Stopping Times and Directed Processes PDF Download
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Author: Gerald A. Edgar
Publisher: Cambridge University Press
ISBN: 0521350239
Category : Mathematics
Languages : en
Pages : 446
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Book Description
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
Author: Gerald A. Edgar
Publisher: Cambridge University Press
ISBN: 0521350239
Category : Mathematics
Languages : en
Pages : 446
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Book Description
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
Author: Vincenzo Capasso
Publisher: Springer
ISBN: 3540362592
Category : Mathematics
Languages : en
Pages : 256
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Book Description
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 94
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Book Description
Author: Davar Khoshnevisan
Publisher: Springer Science & Business Media
ISBN: 0387216316
Category : Mathematics
Languages : en
Pages : 590
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Book Description
Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics
Author: Georgy Sofronov
Publisher: CRC Press
ISBN: 1040228925
Category : Mathematics
Languages : en
Pages : 376
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Book Description
This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models. It begins with an examination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries. The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
Author: J. J. Grobler
Publisher: Springer Science & Business Media
ISBN: 3034601743
Category : Mathematics
Languages : en
Pages : 301
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Book Description
This volume contains the proceedings of the eighteenth International Workshop on Operator Theory and Applications (IWOTA), hosted by the Unit for Business Mathematics and Informatics of North-West University, Potchefstroom, South Africa from July 3 to 6, 2007. The conference (as well as these proceedings) was dedicated to Professors Joseph A. Ball and Marinus M. Kaashoek on the occasion of their 60th and 70th birthdays, respectively. This conference had a particular focus on Von Neumann algebras at the interface of operator theory with functional analysis and on applications of operator theory to differential equations.
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: Ilya Molchanov
Publisher: Springer
ISBN: 144717349X
Category : Mathematics
Languages : en
Pages : 688
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Book Description
This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.
Author: Laurent Mazliak
Publisher: Springer Nature
ISBN: 3031059883
Category : Mathematics
Languages : en
Pages : 419
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Book Description
Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.
Author: Vladimir N. Sachkov
Publisher: Cambridge University Press
ISBN: 052145512X
Category : Mathematics
Languages : en
Pages : 260
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Book Description
This work explores the role of probabilistic methods for solving combinatorial problems. The subjects studied are nonnegative matrices, partitions and mappings of finite sets, with special emphasis on permutations and graphs, and equivalence classes specified on sequences of finite length consisting of elements of partially ordered sets; these define the probabilistic setting of Sachkov's general combinatorial scheme. The author pays special attention to using probabilistic methods to obtain asymptotic formulae that are difficult to derive using combinatorial methods. This important book describes many ideas not previously available in English and will be of interest to graduate students and professionals in mathematics and probability theory.
