We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs wit...Loe edasi...
Stochastic analysis tackles randomness in physical systems by blending simulation methods with hands-on problem-solving strategies. It examines key concepts like Markov chains, Gaussian processes, Ito calculus and stochastic differential equations,...Loe edasi...
In this article we provide conditions on the coefficient functions of the stochastic differential equation and on p ? (0, ?) that are sufficient for local Lipschitz continuity in the strong Lp-sense with respect to the initial value and we establish...Loe edasi...
It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs with random coefficients in infinite dimensions; the same problem but in finite dimensions was addressed very recently. This paper is devoted to giving a so...Loe edasi...
Samopriya Basu, Troy Butler, Don Estep, Nishant Panda
Sari: Computational Science and Engineering
(Ilmumisaeg: 31-Mar-2024, Paperback / softback, Kirjastus: Society for Industrial & Applied Mathematics,U.S., ISBN-13: 9781611977813)
Brings together the key elements and applications in a unified presentation aimed at developing intuition; contains an extensive collection of examples that illustrate, explain, and apply the theories; and is supplemented with videos containing comm...Loe edasi...
Provides a comprehensive and self-contained overview of the current state of the theory of characterization problems on locally compact Abelian groups. The book will be useful to everyone with some familiarity of abstract harmonic analysis who is in...Loe edasi...
Artificial neural networks (ANNs) have very successfully been used in numerical simulations for a series of computational problems ranging from image classification/image recognition, speech recognition, time series analysis, game intelligence, and...Loe edasi...
The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its highest c...Loe edasi...
Harmonic analysis is the study of functions by decomposing them into components that are special functions, says Varadhan, and he considers here only those aspects of the vast field that were part of the course he taught at the Courant Institute...Loe edasi...
Arguin presents a textbook for a course introducing stochasticcalculus to advanced undergraduate mathematics students, and tomasters students in financial engineering. His goal is to makestochastic calculus accessible to students and practitione...Loe edasi...
Develops a mathematical theory for finance, based on an intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-...Loe edasi...
Boritchev and Kuksin systematically present the results obtained during the past 20 years for the qualitative study of solutions to the small-viscosity stochastic one-dimensional Burgers equations under periodic boundary conditions, and the appli...Loe edasi...
Keener presents an undergraduate textbook on using mathematics to begin to tell the story of how biological objects do what they do, such as communicate, make structures, make measurements and decisions, and search for food. Focusing on the broad...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...
Working in the area of Ramsey theory and random graphs, Pontiveros, Griffiths, and Morris improve the results of both Bohman and Kim that R(3,k) = T(k2/logk), and follow the triangle-free process all the way to its asymptotic end. This significan...Loe edasi...
We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs wit...Loe edasi...
Considers the nonlinear equation -\frac 1m=z+Sm with a parameter z in the complex upper half plane \mathbb H , where S is a positivity preserving symmetric linear operator acting on bounded functions....Loe edasi...
