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Author: Pierre Del Moral
Publisher: Springer Science & Business Media
ISBN: 9780387202686
Category : Mathematics
Languages : en
Pages : 584
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Book Description
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Author: Pierre Del Moral
Publisher: Springer Science & Business Media
ISBN: 9780387202686
Category : Mathematics
Languages : en
Pages : 584
Get Book Here
Book Description
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Author: Pierre Del Moral
Publisher: Springer
ISBN: 9781441919021
Category : Mathematics
Languages : en
Pages : 556
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Book Description
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Author: Brian Jefferies
Publisher: Springer Science & Business Media
ISBN: 9401586608
Category : Mathematics
Languages : en
Pages : 245
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Book Description
This book is an outgrowth of ideas originating from 1. Kluvanek. Unfortunately, Professor Kluvanek did not live to contribute to the project of writing up in a systematic form, the circle of ideas to which the present work is devoted. It is more than likely that with his input, the approach and areas of emphasis of the resulting exposition would have been quite different from what we have here. Nevertheless, the stamp of Kluvanek's thought and philosophy (but not necessarily his approval) abounds throughout this book. Although the title gives no indication, integration theory in vector spaces is a cen tral topic of this work. However, the various notions of integration developed here are intimately connected with a specific application-the representation of evolutions by func tional integrals. The representation of a perturbation to the heat semigroup in terms of Wiener measure is known as the Feynman-Kac formula, but the term has a wider meaning in the present work. Traditionally, such representations have been used to obtain analytic information about perturbations to free evolutions as an alternative to arguments with a more operator-theoretic flavour. No applications of this type are given here. It is an un derlying assumption of the presentation of this material that representations of the nature of the Feynman-Kac formula are worth obtaining, and in the process of obtaining them, we may be led to new, possibly fertile mathematical structures-a view largely motivated by the pervasive use of path integrals in quantum physics.
Author: Pierre Del Moral
Publisher: Springer Science & Business Media
ISBN: 1468493930
Category : Mathematics
Languages : en
Pages : 567
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Book Description
This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.
Author: N El Karoui
Publisher: CRC Press
ISBN: 9780582307339
Category : Mathematics
Languages : en
Pages : 236
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Book Description
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Author: V. C. Joshua
Publisher: Springer Nature
ISBN: 9811559511
Category : Mathematics
Languages : en
Pages : 521
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Book Description
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.
Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327
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Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author: Martin Schottenloher
Publisher: Springer Science & Business Media
ISBN: 3540706909
Category : Science
Languages : en
Pages : 153
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Book Description
Part I gives a detailed, self-contained and mathematically rigorous exposition of classical conformal symmetry in n dimensions and its quantization in two dimensions. The conformal groups are determined and the appearence of the Virasoro algebra in the context of the quantization of two-dimensional conformal symmetry is explained via the classification of central extensions of Lie algebras and groups. Part II surveys more advanced topics of conformal field theory such as the representation theory of the Virasoro algebra, conformal symmetry within string theory, an axiomatic approach to Euclidean conformally covariant quantum field theory and a mathematical interpretation of the Verlinde formula in the context of moduli spaces of holomorphic vector bundles on a Riemann surface.
Author: Joseph L. McCauley
Publisher: Cambridge University Press
ISBN: 0521763401
Category : Business & Economics
Languages : en
Pages : 219
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Book Description
Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345
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Book Description
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
