Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer...Loe edasi...
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not—and that is the competitive edge these books offer...Loe edasi...
This book extends the local central limit theorem to Markov chains whose state spaces and transition probabilities are allowed to change in time. Such chains are used to model Markovian systems depending on external time-dependent parameters. The boo...Loe edasi...
Sari: Encyclopedia of Mathematics and its Applications
(Ilmumisaeg: 30-Jun-2022, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781009098441)
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This m...Loe edasi...
In this monograph we consider the general setting of conformal graph directed Markov systems modeled by countable state symbolic subshifts of finite type. We deal with two classes of such systems: attracting and parabolic. The latter being treated b...Loe edasi...
Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distri...Loe edasi...
After establishing the construction for random matrices, Male defines the traffic distribution of random matrices, which is richer than the *-distribution of free probability. She shows how the knowledge of the individual traffic distributions of...Loe edasi...
Bobkov and Ledoux provide an in-dept investigation of the orders of growth of Kantorovich transport distances for one-dimensional empirical measures. Among the topics are generalities on Kantorovich transport distances, the Kantorovich distance W...Loe edasi...
(Ilmumisaeg: 25-Oct-2019, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811212826)
Presenting a unified approach to strong limit theorems, an important part of probability and statistics, Frolov shows how previous results are partial cases of general laws, which he calls universal strong laws. He covers strong laws and large de...Loe edasi...
Helping students develop a good understanding of asymptotic theory, Introduction to Statistical Limit Theory provides a thorough yet accessible treatment of common modes of convergence and their related tools used in statistics. I...Loe edasi...
Using the asymptotic analysis of Dyson-Schwinger (or loop) equations, Guionnet deals with strongly interacting systems of large numbers in which the interaction overcomes entropy. More specifically, she shows how to use these techniques to derive...Loe edasi...
(Ilmumisaeg: 30-May-2018, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789813235007)
The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of probability theory, such as central, local and Po...Loe edasi...
Celebrating the 50th anniversary of one of the most classical models in probability theory, Aufflinger, Damron, and Hanson describe the main results of first-passage percolation, paying special attention to the recent burst of developments. They...Loe edasi...
Like the 2012 graduate course on which it is based, the book considers three sets of examples of large deviations in mathematics. One is diffusions with small noise and the exit problem. Another is the large time behavior of Markov processes and...Loe edasi...
This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut dÉtudes Scientifiques de Cargèse (IESC) in Corsica, France.High Dimensional Probability (HDP) is an area of mathematics that includes the s...Loe edasi...
(Ilmumisaeg: 25-Jun-2015, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319183282)
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. St...Loe edasi...
Marc Hallin, David M. Mason, Dietmar Pfeifer, Josef G. Steinebach
(Ilmumisaeg: 16-Apr-2015, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319124414)
This Festschrift in honor of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from i...Loe edasi...
Peter Eichelsbacher, Guido Elsner, Holger Kösters, Matthias Löwe, Franz Merkl, Silke Rolles
Sari: Springer Proceedings in Mathematics & Statistics
(Ilmumisaeg: 08-Feb-2015, Paperback / softback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783642433962)
?Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random mat...Loe edasi...
