Author: Alexander Zeifman
Publisher: MDPI
ISBN: 3036504524
Category : Mathematics
Languages : en
Pages : 370
Get Book Here
Book Description
The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
Get Book Here
Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author: Svetlozar T. Rachev
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 520
Get Book Here
Book Description
Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
Author: Sean Meyn
Publisher: Cambridge University Press
ISBN: 0521731828
Category : Mathematics
Languages : en
Pages : 623
Get Book Here
Book Description
New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.
Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 0387227555
Category : Mathematics
Languages : en
Pages : 533
Get Book Here
Book Description
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
Author: Oliver Knill
Publisher: World Scientific Publishing Company
ISBN: 9789813109490
Category : Mathematics
Languages : en
Pages : 500
Get Book Here
Book Description
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Author: Norihiko Kazamaki
Publisher: Springer
ISBN: 3540484213
Category : Mathematics
Languages : en
Pages : 102
Get Book Here
Book Description
In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes. The second and principal aim is to provide a full report on the exciting results on BMO in the theory of exponential martingales. The reader is assumed to be familiar with the general theory of continuous martingales.
Author: Jean-Pierre Serre
Publisher: Springer
ISBN: 3540706348
Category : Mathematics
Languages : en
Pages : 180
Get Book Here
Book Description
The main general theorems on Lie Algebras are covered, roughly the content of Bourbaki's Chapter I.I have added some results on free Lie algebras, which are useful, both for Lie's theory itself (Campbell-Hausdorff formula) and for applications to pro-Jrgroups. of time prevented me from including the more precise theory of Lack semisimple Lie algebras (roots, weights, etc.); but, at least, I have given, as a last Chapter, the typical case ofal, . This part has been written with the help of F. Raggi and J. Tate. I want to thank them, and also Sue Golan, who did the typing for both parts. Jean-Pierre Serre Harvard, Fall 1964 Chapter I. Lie Algebras: Definition and Examples Let Ie be a commutativering with unit element, and let A be a k-module, then A is said to be a Ie-algebra if there is given a k-bilinear map A x A~ A (i.e., a k-homomorphism A0" A -+ A). As usual we may define left, right and two-sided ideals and therefore quo tients. Definition 1. A Lie algebra over Ie isan algebrawith the following properties: 1). The map A0i A -+ A admits a factorization A ®i A -+ A2A -+ A i.e., ifwe denote the imageof(x, y) under this map by [x, y) then the condition becomes for all x e k. [x, x)=0 2). (lx, II], z]+ny, z), x) + ([z, xl, til = 0 (Jacobi's identity) The condition 1) implies [x,1/]=-[1/, x).
Author: Dmitrii S. Silvestrov
Publisher: Springer Science & Business Media
ISBN: 0857293907
Category : Mathematics
Languages : en
Pages : 408
Get Book Here
Book Description
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
Author: Min-Teh Cheng
Publisher: Springer
ISBN: 3540464743
Category : Mathematics
Languages : en
Pages : 240
Get Book Here
Book Description
All papers in this volume are original (fully refereed) research reports by participants of the special program on Harmonic Analysis held in the Nankai Institute of Mathematics. The main themes include: Wavelets, Singular Integral Operators, Extemal Functions, H Spaces, Harmonic Analysis on Local Domains and Lie Groups, and so on. See also :G. David "Wavelets and Singular Integrals on Curves and Surfaces", LNM 1465,1991. FROM THE CONTENTS: D.C. Chang: Nankai Lecture in -Neumann Problem.- T.P. Chen, D.Z. Zhang: Oscillary Integral with Polynomial Phase.- D.G. Deng, Y.S. Han: On a Generalized Paraproduct Defined by Non-Convolution.- Y.S. Han: H Boundedness of Calderon-Zygmund Operators for Product Domains.- Z.X. Liu, S.Z. Lu: Applications of H|rmander Multiplier Theorem to Approximation in Real Hardy Spaces.- R.L. Long, F.S. Nie: Weighted Sobolev Inequality and Eigenvalue Estimates of Schr|dinger Operator.- A. McIntosh, Q. Tao: Convolution Singular Integral Operators on Lipschitz Curves.- Z.Y. Wen, L.M.Wu, Y.P. Zhang: Set of Zeros of Harmonic Functions of Two Variables.- C.K. Yuan: On the Structures of Locally Compact Groups Admitting Inner Invariant Means.
