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Biblioteca

MARC Lista (tabellare)
A Kalman filter primer / / R.L. Eubank
A Kalman filter primer / / R.L. Eubank
Autore Eubank R. L (Randy L.)
Edizione [1st ed.]
Pubbl/distr/stampa Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006
Descrizione fisica 1 online resource (199 p.)
Disciplina 519.2/3
Collana Statistics, textbooks and monographs
Soggetto topico Kalman filtering
ISBN 0-429-11759-0
1-281-32617-8
9786611326173
1-4200-2867-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto chapter 1 Signal-Plus-Noise Models -- chapter 2 The Fundamental Covariance Structure -- chapter 3 Recursions for L and L−1 -- chapter 4 Forward Recursions -- chapter 5 Smoothing -- chapter 6 Initialization -- chapter 7 Normal Priors -- chapter 8 A General State-Space Model.
Record Nr. UNINA-9910811380703321
Eubank R. L (Randy L.)  
Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Level sets and extrema of random processes and fields [[electronic resource] /] / Jean-Marc Azaïs, Mario Wschebor
Level sets and extrema of random processes and fields [[electronic resource] /] / Jean-Marc Azaïs, Mario Wschebor
Autore Azaïs Jean-Marc <1957->
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2009
Descrizione fisica 1 online resource (407 p.)
Disciplina 519.2/3
Altri autori (Persone) WscheborMario
Soggetto topico Gaussian processes
Level set methods
Random fields
Stochastic processes
ISBN 1-282-68723-9
9786612687235
0-470-43464-3
0-470-43463-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto LEVEL SETS AND EXTREMA OF RANDOM PROCESSES AND FIELDS; CONTENTS; PREFACE; INTRODUCTION; 1 CLASSICAL RESULTS ON THE REGULARITY OF PATHS; 1.1 Kolmogorov's Extension Theorem; 1.2 Reminder on the Normal Distribution; 1.3 0-1 Law for Gaussian Processes; 1.4 Regularity of Paths; Exercises; 2 BASIC INEQUALITIES FOR GAUSSIAN PROCESSES; 2.1 Slepian Inequalities; 2.2 Ehrhard's Inequality; 2.3 Gaussian Isoperimetric Inequality; 2.4 Inequalities for the Tails of the Distribution of the Supremum; 2.5 Dudley's Inequality; Exercises; 3 CROSSINGS AND RICE FORMULAS FOR ONE-DIMENSIONAL PARAMETER PROCESSES
3.1 Rice Formulas3.2 Variants and Examples; Exercises; 4 SOME STATISTICAL APPLICATIONS; 4.1 Elementary Bounds for P{M >u}; 4.2 More Detailed Computation of the First Two Moments; 4.3 Maximum of the Absolute Value; 4.4 Application to Quantitative Gene Detection; 4.5 Mixtures of Gaussian Distributions; Exercises; 5 THE RICE SERIES; 5.1 The Rice Series; 5.2 Computation of Moments; 5.3 Numerical Aspects of the Rice Series; 5.4 Processes with Continuous Paths; 6 RICE FORMULAS FOR RANDOM FIELDS; 6.1 Random Fields from R(d) to R(d); 6.2 Random Fields from R(d) to R(d ́), d > d ́; Exercises
7 REGULARITY OF THE DISTRIBUTION OF THE MAXIMUM7.1 Implicit Formula for the Density of the Maximum; 7.2 One-Parameter Processes; 7.3 Continuity of the Density of the Maximum of Random Fields; Exercises; 8 THE TAIL OF THE DISTRIBUTION OF THE MAXIMUM; 8.1 One-Dimensional Parameter: Asymptotic Behavior of the Derivatives of F(M); 8.2 An Application to Unbounded Processes; 8.3 A General Bound for p(M); 8.4 Computing (x) for Stationary Isotropic Gaussian Fields; 8.5 Asymptotics as x +; 8.6 Examples; Exercises; 9 THE RECORD METHOD; 9.1 Smooth Processes with One-Dimensional Parameters
