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Seminaire de Probabilites XXXIV

Posted By: AvaxGenius
Seminaire de Probabilites XXXIV

Seminaire de Probabilites XXXIV by Jacques Azéma, Michel Ledoux, Michel Émery, Marc Yor
English | PDF | 2000 | 437 Pages | ISBN : 3540673148 | 25.7 MB

This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.

Statistical Physics: An Advanced Approach with Applications

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Statistical Physics: An Advanced Approach with Applications

Statistical Physics: An Advanced Approach with Applications by Josef Honerkamp
English | PDF | 1998 | 416 Pages | ISBN : 3540639780 | 32.1 MB

The application of statistical methods to physics is essential. This unique book on statistical physics offers an advanced approach with numerous applications to the modern problems students are confronted with. Therefore the text contains more concepts and methods in statistics than the student would needed for statistical mechanics alone. Methods from mathematical statistics and stochastics for the analysis of data are discussed as well. The book is divided in two parts focusing first on the modelling of statistical systems then on the analysis of these systems. Problems with hints for solution help the students to deepen their knowledge.

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Repost)

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Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Repost)

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory by Dmytro Gusak
English PDF,EPUB | 2010 | 379 Pages | ISBN : 0387878610 | 11.6 MB

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath

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Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath

Denumerable Markov Chains: with a chapter of Markov Random Fields by David Griffeath by John G. Kemeny
English | PDF | 1976 | 495 Pages | ISBN : 0387901779 | 36.1 MB

With the first edition out of print, we decided to arrange for republi­ cation of Denumerrible Markov Ohains with additional bibliographic material. The new edition contains a section Additional Notes that indicates some of the developments in Markov chain theory over the last ten years.

Adventures in Stochastic Processes

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Adventures in Stochastic Processes

Adventures in Stochastic Processes by Sidney I. Resnick
English | PDF | 2002 | 640 Pages | ISBN : 0817635912 | 61.1 MB

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds.

Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit

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Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit

Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit by A. O. Bolivar
English | PDF | 2004 | 196 Pages | ISBN : 3540201467 | 15.2 MB

At what level of physical existence does "quantum behavior" begin? How does it develop from classical mechanics? This book addresses these questions and thereby sheds light on fundamental conceptual problems of quantum mechanics. Quantum-Classical Correspondence elucidates the problem by developing a procedure for quantizing stochastic systems (e.g. Brownian systems) described by Fokker-Planck equations.

A Topical Dictionary of Statistics

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A Topical Dictionary of Statistics

A Topical Dictionary of Statistics by Gary L. Tietjen
English | PDF | 1986 | 172 Pages | ISBN : 1461291682 | 16.1 MB

Statistics is the accepted body of methods for summarizing or describing data and drawing conclusions from the summary measures. Everyone who has data to summarize thus needs some knowledge of statistics. The first step in gaining that knowledge is to master the professional jargon.

Applied Probability and Statistics (Repost)

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Applied Probability and Statistics (Repost)

Applied Probability and Statistics by Mario Lefebvre
English | PDF | 2006 | 364 Pages | ISBN : 0387284540 | 11.6 MB

This text is designed for a one-semester course on Probability and Statistics. The exposition unfolds systematically from an introductory chapter to such topics as random variables and vectors, stochastic processes, estimation, testing and regression. The topics are well chosen and the presentation is enriched by many examples from real life.

Stochastic Tools in Mathematics and Science, Second Edition

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Stochastic Tools in Mathematics and Science, Second Edition

Stochastic Tools in Mathematics and Science, Second Edition by Alexandre Chorin
English | True PDF | 2009 | 168 Pages | ISBN : 1441910018 | 2.03 MB

Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization and dimensional reduction, and basic equilibrium and non-equilibrium statistical mechanics. The applications include data assimilation, prediction from partial data, spectral analysis, and turbulence. A noteworthy feature of the book is the systematic analysis of memory effects.