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Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes
ilość książek w kategorii: 462
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Stochastic Neutron Transport
ISBN: 9783031395482 / Angielski / Miękka Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked relationship, the authors provide readers an entry point into several active areas, particularly applications related to general radiation transport. Cutting-edge research published in recent years is collected here for convenient reference. Organized into two parts, the first offers a modern perspective on the relationship between the neutron branching process (NBP) and the neutron transport equation (NTE), as well... This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing... |
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497,71 zł |
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Principles of Nonlinear Filtering Theory
ISBN: 9783031776830 / Angielski Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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248,84 zł |
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets
ISBN: 9783031403699 / Angielski / Miękka Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton approach from interest rate theory is adopted and extended into an infinite-dimensional framework, allowing for flexible modeling of price stochasticity across time and along the term structure curve. Various models are introduced based on stochastic partial differential...
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to mod...
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497,71 zł |
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Probability and Measure Theory
ISBN: 9780120652020 / Angielski / Twarda / 516 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics...
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455,16 zł |
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Quantum Probability
ISBN: 9780123053404 / Angielski / Twarda / 316 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Quantum probability is a subtle blend of quantum mechanics and classical probability theory. Its important ideas can be traced to the pioneering work of Richard Feynman in his path integral formalism.
Only recently have the concept and ideas of quantum probability been presented in a rigorous axiomatic framework, and this book provides a coherent and comprehensive exposition of this approach. It gives a unified treatment of operational statistics, generalized measure theory and the path integral formalism that can only be found in scattered research articles. The first two chapters... Quantum probability is a subtle blend of quantum mechanics and classical probability theory. Its important ideas can be traced to the pioneering work ...
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1615,14 zł |
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Dynamic Random Walks: Theory and Applications
ISBN: 9780444527356 / Angielski / Twarda / 266 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary ). - New probabilistic model, new results in probability theory
- Original applications in computer science - Applications in mathematical physics - Applications in finance The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in c...
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668,05 zł |
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Introduction to the Numerical Solution of Markov Chains
ISBN: 9780691036991 / Angielski / Twarda / 568 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual... A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications... |
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734,64 zł |
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Introduction to Ergodic Theory
ISBN: 9780691081823 / Angielski / Miękka / 152 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Based on lectures in Erevan, this exposition of ergodic theory contains a rich collection of examples well chosen to introduce the reader to the main themes of the subject. Topics discussed include existence of invariant measures, geodesic flows on Riemannian manifolds, ergodic theory of an ideal gas, and entropy of dynamical systems. Based on lectures in Erevan, this exposition of ergodic theory contains a rich collection of examples well chosen to introduce the reader to the ma... |
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372,65 zł |
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Markov Processes from K. Itô's Perspective (Am-155)
ISBN: 9780691115436 / Angielski / Miękka / 288 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed... Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Fel... |
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436,53 zł |
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Stochastic Models for Carcinogenesis
ISBN: 9780824784270 / Angielski / Twarda / 264 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well as extensive bibliographies of cancer biology and in-depth mathematical analyses for each of the models. May be used as a reference for courses on st
An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well...
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809,17 zł |
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Stochastic Processes : Estimation, Optimisation and Analysis
ISBN: 9781903996553 / Angielski / Twarda / 332 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process - estimation, optimisation and recursive logarithms - in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes...
A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining ...
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859,75 zł |
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Quantum Probability and Related Topics: Qp-Pq (Volume VII)
ISBN: 9789810210113 / Angielski / Twarda / 388 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Continues the studies in quantum probability and related topics.
Continues the studies in quantum probability and related topics.
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647,34 zł |
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Quantum Probability and Related Topics: Qp-Pq (Volume VII)
ISBN: 9789810219796 / Angielski / Miękka / 388 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Quantum Probability and Related Topics is a series of volumes based on materials discussed in the various QP conferences. It aims at providing an update on the rapidly growing field of classical probability, quantum physics and functional analysis.
Quantum Probability and Related Topics is a series of volumes based on materials discussed in the various QP conferences. It aims at providing an upda...
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359,07 zł |
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Cooperative Effects in Stochastic Models
ISBN: 9781594542527 / Angielski / Twarda / 180 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A monograph that is devoted to an investigation of co-operative effects in stochastic models. The main object of this monograph is an analysis of an influence of a stochastic model structure on its characteristics.
A monograph that is devoted to an investigation of co-operative effects in stochastic models. The main object of this monograph is an analysis of an i...
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986,13 zł |
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Probability and Statistical Inference: From Basic Principles to Advanced Models
ISBN: 9781584889397 / Angielski / Twarda / 424 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Modelling, Inference and Data Analysis brings together key topics in mathematical statistics and presents them in a rigorous yet accessible manner. It covers aspects of probability, distribution theory and random processes that are fundamental to a proper understanding of inference. The book also discusses the properties of estimators constructed from a random sample of ends, with sections on methods for estimating parameters in time series models and computationally intensive inferential techniques. The text challenges and excites the more mathematically able students while providing...
Modelling, Inference and Data Analysis brings together key topics in mathematical statistics and presents them in a rigorous yet accessible man...
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581,60 zł |
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Quantum Probability and Related Topics: Qp-Pq (Volume VI)
ISBN: 9789810207168 / Angielski / Miękka / 532 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains several surveys of important developments in quantum probability. The new type of quantum central limit theorems, based on the notion of free independence rather than the usual Boson or Fermion independence is discussed. A surprising result is that the role of the Gaussian for this new type of independence is played by the Wigner distribution. This motivated the introduction of new type of quantum independent increments noise, the free noise and the corresponding stochastic calculus. A further generalization, the q-noises, is discussed. The free stochastic calculus is...
This volume contains several surveys of important developments in quantum probability. The new type of quantum central limit theorems, based on the no...
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505,73 zł |
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Engineering Quantum Mechanics
ISBN: 9780470107638 / Angielski / Twarda / 314 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. There has been growing interest in the model of semiconductor lasers with non-Markovian relaxation. Introducing senior and graduate students and research scientists to quantum mechanics concepts, which are becoming an essential tool in modern engineering, Engineering Quantum Mechanics develops a non-Markovian model for the optical gain of semiconductor, taking into account the rigorous electronic band-structure and the non-Markovian relaxation using the quantum statistical reduced-density operator formalism. Example programs based on Fortran 77 are provided for band-structures of...
There has been growing interest in the model of semiconductor lasers with non-Markovian relaxation. Introducing senior and graduate students and resea...
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675,82 zł |
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Quantum Probability and Related Topics - Proceedings of the 30th Conference
ISBN: 9789814338738 / Angielski / Twarda / 340 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains current work at the frontiers of research in quantum probability, infinite dimensional stochastic analysis, quantum information and statistics. It presents a carefully chosen collection of articles by experts to highlight the latest developments in those fields. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians.
This volume contains current work at the frontiers of research in quantum probability, infinite dimensional stochastic analysis, quantum information a...
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606,88 zł |
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Hedging Derivatives
ISBN: 9789814338790 / Angielski / Twarda / 244 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential Levy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options....
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of ...
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cena:
394,47 zł |
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Statistical Methods for Stochastic Differential Equations
ISBN: 9781439849408 / Angielski / Twarda / 507 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes... The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research tren... |
cena:
556,31 zł |
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