Asymptotic Methods In The Theory Of Gaussian Processes And Fields
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Asymptotic Methods in the Theory of Gaussian Processes and Fields
Author | : Vladimir I. Piterbarg |
Publsiher | : American Mathematical Soc. |
Total Pages | : 222 |
Release | : 2012-03-28 |
Genre | : Mathematics |
ISBN | : 9780821883310 |
Download Asymptotic Methods in the Theory of Gaussian Processes and Fields Book in PDF, Epub and Kindle
This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.
Asymptotic Methods in Probability and Statistics with Applications
Author | : N. Balakrishnan,I.A.V.B. Ibragimov,V.B. Nevzorov |
Publsiher | : Springer Science & Business Media |
Total Pages | : 541 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 9781461202097 |
Download Asymptotic Methods in Probability and Statistics with Applications Book in PDF, Epub and Kindle
Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.
Level Sets and Extrema of Random Processes and Fields
Author | : Jean-Marc Azais,Mario Wschebor |
Publsiher | : John Wiley & Sons |
Total Pages | : 407 |
Release | : 2009-02-17 |
Genre | : Mathematics |
ISBN | : 9780470434635 |
Download Level Sets and Extrema of Random Processes and Fields Book in PDF, Epub and Kindle
A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.
The Asymptotic Distribution of Eigenvalues of Partial Differential Operators
Author | : Yu Safarov,D. Vassilev |
Publsiher | : American Mathematical Soc. |
Total Pages | : 372 |
Release | : 1997 |
Genre | : Mathematics |
ISBN | : 0821845772 |
Download The Asymptotic Distribution of Eigenvalues of Partial Differential Operators Book in PDF, Epub and Kindle
This work studies the eigenvalues of elliptic linear boundary value problems. Its main content is a set of asymptotic formulas describing the distribution of eigenvalues with high sequential numbers, providing a basic introduction to mathematical concepts and tools.
Simulation of Stochastic Processes with Given Accuracy and Reliability
Author | : Yuriy V. Kozachenko,Oleksandr O. Pogorilyak,Iryna V. Rozora,Antonina M. Tegza |
Publsiher | : Elsevier |
Total Pages | : 346 |
Release | : 2016-11-22 |
Genre | : Mathematics |
ISBN | : 9780081020852 |
Download Simulation of Stochastic Processes with Given Accuracy and Reliability Book in PDF, Epub and Kindle
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces
Random Fields and Geometry
Author | : R. J. Adler,Jonathan E. Taylor |
Publsiher | : Springer Science & Business Media |
Total Pages | : 455 |
Release | : 2009-01-29 |
Genre | : Mathematics |
ISBN | : 9780387481166 |
Download Random Fields and Geometry Book in PDF, Epub and Kindle
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Sojourns And Extremes of Stochastic Processes
Author | : Simeon Berman |
Publsiher | : CRC Press |
Total Pages | : 315 |
Release | : 2017-07-12 |
Genre | : Mathematics |
ISBN | : 9781351415644 |
Download Sojourns And Extremes of Stochastic Processes Book in PDF, Epub and Kindle
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Gaussian Measures
Author | : Vladimir I. Bogachev |
Publsiher | : American Mathematical Soc. |
Total Pages | : 433 |
Release | : 2015-01-26 |
Genre | : Electronic Book |
ISBN | : 9781470418694 |
Download Gaussian Measures Book in PDF, Epub and Kindle
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.