9.2 Nonsmooth Gaussian Processes9.3 Two-Parameter Gaussian Processes; Exercises; 10 ASYMPTOTIC METHODS FOR AN INFINITE TIME HORIZON; 10.1 Poisson Character of High Up-Crossings; 10.2 Central Limit Theorem for Nonlinear Functionals; Exercises; 11 GEOMETRIC CHARACTERISTICS OF RANDOM SEA WAVES; 11.1 Gaussian Model for an Infinitely Deep Sea; 11.2 Some Geometric Characteristics of Waves; 11.3 Level Curves, Crests, and Velocities for Space Waves; 11.4 Real Data; 11.5 Generalizations of the Gaussian Model; Exercises; 12 SYSTEMS OF RANDOM EQUATIONS; 12.1 The Shub-Smale Model
12.2 More General Models12.3 Noncentered Systems (Smoothed Analysis); 12.4 Systems Having a Law Invariant Under Orthogonal Transformations and Translations; 13 RANDOM FIELDS AND CONDITION NUMBERS OF RANDOM MATRICES; 13.1 Condition Numbers of Non-Gaussian Matrices; 13.2 Condition Numbers of Centered Gaussian Matrices; 13.3 Noncentered Gaussian Matrices; REFERENCES AND SUGGESTED READING; NOTATION; INDEX
Record Nr. UNINA-9910145955303321
Azaïs Jean-Marc <1957->  
Hoboken, N.J., : Wiley, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Level sets and extrema of random processes and fields [[electronic resource] /] / Jean-Marc Azaïs, Mario Wschebor
Level sets and extrema of random processes and fields [[electronic resource] /] / Jean-Marc Azaïs, Mario Wschebor
Autore Azaïs Jean-Marc <1957->
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2009
Descrizione fisica 1 online resource (407 p.)
Disciplina 519.2/3
Altri autori (Persone) WscheborMario
Soggetto topico Gaussian processes
Level set methods
Random fields
Stochastic processes
ISBN 1-282-68723-9
9786612687235
0-470-43464-3
0-470-43463-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto LEVEL SETS AND EXTREMA OF RANDOM PROCESSES AND FIELDS; CONTENTS; PREFACE; INTRODUCTION; 1 CLASSICAL RESULTS ON THE REGULARITY OF PATHS; 1.1 Kolmogorov's Extension Theorem; 1.2 Reminder on the Normal Distribution; 1.3 0-1 Law for Gaussian Processes; 1.4 Regularity of Paths; Exercises; 2 BASIC INEQUALITIES FOR GAUSSIAN PROCESSES; 2.1 Slepian Inequalities; 2.2 Ehrhard's Inequality; 2.3 Gaussian Isoperimetric Inequality; 2.4 Inequalities for the Tails of the Distribution of the Supremum; 2.5 Dudley's Inequality; Exercises; 3 CROSSINGS AND RICE FORMULAS FOR ONE-DIMENSIONAL PARAMETER PROCESSES
3.1 Rice Formulas3.2 Variants and Examples; Exercises; 4 SOME STATISTICAL APPLICATIONS; 4.1 Elementary Bounds for P{M >u}; 4.2 More Detailed Computation of the First Two Moments; 4.3 Maximum of the Absolute Value; 4.4 Application to Quantitative Gene Detection; 4.5 Mixtures of Gaussian Distributions; Exercises; 5 THE RICE SERIES; 5.1 The Rice Series; 5.2 Computation of Moments; 5.3 Numerical Aspects of the Rice Series; 5.4 Processes with Continuous Paths; 6 RICE FORMULAS FOR RANDOM FIELDS; 6.1 Random Fields from R(d) to R(d); 6.2 Random Fields from R(d) to R(d ́), d > d ́; Exercises
