The Generic Chaining: Upper and Lower Bounds of Stochastic Processes
ISBN: 9783642063862 / Angielski / Miękka / 222 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, I feel a keen personal interest in this question. ) There are many questions of the same nature: what is the likely magnitude of the strongest earthquake to occur during the life of a planned building, or the speed ofthe strongestwind a suspension bridge will have to stand? All these situations can be modeled inthesamemanner. Thevalue X of the quantity of interest (be it water t level or speed of wind) at time t is a random variable. What can be...
What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few feet of water in my house, ...
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389,98 zł |
Stochastic Numerics for the Boltzmann Equation
ISBN: 9783642064432 / Angielski / Miękka / 256 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment of an extension of DSMC, called stochastic weighted particle method. This method includes several new features, which are introduced for the purpose of variance reduction (rare event simulation). Rigorous convergence results as well as... Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a m... |
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389,98 zł |
Automatic Nonuniform Random Variate Generation
ISBN: 9783642073724 / Angielski / Miękka / 441 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book... Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although... |
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389,98 zł |
Chance in Physics: Foundations and Perspectives
ISBN: 9783642075605 / Angielski / Miękka / 292 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. TheconferenceChanceinPhysics: FoundationsandPerspectiveswasheldfrom 29thNovemberto3rdDecember1999inIschia, Italy. Itwassponsoredbythe IstitutoItalianoPerGliStudiFiloso?ciinNaples, bytheDeutscheForschun- gemeinschaft(DFG), andbytheSocietaItalianaDiFondamentiDellaFisica. SponsoringbytheInternationalSchoolforAdvancedStudies(ISAS)ofTrieste, Italy, madethecompilationofthisvolumepossible;thefundingbytheIs- tutoItalianoPerGliStudiFiloso?ciwascrucialfortheconferenceandisvery gratefullyacknowledged. TheIstitutomanagedtoprovideauniqueatmosphere foraninterdisciplinarymeeting,...
TheconferenceChanceinPhysics: FoundationsandPerspectiveswasheldfrom 29thNovemberto3rdDecember1999inIschia, Italy. Itwassponsoredbythe IstitutoItaliano...
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389,98 zł |
Computational Statistical Physics: From Billiards to Monte Carlo
ISBN: 9783642075711 / Angielski / Miękka / 300 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In recent years statistical physics has made significant progress as a result of advances in numerical techniques. While good textbooks exist on the general aspects of statistical physics, the numerical methods and the new developments based on large-scale computing are not usually adequately presented. In this book 16 experts describe the application of methods of statistical physics to various areas in physics such as disordered materials, quasicrystals, semiconductors, and also to other areas beyond physics, such as financial markets, game theory, evolution, and traffic planning, in which...
In recent years statistical physics has made significant progress as a result of advances in numerical techniques. While good textbooks exist on the g...
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389,98 zł |
Stochastic Models in Reliability and Maintenance
ISBN: 9783642077258 / Angielski / Miękka / 338 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. A stochastic process is a set of outcomes of a random experiment indexed by time, and is one of the key tools needed to analyze the future behavior quantitatively. Reliability and maintainability technologies are of great interest and importance to the...
Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives...
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389,98 zł |
Probability Theory: Philosophy, Recent History and Relations to Science
ISBN: 9789048156979 / Angielski / Miękka / 197 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of papers presented at the conference on Probability Theory - Philosophy, Recent History and Relations to Science, University of Roskilde, Denmark, September 16-18, 1998. Since the measure theoretical definition of probability was proposed by Kolmogorov, probability theory has developed into a mature mathematical theory. It is today a fruitful field of mathematics that has important applications in philosophy, science, engineering, and many other areas. The measure theoretical definition of probability and its axioms, however, are not without their problems; some of them even...
A collection of papers presented at the conference on Probability Theory - Philosophy, Recent History and Relations to Science, University of Roskilde...
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389,98 zł |
Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups: Structural Properties and Limit Theorems
ISBN: 9789048158324 / Angielski / Miękka / 612 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-normalized sums of i.i.d. random variable on finite-dimensional vector space started in 1969. Currently, this theory is still in progress and promises interesting applications. Parallel to this, similar stability concepts for probabilities on groups were developed during recent decades. It turns out that the existence of suitable limit distributions has a strong impact on the structure of both the normalizing automorphisms and the underlying...
Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-no...
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389,98 zł |
Metrical Theory of Continued Fractions
ISBN: 9789048161300 / Angielski / Miękka / 383 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph is intended to be a complete treatment of the metrical the ory of the (regular) continued fraction expansion and related representations of real numbers. We have attempted to give the best possible results known so far, with proofs which are the simplest and most direct. The book has had a long gestation period because we first decided to write it in March 1994. This gave us the possibility of essentially improving the initial versions of many parts of it. Even if the two authors are different in style and approach, every effort has been made to hide the differences. Let 0...
This monograph is intended to be a complete treatment of the metrical the ory of the (regular) continued fraction expansion and related representation...
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389,98 zł |
Geometric Data Analysis: From Correspondence Analysis to Structured Data Analysis
ISBN: 9789048166190 / Angielski / Miękka / 475 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Geometric Data Analysis (GDA) is the name suggested by P. Suppes (Stanford University) to designate the approach to Multivariate Statistics initiated by Benzecri as Correspondence Analysis, an approach that has become more and more used and appreciated over the years. This book presents the full formalization of GDA in terms of linear algebra - the most original and far-reaching consequential feature of the approach - and shows also how to integrate the standard statistical tools such as Analysis of Variance, including Bayesian methods. Chapter 9, Research Case Studies, is...
