Functional Gaussian Approximation for Dependent Structures PDF Download
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Author: Florence Merlevède
Publisher: Oxford University Press
ISBN: 0192561863
Category : Mathematics
Languages : en
Pages : 495
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Book Description
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
Author: Florence Merlevède
Publisher: Oxford University Press
ISBN: 0192561863
Category : Mathematics
Languages : en
Pages : 495
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Book Description
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
Author: Radosław Adamczak
Publisher: Springer Nature
ISBN: 3031269799
Category : Mathematics
Languages : en
Pages : 445
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Book Description
This volume collects selected papers from the Ninth High Dimensional Probability Conference, held virtually from June 15-19, 2020. These papers cover a wide range of topics and demonstrate how high-dimensional probability remains an active area of research with applications across many mathematical disciplines. Chapters are organized around four general topics: inequalities and convexity; limit theorems; stochastic processes; and high-dimensional statistics. High Dimensional Probability IX will be a valuable resource for researchers in this area.
Author: Nathael Gozlan
Publisher: Springer Nature
ISBN: 3030263916
Category : Mathematics
Languages : en
Pages : 457
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Book Description
This volume collects selected papers from the 8th High Dimensional Probability meeting held at Casa Matemática Oaxaca (CMO), Mexico. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, random graphs, information theory and convex geometry. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.
Author: Dmitry Dolgopyat
Publisher: Springer Nature
ISBN: 3031326016
Category : Mathematics
Languages : en
Pages : 348
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Book Description
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The book develops a new general theory of local limit theorems for additive functionals of Markov chains, in the regimes of local, moderate, and large deviations, and provides nearly optimal conditions for the classical expansions, as well as asymptotic corrections when these conditions fail. Applications include local limit theorems for independent but not identically distributed random variables, Markov chains in random environments, and time-dependent perturbations of homogeneous Markov chains. The inclusion of appendices with background material, numerous examples, and an account of the historical background of the subject make this self-contained book accessible to graduate students. It will also be useful for researchers in probability and ergodic theory who are interested in asymptotic behaviors, Markov chains in random environments, random dynamical systems and non-stationary systems.
Author: Nazmul Islam
Publisher: CRC Press
ISBN: 135136023X
Category : Mathematics
Languages : en
Pages : 362
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Book Description
In this book, new developments based on conceptual density functional theory (CDFT) and its applications in chemistry are discussed. It also includes discussion of some applications in corrosion and conductivity and synthesis studies based on CDFT. The electronic structure principles—such as the electronegativity equalization principle, the hardness equalization principle, the electrophilicity equalization principle, and the nucleophilicity equalization principle, along studies based on these electronic structure principles—are broadly explained. In recent years some novel methodologies have been developed in the field of CDFT. These methodologies have been used to explore mutual relationships between the descriptors of CDFT, namely electronegativity, hardness, etc. The mutual relationship between the electronegativity and the hardness depend on the electronic configuration of the neutral atomic species. The volume attempts to cover almost all such methodology. Conceptual Density Function Theory and Its Application in the Chemical Domain will be an appropriate guide for research students as well as the supervisors in PhD programs. It will also be valuable resource for inorganic chemists, physical chemists, and quantum chemists. The reviews, research articles, short communications, etc., covered by this book will be appreciated by theoreticians as well as experimentalists.
Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 410
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Book Description
Author: George Maroulis
Publisher: CRC Press
ISBN: 9067644560
Category : Mathematics
Languages : en
Pages : 213
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Book Description
This volume on Clusters brings together contributions from a large number of specialists. A central element for all contributions is the use of advanced computational methodologies and their application to various aspects of structure, reactivity and properties of clusters. The size of clusters varies from a few atoms to nanoparticles. Special emphasis is given to bringing forth new insights on the structure and properties of these systems with an eye towards potential applications in Materials Science. Overal, the volume presents to the readers an amazing wealth of new results. Particular subjects include water clusters, Silicon, Iron, Nickel and Gold clusters, carbon-titanium microclusters and nanoparticles, fullerenes, carbon nanotubes, chiral carbon nanotubes, boron nanoclusters and more.
Author: Francisco Chinesta
Publisher: Springer Science & Business
ISBN: 3319061828
Category : Science
Languages : en
Pages : 226
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Book Description
This book focuses on the development of a new simulation paradigm allowing for the solution of models that up to now have never been resolved and which result in spectacular CPU time savings (in the order of millions) that, combined with supercomputing, could revolutionize future ICT (information and communication technologies) at the heart of science and technology. The authors have recently proposed a new paradigm for simulation-based engineering sciences called Proper Generalized Decomposition, PGD, which has proved a tremendous potential in many aspects of forming process simulation. In this book a review of the basics of the technique is made, together with different examples of application.
Author: Manuel F. Ruiz-Lopez
Publisher: Springer
ISBN: 3662492210
Category : Science
Languages : en
Pages : 229
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Book Description
This volume collects research findings presented at the 9th Edition of the Electronic Structure: Principles and Applications (ESPA-2014) International Conference, held in Badajoz, Spain, on July 2–4, 2014. The contributions cover research work on theory, methods and foundations, materials science, structure and chemical reactivity as well as environmental effects and modelling. Originally published in the journal Theoretical Chemistry Accounts, these outstanding papers are now available in a hardcover print format, as well as a special electronic edition. This volume provides valuable content for all researchers in theoretical chemistry, and will especially benefit those research groups and libraries with limited access to the journal.
Author: Daniel Glossman-Mitnik
Publisher: BoD – Books on Demand
ISBN: 1839698454
Category : Science
Languages : en
Pages : 332
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Book Description
Density Functional Theory (DFT) is a powerful technique for calculating and comprehending the molecular and electrical structure of atoms, molecules, clusters, and solids. Its use is based not only on the capacity to calculate the molecular characteristics of the species of interest but also on the provision of interesting concepts that aid in a better understanding of the chemical reactivity of the systems under study. This book presents examples of recent advances, new perspectives, and applications of DFT for the understanding of chemical reactivity through descriptors forming the basis of Conceptual DFT as well as the application of the theory and its related computational procedures in the determination of the molecular properties of different systems of academic, social, and industrial interest.