7 REGULARITY OF THE DISTRIBUTION OF THE MAXIMUM7.1 Implicit Formula for the Density of the Maximum; 7.2 One-Parameter Processes; 7.3 Continuity of the Density of the Maximum of Random Fields; Exercises; 8 THE TAIL OF THE DISTRIBUTION OF THE MAXIMUM; 8.1 One-Dimensional Parameter: Asymptotic Behavior of the Derivatives of F(M); 8.2 An Application to Unbounded Processes; 8.3 A General Bound for p(M); 8.4 Computing (x) for Stationary Isotropic Gaussian Fields; 8.5 Asymptotics as x +; 8.6 Examples; Exercises; 9 THE RECORD METHOD; 9.1 Smooth Processes with One-Dimensional Parameters
9.2 Nonsmooth Gaussian Processes9.3 Two-Parameter Gaussian Processes; Exercises; 10 ASYMPTOTIC METHODS FOR AN INFINITE TIME HORIZON; 10.1 Poisson Character of High Up-Crossings; 10.2 Central Limit Theorem for Nonlinear Functionals; Exercises; 11 GEOMETRIC CHARACTERISTICS OF RANDOM SEA WAVES; 11.1 Gaussian Model for an Infinitely Deep Sea; 11.2 Some Geometric Characteristics of Waves; 11.3 Level Curves, Crests, and Velocities for Space Waves; 11.4 Real Data; 11.5 Generalizations of the Gaussian Model; Exercises; 12 SYSTEMS OF RANDOM EQUATIONS; 12.1 The Shub-Smale Model
12.2 More General Models12.3 Noncentered Systems (Smoothed Analysis); 12.4 Systems Having a Law Invariant Under Orthogonal Transformations and Translations; 13 RANDOM FIELDS AND CONDITION NUMBERS OF RANDOM MATRICES; 13.1 Condition Numbers of Non-Gaussian Matrices; 13.2 Condition Numbers of Centered Gaussian Matrices; 13.3 Noncentered Gaussian Matrices; REFERENCES AND SUGGESTED READING; NOTATION; INDEX
Record Nr. UNINA-9910826818803321
Azaïs Jean-Marc <1957->  
Hoboken, N.J., : Wiley, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling and analysis of stochastic systems / / Vidyadhar G. Kulkarni, Department of Statistics and Operations Research University of North Carolina at Chapel Hill, USA
Modeling and analysis of stochastic systems / / Vidyadhar G. Kulkarni, Department of Statistics and Operations Research University of North Carolina at Chapel Hill, USA
Autore Kulkarni Vidyadhar G.
Edizione [Third edition.]
Pubbl/distr/stampa Boca Raton : , : CRC Press, , [2017]
Descrizione fisica 1 online resource (606 pages) : illustrations
Disciplina 519.2/3
Collana Chapman & hall/CRC texts in statistical science series
Soggetto topico Stochastic processes
Stochastic systems
ISBN 1-4987-5672-7
1-315-36791-2
1-4987-5662-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. Discrete-time Markov chains : transient behavior -- 3. Discrete-time Markov chains : first passage times -- 4. Discrete-time Markov chains : limiting behavior -- 5. Poisson processes -- 6. Continous-time Markov chains -- 7. Queueing models -- 8. Renewal processes -- 9. Markov regenerative processes -- 10. Diffusion processes.
Record Nr. UNINA-9910151704103321
Kulkarni Vidyadhar G.  
Boca Raton : , : CRC Press, , [2017]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A modern theory of random variation [[electronic resource] ] : with applications in stochastic calculus, financial mathematics, and Feynman integration / / Patrick Muldowney
A modern theory of random variation [[electronic resource] ] : with applications in stochastic calculus, financial mathematics, and Feynman integration / / Patrick Muldowney
Autore Muldowney P (Patrick), <1946->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2012
Descrizione fisica 1 online resource (545 p.)