Geometric Data Analysis (GDA) is the name suggested by P. Suppes (Stanford University) to designate the approach to Multivariate Stat...
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389,98 zł |
Differential Equations with Operator Coefficients: With Applications to Boundary Value Problems for Partial Differential Equations
ISBN: 9783642084539 / Angielski / Miękka / 444 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The first systematic, self-contained presentation of a theory of arbitrary order ODEs with unbounded operator coefficients in a Hilbert or Banach space. Developed over the last 10 years by the authors, it deals with conditions of solvability, classes of uniqueness, estimates for solutions and asymptotic representations of solutions at infinity. The first systematic, self-contained presentation of a theory of arbitrary order ODEs with unbounded operator coefficients in a Hilbert or Banach s... |
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389,98 zł |
Dependability of Engineering Systems: Modeling and Evaluation
ISBN: 9783642074691 / Angielski / Miękka / 192 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is intended to provide the interested reader with basic information on various issues of the dependability analysis and evaluation of engineering systems with the principal goal to help the reader perform such an analysis and evaluation. By the definition of the IEC International Standard 50(191) dependability is the collective term used to describe the availability peiformance and its influencing factors: reliability peiformance, maintainability peiformance and maintenance support performance. Dependability is a term used for a general description of system performance but not a...
This book is intended to provide the interested reader with basic information on various issues of the dependability analysis and evaluation of engine...
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389,98 zł |
Global and Stochastic Analysis with Applications to Mathematical Physics
ISBN: 9780857291622 / Angielski / Twarda / 436 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The main aim of this book is to develop the methods of Global Analysis and of Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as quite distant from each other and requiring different methods of investigation. Among those areas we mention classical mechanics on non-linear configuration spaces, some problems of statistical and quantum physics, hydrodynamics, etc. The idea, yielding the unification of these topics, is based on the use of a geometrically invariant form of... The main aim of this book is to develop the methods of Global Analysis and of Stochastic Analysis such that their combination allows one to have a ... |
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389,98 zł |
Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
ISBN: 9783642087295 / Angielski / Miękka / 521 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. a une y p tit e soleil L e la Chanc e le Hasar d b y en though only a scien ld o wn came existence in the disser of F h en de la in will d st deition options t that w traded Netherlands in the th p an y t whic h con the precise of the con tract w ell the mo del ev er formalized the sto c k price dynamics are b y a w from it price of the option A t Bac his no v analysis a sophisticated F h whic h w ere at the of the cen a t and main w orldwide for p e rp etual b w remained mostly wn to economists til w as v the s b y t w o brillian t Jimmie v w p o eral ld an y of a F h guy named helier had...
a une y p tit e soleil L e la Chanc e le Hasar d b y en though only a scien ld o wn came existence in the disser of F h en de la in will d st deition ...
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Probability Theory III: Stochastic Calculus
ISBN: 9783642081224 / Angielski / Miękka / 256 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it...
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probabili...
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389,98 zł |
Fuzzy Stochastic Multiobjective Programming
ISBN: 9781441984012 / Angielski / Twarda / 264 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai and Hwang (1994); Sakawa (2000)), there seems to be no book which concerns both randomness of events related to environments and fuzziness of human judgments simultaneously in multiobjective decision making problems. In this book, the authors are concerned with introducing the latest advances in the field of... Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematica... |
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389,98 zł |
Statistical Methods for Biostatistics and Related Fields
ISBN: 9783642069215 / Angielski / Miękka / 370 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book covers a wide range of recent statistical methods that are of interest to scientists in biostatistics as well as in other related fields such as chemometrics, environmetrics and geophysics. The contributed papers, from internationally recognized researchers, present various statistical methodologies together with a selected scope of their main mathematical properties and their application in a real case study. This book covers a wide range of recent statistical methods that are of interest to scientists in biostatistics as well as in other related fields ... |
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389,98 zł |
Studies on the Optimal Search Plan
ISBN: 9780387977393 / Angielski / Miękka / 130 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Search theory is concerned with the location of a 'target' given imprecise information concerning its location. The subject has a variety of applications such as locating missing people in wilderness or at sea, searching for mineral deposits, medical diagnosis, and searching for malfunctions in industrial processes. This volume is concerned with search strategies which are optimal in the sense that they minimize the 'risk' or cost of a search where this may be measured in factors such as time or money. Consequently, the author discusses a range of mathematical techniques including non-linear...
Search theory is concerned with the location of a 'target' given imprecise information concerning its location. The subject has a variety of applicati...
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389,98 zł |
Stochastic Models, Statistical Methods, and Algorithms in Image Analysis: Proceedings of the Special Year on Image Analysis, Held in Rome, Italy, 1990
ISBN: 9780387978109 / Angielski / Miękka / 258 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction. It covers applications as diverse as biomedicine, astronomy, and geophysics. As a result, any researcher working on image analysis will find this book provides an up-to-date overview of the field and in addition, the extensive bibliographies will make this a useful reference.
This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, a...
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389,98 zł |
Nonlinear Dynamics in Economics: A Theoretical and Statistical Approach to Agricultural Markets
ISBN: 9783540593744 / Angielski / Miękka / 156 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 1. 1 Introduction In economics, one often observes time series that exhibit different patterns of qualitative behavior, both regular and irregular, symmetric and asymmetric. There exist two different perspectives to explain this kind of behavior within the framework of a dynamical model. The traditional belief is that the time evolution of the series can be explained by a linear dynamic model that is exogenously disturbed by a stochastic process. In that case, the observed irregular behavior is explained by the influence of external random shocks which do not necessarily have an economic...
1. 1 Introduction In economics, one often observes time series that exhibit different patterns of qualitative behavior, both regular and irregular, sy...
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389,98 zł |