wyszukanych pozycji: 11
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Random Dynamical Systems: Theory and Applications
ISBN: 9780521825658 / Angielski / Twarda / 2007 / 463 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions,...
This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical result...
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cena:
296,84 zł |
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Random Dynamical Systems: Theory and Applications
ISBN: 9780521532723 / Angielski / Miękka / 2007 / 480 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions,...
This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical result...
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cena:
306,40 zł |
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Normal Approximation and Asymptotic Expansions
ISBN: 9780898718973 / Angielski / Miękka / 2010 Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) Although Normal Approximation and Asymptotic Expansions was first published in 1976, it has gained new significance and renewed interest among statisticians due to the developments of modern statistical techniques such as the bootstrap, the efficacy of which can be ascertained by asymptotic expansions. This is also the only book containing a detailed treatment of various refinements of the multivariate central limit theorem (CLT), including Berry Essen-type error bounds for probabilities of general classes of functions and sets, and asymptotic expansions for both lattice and non-lattice...
Although Normal Approximation and Asymptotic Expansions was first published in 1976, it has gained new significance and renewed interest among statist...
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cena:
379,69 zł |
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A Course in Mathematical Statistics and Large Sample Theory
ISBN: 9781493940301 / Angielski / Twarda / 2016 / 389 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability. It provides a rigorous presentation of the core of mathematical statistics.
Part I of this book constitutes a one-semester course on basic parametric mathematical statistics. Part II deals with the large sample theory of statistics - parametric and nonparametric, and its contents may be covered in one semester as well. Part... This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduat...
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cena:
564,88 zł |
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Continuous Parameter Markov Processes and Stochastic Differential Equations
ISBN: 9783031332944 / Angielski / Twarda / 2023 Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied... This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The author... |
cena:
363,12 zł |
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A Basic Course in Probability Theory
ISBN: 9783319479729 / Angielski / Miękka / 2017 / 265 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is...
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applica...
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cena:
282,42 zł |
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Stationary Processes and Discrete Parameter Markov Processes
ISBN: 9783031009419 / Angielski / Twarda / 2022 / 449 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study.After recapping the essentials from Fourier analysis, the book begins with an introduction to the spectral representation of a stationary process. Topics in ergodic theory follow, including...
This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. B...
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cena:
201,72 zł |
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Random Walk, Brownian Motion, and Martingales
ISBN: 9783030789374 / Angielski / Twarda / 2021 / 400 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
262,25 zł |
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Continuous Parameter Markov Processes and Stochastic Differential Equations
ISBN: 9783031341533 / Angielski / Miękka / 2024 Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied... This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The author... |
cena:
262,25 zł |
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Stochastic Processes with Applications
ISBN: 9780898716894 / Angielski / Miękka / 2009 / 184 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) A very broad coverage of the most applicable aspects of stochastic processes.
A very broad coverage of the most applicable aspects of stochastic processes.
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cena:
472,17 zł |
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A Course in Mathematical Statistics and Large Sample Theory
ISBN: 9781493981595 / Angielski / Miękka / 2018 / 389 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
403,47 zł |