of solutions is established using methods from functional analysis. Many of the properties are developed using methods of asymptotic solutions. The last chapter contains an analysis of the decay of the local energy of solutions. This analysis shows, in particular, that in a connected exterior domain, disturbances gradually drift into the distance and the effect of a disturbance in a bounded domain becomes small after sufficient time passes. The book is geared toward a wide audience interested in PDEs. Prerequisite to the text are some real analysis and elementary functional analysis. It would be suitable for use as a text in PDEs or mathematical physics at the advanced undergraduate and graduate level.
Author: Vladimir Vishnevsky
Publisher: Springer
ISBN: 3319052098
Category : Computers
Languages : en
Pages : 276
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Book Description
This book constitutes the refereed proceedings of the 17th International Conference on Distributed Computer and Communication Networks, DCCN 2013, held in Moscow, Russia, in October 2013. The 22 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers cover the following subjects: computer and communication networks architecture optimization; control in computer and communication networks; performance and QoS evaluation in wireless networks; modeling and simulation of network protocols; queueing theory; wireless IEEE 802.11, IEEE 802.15, IEEE 802.16 and UMTS (LTE) net-works; RFID technology and its application in intellectual transportation networks; protocols design (MAC, Routing) for centimeter and millimeter wave mesh networks; internet and web applications and services; application integration in distributed information systems.
Author: Tatsuo Kimura
Publisher: American Mathematical Soc.
ISBN: 9780821827673
Category : Mathematics
Languages : en
Pages : 318
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Book Description
This is the first introductory book on the theory of prehomogeneous vector spaces, introduced in the 1970s by Mikio Sato. The author was an early and important developer of the theory and continues to be active in the field. The subject combines elements of several areas of mathematics, such as algebraic geometry, Lie groups, analysis, number theory, and invariant theory. An important objective is to create applications to number theory. For example, one of the key topics is that of zeta functions attached to prehomogeneous vector spaces; these are generalizations of the Riemann zeta function, a cornerstone of analytic number theory. Prehomogeneous vector spaces are also of use in representation theory, algebraic geometry and invariant theory. This book explains the basic concepts of prehomogeneous vector spaces, the fundamental theorem, the zeta functions associated with prehomogeneous vector spaces and a classification theory of irreducible prehomogeneous vector spaces. It strives, and to a large extent succeeds, in making this content, which is by its nature fairly technical, self-contained and accessible. The first section of the book, "Overview of the theory and contents of this book," Is particularly noteworthy as an excellent introduction to the subject.