Disciplina 519.2/3
Soggetto topico Random variables
Calculus of variations
Path integrals
Mathematical analysis
ISBN 1-118-34594-0
1-118-34595-9
1-283-83500-2
1-118-34592-4
Classificazione MAT034000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto A Modern Theory of Random Variation: With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration; Contents; Preface; Symbols; 1 Prologue; 1.1 About This Book; 1.2 About the Concepts; 1.3 About the Notation; 1.4 Riemann, Stieltjes, and Burkill Integrals; 1.5 The -Complete Integrals; 1.6 Riemann Sums in Statistical Calculation; 1.7 Random Variability; 1.8 Contingent and Elementary Forms; 1.9 Comparison With Axiomatic Theory; 1.10 What Is Probability?; 1.11 Joint Variability; 1.12 Independence; 1.13 Stochastic Processes; 2 Introduction
2.1 Riemann Sums in Integration2.2 The -Complete Integrals in Domain ]0,1]; 2.3 Divisibility of the Domain ]0,1]; 2.4 Fundamental Theorem of Calculus; 2.5 What Is Integrability?; 2.6 Riemann Sums and Random Variability; 2.7 How to Integrate a Function; 2.8 Extension of the Lebesgue Integral; 2.9 Riemann Sums in Basic Probability; 2.10 Variation and Outer Measure; 2.11 Outer Measure and Variation in [0,1]; 2.12 The Henstock Lemma; 2.13 Unbounded Sample Spaces; 2.14 Cauchy Extension of the Riemann Integral; 2.15 Integrability on ]0,(infinity)[; 2.16 ""Negative Probability""
2.17 Henstock Integration in Rn2.18 Conclusion; 3 Infinite-Dimensional Integration; 3.1 Elements of Infinite-Dimensional Domain; 3.2 Partitions of RT; 3.3 Regular Partitions of RT; 3.4 δ-Fine Partially Regular Partitions; 3.5 Binary Partitions of RT; 3.6 Riemann Sums in RT; 3.7 Integrands in RT; 3.8 Definition of the Integral in RT; 3.9 Integrating Functions in RT; 4 Theory of the Integral; 4.1 The Henstock Integral; 4.2 Gauges for RT; 4.3 Another Integration System in RT; 4.4 Validation of Gauges in RT; 4.5 The Burkill-Complete Integral in RT; 4.6 Basic Properties of the Integral
5.10 Introduction to Central Limit Theorem5.11 Proof of Central Limit Theorem; 5.12 Probability Symbols; 5.13 Measurability and Probability; 5.14 The Calculus of Probabilities; 6 Gaussian Integrals; 6.1 Fresnel's Integral; 6.2 Evaluation of Fresnel's Integral; 6.3 Fresnel's Integral in Finite Dimensions; 6.4 Fresnel Distribution Function in Rn; 6.5 Infinite-Dimensional Fresnel Integral; 6.6 Integrability on RT; 6.7 The Fresnel Function Is VBG*; 6.8 Incremental Fresnel Integral; 6.9 Fresnel Continuity Properties; 7 Brownian Motion; 7.1 c-Brownian Motion; 7.2 Brownian Motion With Drift
7.3 Geometric Brownian Motion
Record Nr. UNINA-9910141367303321
Muldowney P (Patrick), <1946->  
Hoboken, N.J., : Wiley, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Autore Boyarchenko Svetlana I
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, 2002
Descrizione fisica 1 online resource (421 p.)
