ilość książek w kategorii: 211
Markov Processes: An Introduction for Physical Scientists
ISBN: 9780122839559 / Angielski / Twarda / 592 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the singlevariable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.
Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It ...


cena:
246,38 zł 
Markov Chains
ISBN: 9780444864000 / Angielski / Twarda / 373 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for postgraduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated ChaconOrnstein theorem are examined in detail.
The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact... This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and the...


cena:
246,38 zł 
Topics in the Theory of Random Noise, Volume 2
ISBN: 9780677007908 / Angielski / Twarda / 330 str. Termin realizacji zamówienia: ok. 18 dni roboczych. 

cena:
1718,75 zł 
Selfsimilar Processes
ISBN: 9780691096278 / Angielski / Twarda / 128 str. Termin realizacji zamówienia: ok. 812 dni roboczych. The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decaya phenomenon often referred to as longmemory or longrange dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful.... The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, m... 

cena:
280,01 zł 
Probability  Modular Mathematics Series
ISBN: 9780340614266 / Angielski / Miękka / 192 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provides a comprehensive, userfriendly introduction to the subject. The stepbystep approach taken by the author allows students to develop knowledge at their own pace and, by working through the numerous exercises, they are ensured a full understanding of the material before moving on to more advanced sections. Traditional examples of probablistic theory, such as coins and dice, are included but the author has also used many exercises based on...
Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provide...


cena:
158,05 zł 
Probability & Random Variables
ISBN: 9781904275190 / Angielski / Miękka / 344 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound and stimulating introduction to probability theory. The accent is on its essential role in statistical theory and practice, built on the use of illustrative examples and the solution of problems from typical examination papers. Mathematicallyfriendly for first and second year undergraduate students, the book is also a reference source for workers in a wide range of disciplines who are aware that even the simpler aspects of probability theory are...
This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound an...


cena:
221,84 zł 
STOCHASTIC ANALYSIS AND APPLICATIONS
ISBN: 9781590338605 / Angielski / Twarda / 230 str. Termin realizacji zamówienia: ok. 610 dni roboczych. Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of Large Numbers for Weighted Sums of Pairwise Negative Quadrant Dependent Random Variables; The Moduli of Continuity and Large Increments of a Class of Gaussian Processes; Random Walk Tests and Pseudorandom Number Generators; Increments Theory on Gaussian Processes; The Law of Large Numbers for Fuzzy Numbers with Unbounded Supports; On Moduli of Continuity for a TwoParameter Fractional Lvy Brownian Motion on Rectangles; Total Occupation Times for...
Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of ...


cena:
577,53 zł 
Distributions in Stochastic Network Models
ISBN: 9781604561432 / Angielski / Twarda / 75 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.
Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.


cena:
491,77 zł 
INTRODUCTION TO BRANCHING MEASUREVALUED PROCESSES
ISBN: 9780821802694 / Angielski / Miękka / 134 str. Termin realizacji zamówienia: ok. 22 dni roboczych. For about half a century, two classes of stochastic processes  Gaussian processes and processes with independent increments  have played an important role in the development of stochastic analysis and its applications. During the last decade of the 20th century, a third class  branching measurevalued (BMV) processes  was also the subject of much research.
For about half a century, two classes of stochastic processes  Gaussian processes and processes with independent increments  have played an importan...


cena:
339,42 zł 
Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
ISBN: 9780521876070 / Angielski / Twarda / 670 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, FreidlinWentzell theory, the StroockVaradhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (WongZakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and...
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic ana...


cena:
414,28 zł 
An Introduction to Stochastic Modeling
ISBN: 9780123814166 / Angielski / Twarda / 563 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to... Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, ... 

cena:
364,17 zł 
Stochastic Analysis, Stochastic Systems, and Applications to Finance
ISBN: 9789814355704 / Angielski / Twarda / 272 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some uptodate applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading...
This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the ...


cena:
419,50 zł 
Introduction to Stochastic Calculus with Applications
ISBN: 9781848168312 / Angielski / Twarda / 438 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus...
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. I...


cena:
425,80 zł 
Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes
ISBN: 9789814366366 / Angielski / Twarda / 316 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process — covering the classical WienerIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph...
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental proce...


cena:
419,50 zł 
Nonparametric Statistical Methods and Related Topics: A Festschrift in Honor of Professor P K Bhattacharya on the Occasion of His 80th Birthday
ISBN: 9789814366564 / Angielski / Twarda / 480 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Professor Bhattacharya has published on research. Topics of special interest include nonparametric inference, nonparametric curve fitting, linear model theory, Bayesian nonparametrics, change point problems, time series analysis and asymptotic theory.
This volume presents stateoftheart research in statistical theory, with an emphasis on nonparametric inference, linear model theory, time series analysis and asymptotic theory. It will serve as a... This volume consists of 22 research papers by leading researchers in Probability and Statistics. Many of the papers are focused on themes that Profess...


cena:
615,80 zł 
Stochastic Differential Equations and Diffusion Processes
ISBN: 9780444861726 / Angielski / Twarda / 572 str. Termin realizacji zamówienia: ok. 1618 dni roboczych. 

cena:
135,89 zł 
Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott
ISBN: 9789814383301 / Angielski / Twarda / 604 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Consists of a series of peerreviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. This book is of interest to researchers and practitioners.
Consists of a series of peerreviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical financ...


cena:
719,12 zł 
Introduction to Stochastic Analysis: Integrals and Differential Equations
ISBN: 9781848213111 / Angielski / Twarda / 276 str. Termin realizacji zamówienia: ok. 812 dni roboczych. This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naive stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion...
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from stu...


cena:
393,93 zł 
Introduction to Stochastic Processes
ISBN: 9780486497976 / Angielski / Miękka / 416 str. Termin realizacji zamówienia: ok. 1618 dni roboczych. This clear presentation of the most fundamental models of random phenomena employs methods that recognize computerrelated aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines.
Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes,... This clear presentation of the most fundamental models of random phenomena employs methods that recognize computerrelated aspects of theory. The text...


cena:
100,86 zł 
Stochastic Models for Learning
ISBN: 9781614273196 / Angielski / Miękka / 382 str. Termin realizacji zamówienia: ok. 1618 dni roboczych. 2012 Reprint of 1955 Edition. Exact facsimile of the original edition, not reproduced with Optical Recognition Software. A stochastic process is one in which the probabilities of a set of events keep changing with time. Bush and Mosteller make use of the mathematical techniques developed for the study of such processes in building a theory of learning and then apply the theory to explain the results of several learning experiments. Contents: Part I: The mathematical system and the general model  1. The basic model  2. Stimulus sampling and conditioning  3. Sequences of events  4....
2012 Reprint of 1955 Edition. Exact facsimile of the original edition, not reproduced with Optical Recognition Software. A stochastic process is one i...


cena:
91,08 zł 