This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered in 1988 at the 1 st Venezuelan School of Mathematics. This yearly event aims at acquainting graduate students and university teachers with the trends, techniques and open problems of current interest. In this book the author hopes to convey the underlying philosophy of the method.
This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered in 1988 at the 1 st Venezuelan School of Mathematics....
In this book several connections between probability theory and wave propagation are explored. The connection comes via the probabilistic (or path integral) representation of both the (fixed frequency) Green functions and of the propagators -operators mapping initial into present time data. The formalism includes both waves in continuous space and in discrete structures. One of the main applications of the formalism developed is to inverse problems in wave propagation. Using the probabilistic formalism, the parameters of the medium and the surfaces determining the region of propagation...
In this book several connections between probability theory and wave propagation are explored. The connection comes via the probabilistic (or path ...
Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves
This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, a problem which appears in the banking and insurance industries, in many areas of operational research and in reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains...
This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a posi...