Disciplina 519.2/3
Altri autori (Persone) LevendorskiĭSerge <1951->
Collana Advanced series on statistical science & applied probability
Soggetto topico Finance - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 981-277-748-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; 0.0.1 General notation ; Chapter 1 Introduction ; 1.1 The Gaussian Merton-Black-Scholes theory ; 1.2 Regular Levy Processes of Exponential type ; 1.3 Pricing of contingent claims ; 1.4 The Generalized Black-Scholes equation
1.5 Analytical methods used in the book 1.6 An overview of the results covered in the book ; 1.7 Commentary ; Chapter 2 Levy processes ; 2.1 Basic notation and definitions ; 2.2 Levy processes: general definitions ; 2.3 Levy processes as Markov processes
2.4 Boundary value problems for the Black-Scholes-type equation 2.5 Commentary ; Chapter 3 Regular Levy Processes of Exponential type in 1D ; 3.1 Model Classes ; 3.2 Two definitions of Regular Levy Processes of Exponential type
3.3 Properties of the characteristic exponents and probability densities of RLPE 3.4 Properties of the infinitesimal generators ; 3.5 A ""naive approach"" to the construction of RLPE or why they are natural from the point of view of the theory of PDO ; 3.6 The Wiener-Hopf factorization
Chapter 4 Pricing and hedging of contingent claims of European type 4.1 Equivalent Martingale Measures in a Levy market ; 4.2 Pricing of European options and the generalized Black-Scholes formula
4.3 Generalized Black-Scholes equation and its properties for different RLPE and different choices of EMM and implications for parameter fitting
Record Nr. UNINA-9910458420103321
Boyarchenko Svetlana I  
Singapore ; ; River Edge, NJ, : World Scientific, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Autore Boyarchenko Svetlana I
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, 2002
Descrizione fisica 1 online resource (421 p.)
Disciplina 519.2/3
Altri autori (Persone) LevendorskiĭSerge <1951->
Collana Advanced series on statistical science & applied probability
Soggetto topico Finance - Mathematical models
ISBN 981-277-748-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; 0.0.1 General notation ; Chapter 1 Introduction ; 1.1 The Gaussian Merton-Black-Scholes theory ; 1.2 Regular Levy Processes of Exponential type ; 1.3 Pricing of contingent claims ; 1.4 The Generalized Black-Scholes equation
1.5 Analytical methods used in the book 1.6 An overview of the results covered in the book ; 1.7 Commentary ; Chapter 2 Levy processes ; 2.1 Basic notation and definitions ; 2.2 Levy processes: general definitions ; 2.3 Levy processes as Markov processes
2.4 Boundary value problems for the Black-Scholes-type equation 2.5 Commentary ; Chapter 3 Regular Levy Processes of Exponential type in 1D ; 3.1 Model Classes ; 3.2 Two definitions of Regular Levy Processes of Exponential type
3.3 Properties of the characteristic exponents and probability densities of RLPE 3.4 Properties of the infinitesimal generators ; 3.5 A ""naive approach"" to the construction of RLPE or why they are natural from the point of view of the theory of PDO ; 3.6 The Wiener-Hopf factorization
Chapter 4 Pricing and hedging of contingent claims of European type 4.1 Equivalent Martingale Measures in a Levy market ; 4.2 Pricing of European options and the generalized Black-Scholes formula
4.3 Generalized Black-Scholes equation and its properties for different RLPE and different choices of EMM and implications for parameter fitting
Record Nr. UNINA-9910784870003321
Boyarchenko Svetlana I  
Singapore ; ; River Edge, NJ, : World Scientific, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Non-Gaussian Merton-Black-Scholes theory [[electronic resource] /] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Autore Boyarchenko Svetlana I
Edizione [1st ed.]
Pubbl/distr/stampa Singapore ; ; River Edge, NJ, : World Scientific, 2002
Descrizione fisica 1 online resource (421 p.)
