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Author: Ming Li
Publisher: Frontiers Media SA
ISBN: 2832508502
Category : Science
Languages : en
Pages : 160
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Book Description
Author: Ming Li
Publisher: Frontiers Media SA
ISBN: 2832508502
Category : Science
Languages : en
Pages : 160
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Book Description
Author: Paul Doukhan
Publisher: Springer Science & Business Media
ISBN: 9780817641689
Category : Mathematics
Languages : en
Pages : 744
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Book Description
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.
Author: Christian Grimm
Publisher: Springer Science & Business Media
ISBN: 3540706054
Category : Technology & Engineering
Languages : en
Pages : 498
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Book Description
Reading without meditation is sterile; meditation without reading is liable to error; prayer without meditation is lukewarm; meditation without prayer is unfruitful; prayer, when it is fervent, wins contemplation, but to obtain contemplation without prayer would be rare, even miraculous. Bernhard de Clairvaux (12th century) NobodycandenythatIP-basedtra?chasinvadedourdailylifeinmanyways and no one can escape from its di?erent forms of appearance. However, most people are not aware of this fact. From the usage of mobile phones – either as simple telephone or for data transmissions – over the new form of telephone service Voice over IP (VoIP), up to the widely used Internet at the users own PC, in all instances the transmission of the information, encoded in a digital form, relies on the Internet Protocol (IP). So, we should take a brief glimpse at this protocol and its constant companions such as TCP and UDP, which have revolutionized the communication system over the past 20 years. The communication network has experienced a fundamental change, which was dominated up to end of the eighties of the last century by voice appli- tion.Butfromthemiddleoftheninetieswehaveobservedadecisivemigration in the data transmission. If the devoted reader of this monograph reads the title ‘IP tra?c theory and performance’, she/he may ask, why do we have to be concerned with mod- ing IP tra?c, and why do we have to consider and get to know new concepts.
Author: Fayez Gebali
Publisher: CRC Press
ISBN: 1439859639
Category : Technology & Engineering
Languages : en
Pages : 570
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Book Description
The implementation of networks-on-chip (NoC) technology in VLSI integration presents a variety of unique challenges. To deal with specific design solutions and research hurdles related to intra-chip data exchange, engineers are challenged to invoke a wide range of disciplines and specializations while maintaining a focused approach. Leading Researchers Present Cutting-Edge Designs Tools Networks-on-Chips: Theory and Practice facilitates this process, detailing the NoC paradigm and its benefits in separating IP design and functionality from chip communication requirements and interfacing. It starts with an analysis of 3-D NoC architectures and progresses to a discussion of NoC resource allocation, processor traffic modeling, and formal verification, with an examination of protocols at different layers of abstraction. An exploration of design methodologies, CAD tool development, and system testing, as well as communication protocol, the text highlights important emerging research issues, such as Resource Allocation for Quality of Service (QoS) on-chip communication Testing, verification, and network design methodologies Architectures for interconnection, real-time monitoring, and security requirements Networks-on-Chip Protocols Presents a flexible MPSoC platform to easily implement multimedia applications and evaluate future video encoding standards This useful guide tackles power and energy issues in NoC-based designs, addressing the power constraints that currently limit the embedding of more processing elements on a single chip. It covers traffic modeling and discusses the details of traffic generators. Using unique case studies and examples, it covers theoretical and practical issues, guiding readers through every phase of system design.
Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
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Book Description
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Author: Herold Dehling
Publisher: Springer Science & Business Media
ISBN: 1461200997
Category : Mathematics
Languages : en
Pages : 378
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Book Description
Empirical process techniques for independent data have been used for many years in statistics and probability theory. These techniques have proved very useful for studying asymptotic properties of parametric as well as non-parametric statistical procedures. Recently, the need to model the dependence structure in data sets from many different subject areas such as finance, insurance, and telecommunications has led to new developments concerning the empirical distribution function and the empirical process for dependent, mostly stationary sequences. This work gives an introduction to this new theory of empirical process techniques, which has so far been scattered in the statistical and probabilistic literature, and surveys the most recent developments in various related fields. Key features: A thorough and comprehensive introduction to the existing theory of empirical process techniques for dependent data * Accessible surveys by leading experts of the most recent developments in various related fields * Examines empirical process techniques for dependent data, useful for studying parametric and non-parametric statistical procedures * Comprehensive bibliographies * An overview of applications in various fields related to empirical processes: e.g., spectral analysis of time-series, the bootstrap for stationary sequences, extreme value theory, and the empirical process for mixing dependent observations, including the case of strong dependence. To date this book is the only comprehensive treatment of the topic in book literature. It is an ideal introductory text that will serve as a reference or resource for classroom use in the areas of statistics, time-series analysis, extreme value theory, point process theory, and applied probability theory. Contributors: P. Ango Nze, M.A. Arcones, I. Berkes, R. Dahlhaus, J. Dedecker, H.G. Dehling,
Author: Ionut Florescu
Publisher: John Wiley & Sons
ISBN: 1118593324
Category : Business & Economics
Languages : en
Pages : 414
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Book Description
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features: • Contributions by well-known experts within the academic, industrial, and regulatory fields • A well-structured outline on the various data analysis methodologies used to identify new trading opportunities • Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets • Practical applications using real-world data to help readers better understand the presented material The Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics. Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley. Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley. H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences. Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.
Author: Yuliya Mishura
Publisher: Springer
ISBN: 3540758739
Category : Mathematics
Languages : en
Pages : 411
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Book Description
This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.
Author:
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112314220
Category : Mathematics
Languages : en
Pages : 820
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Book Description
No detailed description available for "Probability Theory and Applications".
Author: Michel Dekking
Publisher: Springer Science & Business Media
ISBN: 1447108736
Category : Technology & Engineering
Languages : en
Pages : 336
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Book Description
Owing to the rapid emergence and growth of techniques in the engineering application of fractals, it has become necessary to gather the most recent advances on a regular basis. This book is a continuation of the first volume - published in 1997 - but contains interesting developments. A major point is that mathematics has become more and more involved in the definition and use of fractal models. It seems that the time of the qualitative observation of fractal phenomena has gone. Now the main models are strongly based upon theoretical arguments. Fractals: Theory and Applications in Engineering is a multidisciplinary book which should interest every scientist working in areas connected to fractals.
