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Author : Nikolai Leonenko
Release : 2011-09-29
Genre : Mathematics
Kind : eBook
Book Rating : 081/5 ( reviews)
Book Synopsis Limit Theorems for Random Fields with Singular Spectrum by : Nikolai Leonenko
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nikolai Leonenko. This book was released on 2011-09-29. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nicolai Leonenko
Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 071/5 ( reviews)
Book Synopsis Limit Theorems for Random Fields with Singular Spectrum by : Nicolai Leonenko
Download or read book Limit Theorems for Random Fields with Singular Spectrum written by Nicolai Leonenko. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.
Author : Aleksandr Vadimovich Bulinski?
Release : 2007
Genre : Mathematics
Kind : eBook
Book Rating : 401/5 ( reviews)
Book Synopsis Limit Theorems for Associated Random Fields and Related Systems by : Aleksandr Vadimovich Bulinski?
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinski?. This book was released on 2007. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).
Author : Volodymyr Korolyuk
Release : 2014-01-30
Genre : Mathematics
Kind : eBook
Book Rating : 126/5 ( reviews)
Book Synopsis Modern Stochastics and Applications by : Volodymyr Korolyuk
Download or read book Modern Stochastics and Applications written by Volodymyr Korolyuk. This book was released on 2014-01-30. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.
Author : Anatoliy Malyarenko
Release : 2012-10-26
Genre : Mathematics
Kind : eBook
Book Rating : 067/5 ( reviews)
Book Synopsis Invariant Random Fields on Spaces with a Group Action by : Anatoliy Malyarenko
Download or read book Invariant Random Fields on Spaces with a Group Action written by Anatoliy Malyarenko. This book was released on 2012-10-26. Available in PDF, EPUB and Kindle. Book excerpt: The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.