Disciplina 519.2/3
Altri autori (Persone) LevendorskiĭSerge <1951->
Collana Advanced series on statistical science & applied probability
Soggetto topico Finance - Mathematical models
ISBN 981-277-748-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; 0.0.1 General notation ; Chapter 1 Introduction ; 1.1 The Gaussian Merton-Black-Scholes theory ; 1.2 Regular Levy Processes of Exponential type ; 1.3 Pricing of contingent claims ; 1.4 The Generalized Black-Scholes equation
1.5 Analytical methods used in the book 1.6 An overview of the results covered in the book ; 1.7 Commentary ; Chapter 2 Levy processes ; 2.1 Basic notation and definitions ; 2.2 Levy processes: general definitions ; 2.3 Levy processes as Markov processes
2.4 Boundary value problems for the Black-Scholes-type equation 2.5 Commentary ; Chapter 3 Regular Levy Processes of Exponential type in 1D ; 3.1 Model Classes ; 3.2 Two definitions of Regular Levy Processes of Exponential type
3.3 Properties of the characteristic exponents and probability densities of RLPE 3.4 Properties of the infinitesimal generators ; 3.5 A ""naive approach"" to the construction of RLPE or why they are natural from the point of view of the theory of PDO ; 3.6 The Wiener-Hopf factorization
Chapter 4 Pricing and hedging of contingent claims of European type 4.1 Equivalent Martingale Measures in a Levy market ; 4.2 Pricing of European options and the generalized Black-Scholes formula
4.3 Generalized Black-Scholes equation and its properties for different RLPE and different choices of EMM and implications for parameter fitting
Record Nr. UNINA-9910819457803321
Boyarchenko Svetlana I  
Singapore ; ; River Edge, NJ, : World Scientific, 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Normal approximations with Malliavin calculus : from Stein's method to universality / / Ivan Nourdin, Giovanni Peccati [[electronic resource]]
Normal approximations with Malliavin calculus : from Stein's method to universality / / Ivan Nourdin, Giovanni Peccati [[electronic resource]]
Autore Nourdin Ivan
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2012
Descrizione fisica 1 online resource (xiv, 239 pages) : digital, PDF file(s)
Disciplina 519.2/3
Collana Cambridge tracts in mathematics
Soggetto topico Approximation theory
Malliavin calculus
ISBN 1-107-23077-2
1-280-87800-2
1-139-37878-3
9786613719317
1-139-37592-X
1-139-08465-8
1-139-38021-4
1-139-37193-2
1-139-37735-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Malliavin operators in the one-dimensional case -- Malliavin operators and isonormal Gaussian processes -- Stein's method for one-dimensional normal approximations -- Multidimensional Stein's method -- Stein meets Malliavin : univariate normal approximations -- Multivariate normal approximations -- Exploring the Breuer-Major theorem -- Computation of cumulants -- Exact asymptotics and optimal rates -- Density estimates -- Homogeneous sums and universality -- Gaussian elements, cumulants and Edgeworth expansions -- Hilbert space notation -- Distances between probability measures -- Fractional Brownian motion -- Some results from functional analysis.
Record Nr. UNINA-9910462049403321
Nourdin Ivan  
Cambridge : , : Cambridge University Press, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Normal approximations with Malliavin calculus : from Stein's method to universality / / Ivan Nourdin, Giovanni Peccati [[electronic resource]]
Normal approximations with Malliavin calculus : from Stein's method to universality / / Ivan Nourdin, Giovanni Peccati [[electronic resource]]
Autore Nourdin Ivan
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2012
Descrizione fisica 1 online resource (xiv, 239 pages) : digital, PDF file(s)
Disciplina 519.2/3
Collana Cambridge tracts in mathematics
Soggetto topico Approximation theory
Malliavin calculus
ISBN 1-107-23077-2
1-280-87800-2
1-139-37878-3
9786613719317
1-139-37592-X
1-139-08465-8
1-139-38021-4
1-139-37193-2
1-139-37735-3
Classificazione MAT029000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Malliavin operators in the one-dimensional case -- Malliavin operators and isonormal Gaussian processes -- Stein's method for one-dimensional normal approximations -- Multidimensional Stein's method -- Stein meets Malliavin : univariate normal approximations -- Multivariate normal approximations -- Exploring the Breuer-Major theorem -- Computation of cumulants -- Exact asymptotics and optimal rates -- Density estimates -- Homogeneous sums and universality -- Gaussian elements, cumulants and Edgeworth expansions -- Hilbert space notation -- Distances between probability measures -- Fractional Brownian motion -- Some results from functional analysis.
Record Nr. UNINA-9910790340903321
Nourdin Ivan  
Cambridge : , : Cambridge University Press, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui