Bauablauf, Kosten, Störungen

Bauablauf, Kosten, Störungen PDF Author: Hermann Bauer
Publisher:
ISBN: 9780387567082
Category :
Languages : en
Pages : 300

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Book Description

Bauablauf, Kosten, Störungen

Bauablauf, Kosten, Störungen PDF Author: Hermann Bauer
Publisher:
ISBN: 9780387567082
Category :
Languages : en
Pages : 300

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Book Description


Topics in Stochastic Analysis and Nonparametric Estimation

Topics in Stochastic Analysis and Nonparametric Estimation PDF Author: Pao-Liu Chow
Publisher: Springer Science & Business Media
ISBN: 0387751114
Category : Mathematics
Languages : en
Pages : 223

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Book Description
To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.

Nonparametric Functional Estimation and Related Topics

Nonparametric Functional Estimation and Related Topics PDF Author: G.G Roussas
Publisher: Springer Science & Business Media
ISBN: 9401132224
Category : Mathematics
Languages : en
Pages : 691

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Book Description
About three years ago, an idea was discussed among some colleagues in the Division of Statistics at the University of California, Davis, as to the possibility of holding an international conference, focusing exclusively on nonparametric curve estimation. The fruition of this idea came about with the enthusiastic support of this project by Luc Devroye of McGill University, Canada, and Peter Robinson of the London School of Economics, UK. The response of colleagues, contacted to ascertain interest in participation in such a conference, was gratifying and made the effort involved worthwhile. Devroye and Robinson, together with this editor and George Metakides of the University of Patras, Greece and of the European Economic Communities, Brussels, formed the International Organizing Committee for a two week long Advanced Study Institute (ASI) sponsored by the Scientific Affairs Division of the North Atlantic Treaty Organization (NATO). The ASI was held on the Greek Island of Spetses between July 29 and August 10, 1990. Nonparametric functional estimation is a central topic in statistics, with applications in numerous substantive fields in mathematics, natural and social sciences, engineering and medicine. While there has been interest in nonparametric functional estimation for many years, this has grown of late, owing to increasing availability of large data sets and the ability to process them by means of improved computing facilities, along with the ability to display the results by means of sophisticated graphical procedures.

Nonparametric Statistics for Stochastic Processes

Nonparametric Statistics for Stochastic Processes PDF Author: Denis Bosq
Publisher: Springer Science & Business Media
ISBN: 146840489X
Category : Mathematics
Languages : en
Pages : 181

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Book Description
This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses discrete time and continuous time, and the emphasis is on the kernel methods. Several new results are presented concerning optimal and superoptimal convergence rates. How to implement the method is discussed in detail and several numerical results are presented. This book will be of interest to specialists in mathematical statistics and to those who wish to apply these methods to practical problems involving time series analysis.

Topics in Nonparametric Estimation

Topics in Nonparametric Estimation PDF Author: Rafail Zalmanovich Khasʹminskiĭ
Publisher: American Mathematical Soc.
ISBN: 9780821841112
Category : Estimation theory
Languages : en
Pages : 150

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Book Description
This volume contains papers presented at the Seminar on Mathematical Statistics held at the Institute for Problems of Information Transmission of the Academy of Sciences in the former Soviet Union. Founded in the mid-1960s, this seminar is still active and attracts most of the researchers in Moscow who are interested in mathematical statistics.

Simulation and Inference for Stochastic Differential Equations

Simulation and Inference for Stochastic Differential Equations PDF Author: Stefano M. Iacus
Publisher: Springer Science & Business Media
ISBN: 0387758399
Category : Computers
Languages : en
Pages : 298

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Book Description
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What’s more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too.

Stochastic Analysis, Filtering, and Stochastic Optimization

Stochastic Analysis, Filtering, and Stochastic Optimization PDF Author: George Yin
Publisher: Springer Nature
ISBN: 3030985199
Category : Mathematics
Languages : en
Pages : 466

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Book Description
This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

Stochastic Processes

Stochastic Processes PDF Author: Kaddour Najim
Publisher: Elsevier
ISBN: 008051779X
Category : Mathematics
Languages : en
Pages : 345

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Book Description
A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.This book deals with the tools and techniques used in the stochastic process – estimation, optimisation and recursive logarithms – in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications.*An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources*Readers with varying interests and mathematical backgrounds will find this book accessible

Time Series, Fuzzy Analysis and Miscellaneous Topics

Time Series, Fuzzy Analysis and Miscellaneous Topics PDF Author: Madan Lal Puri
Publisher: Walter de Gruyter
ISBN: 3110917831
Category : Mathematics
Languages : en
Pages : 792

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Book Description
Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research.This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible.The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.

Statistical Methods for Stochastic Differential Equations

Statistical Methods for Stochastic Differential Equations PDF Author: Mathieu Kessler
Publisher: CRC Press
ISBN: 1439849765
Category : Mathematics
Languages : en
Pages : 507

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Book Description
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th