Large Deviations for Additive Functionals of Markov Exhangeable Sequences

Large Deviations for Additive Functionals of Markov Exhangeable Sequences PDF Author: Grant Izmirlian
Publisher:
ISBN:
Category :
Languages : en
Pages : 194

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Large Deviations for Additive Functionals of Markov Exhangeable Sequences

Large Deviations for Additive Functionals of Markov Exhangeable Sequences PDF Author: Grant Izmirlian
Publisher:
ISBN:
Category :
Languages : en
Pages : 194

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Book Description


Abstracts of Papers Presented to the American Mathematical Society

Abstracts of Papers Presented to the American Mathematical Society PDF Author: American Mathematical Society
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 604

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Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 788

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Large Deviations for Additive Functionals of Markov Chains

Large Deviations for Additive Functionals of Markov Chains PDF Author: Alejandro D. de Acosta
Publisher: American Mathematical Soc.
ISBN: 0821890891
Category : Mathematics
Languages : en
Pages : 120

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Probability

Probability PDF Author: Rick Durrett
Publisher: Cambridge University Press
ISBN: 113949113X
Category : Mathematics
Languages : en
Pages :

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Book Description
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

Discrete-Time Semi-Markov Random Evolutions and Their Applications

Discrete-Time Semi-Markov Random Evolutions and Their Applications PDF Author: Nikolaos Limnios
Publisher: Springer Nature
ISBN: 3031334299
Category : Mathematics
Languages : en
Pages : 206

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Book Description
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in epidemiology and financial mathematics are discussed. This book will be of interest to researchers and graduate students in applied mathematics and statistics, and other disciplines, including engineering, epidemiology, finance and economics, who are concerned with stochastic models of systems.

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1804

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A Modern Approach to Probability Theory

A Modern Approach to Probability Theory PDF 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.

Cumulative Index to IMS Scientific Journals, 1960-1989

Cumulative Index to IMS Scientific Journals, 1960-1989 PDF Author: Bruce E. Trumbo
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 582

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High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

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Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.