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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-9910818152303321 |
Nourdin Ivan
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| Cambridge : , : Cambridge University Press, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability, statistics, and stochastic processes / / Peter Olofsson, Mikael Andersson
| Probability, statistics, and stochastic processes / / Peter Olofsson, Mikael Andersson |
| Autore | Olofsson Peter <1963-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2012 |
| Descrizione fisica | 1 online resource (574 p.) |
| Disciplina |
519.2
519.2/3 519.23 |
| Altri autori (Persone) | AnderssonMikael |
| Soggetto topico |
Stochastic processes
Probabilities Mathematical statistics |
| ISBN |
1-280-59245-1
9786613622280 1-118-23129-5 1-118-23130-9 |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
PROBABILITY, STATISTICS, AND STOCHASTIC PROCESSES; CONTENTS; Preface; Preface to the First Edition; 1 Basic Probability Theory; 1.1 Introduction; 1.2 Sample Spaces and Events; 1.3 The Axioms of Probability; 1.4 Finite Sample Spaces and Combinatorics; 1.4.1 Combinatorics; 1.5 Conditional Probability and Independence; 1.5.1 Independent Events; 1.6 The Law of Total Probability and Bayes' Formula; 1.6.1 Bayes' Formula; 1.6.2 Genetics and Probability; 1.6.3 Recursive Methods; Problems; 2 Random Variables; 2.1 Introduction; 2.2 Discrete Random Variables; 2.3 Continuous Random Variables
2.3.1 The Uniform Distribution2.3.2 Functions of Random Variables; 2.4 Expected Value and Variance; 2.4.1 The Expected Value of a Function of a Random Variable; 2.4.2 Variance of a Random Variable; 2.5 Special Discrete Distributions; 2.5.1 Indicators; 2.5.2 The Binomial Distribution; 2.5.3 The Geometric Distribution; 2.5.4 The Poisson Distribution; 2.5.5 The Hypergeometric Distribution; 2.5.6 Describing Data Sets; 2.6 The Exponential Distribution; 2.7 The Normal Distribution; 2.8 Other Distributions; 2.8.1 The Lognormal Distribution; 2.8.2 The Gamma Distribution; 2.8.3 The Cauchy Distribution 2.8.4 Mixed Distributions2.9 Location Parameters; 2.10 The Failure Rate Function; 2.10.1 Uniqueness of the Failure Rate Function; Problems; 3 Joint Distributions; 3.1 Introduction; 3.2 The Joint Distribution Function; 3.3 Discrete Random Vectors; 3.4 Jointly Continuous Random Vectors; 3.5 Conditional Distributions and Independence; 3.5.1 Independent Random Variables; 3.6 Functions of Random Vectors; 3.6.1 Real-Valued Functions of Random Vectors; 3.6.2 The Expected Value and Variance of a Sum; 3.6.3 Vector-Valued Functions of Random Vectors; 3.7 Conditional Expectation 3.7.1 Conditional Expectation as a Random Variable3.7.2 Conditional Expectation and Prediction; 3.7.3 Conditional Variance; 3.7.4 Recursive Methods; 3.8 Covariance and Correlation; 3.8.1 The Correlation Coefficient; 3.9 The Bivariate Normal Distribution; 3.10 Multidimensional Random Vectors; 3.10.1 Order Statistics; 3.10.2 Reliability Theory; 3.10.3 The Multinomial Distribution; 3.10.4 The Multivariate Normal Distribution; 3.10.5 Convolution; 3.11 Generating Functions; 3.11.1 The Probability Generating Function; 3.11.2 The Moment Generating Function; 3.12 The Poisson Process 3.12.1 Thinning and SuperpositionProblems; 4 Limit Theorems; 4.1 Introduction; 4.2 The Law of Large Numbers; 4.3 The Central Limit Theorem; 4.3.1 The Delta Method; 4.4 Convergence in Distribution; 4.4.1 Discrete Limits; 4.4.2 Continuous Limits; Problems; 5 Simulation; 5.1 Introduction; 5.2 Random Number Generation; 5.3 Simulation of Discrete Distributions; 5.4 Simulation of Continuous Distributions; 5.5 Miscellaneous; Problems; 6 Statistical Inference; 6.1 Introduction; 6.2 Point Estimators; 6.2.1 Estimating the Variance; 6.3 Confidence Intervals 6.3.1 Confidence Interval for the Mean in the Normal Distribution with Known Variance |
| Record Nr. | UNINA-9910141253303321 |
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Olofsson Peter <1963->
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| Hoboken, N.J., : Wiley, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quasi-stationary distributions : Markov chains, diffusions and dynamical systems / / by Pierre Collet, Servet Martínez, Jaime San Martín
| Quasi-stationary distributions : Markov chains, diffusions and dynamical systems / / by Pierre Collet, Servet Martínez, Jaime San Martín |
| Autore | Collet Pierre |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina |
519.2/3
519.232 |
| Collana | Probability and Its Applications |
| Soggetto topico |
Probabilities
Dynamics Ergodic theory Biomathematics Partial differential equations Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Genetics and Population Dynamics Partial Differential Equations |
| ISBN |
1-283-90989-8
3-642-33131-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- 2.Quasi-stationary Distributions: General Results -- 3.Markov Chains on Finite Spaces -- 4.Markov Chains on Countable Spaces -- 5.Birth and Death Chains -- 6.Regular Diffusions on [0,∞) -- 7.Infinity as Entrance Boundary -- 8.Dynamical Systems -- References -- Index -- Table of Notations -- Citations Index. . |
| Record Nr. | UNINA-9910438149203321 |
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Collet Pierre
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Random fields and stochastic Lagrangian models [[electronic resource] ] : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld
| Random fields and stochastic Lagrangian models [[electronic resource] ] : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld |
| Autore | Sabelʹfelʹd K. K (Karl Karlovich) |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (415 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Random fields
Lagrangian functions Lagrange spectrum |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-11-029681-0 |
| Classificazione | RB 10115 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Chapter 1. Introduction -- Chapter 2. Stochastic simulation of vector Gaussian random fields -- Chapter 3. Stochastic Lagrangian models of turbulent flows: Relative dispersion of a pair of fluid particles -- Chapter 4. A new Lagrangian model of 2-particle relative turbulent dispersion -- Chapter 5. The combined Eulerian-Lagrangian model -- Chapter 6. Stochastic Lagrangian models for 2-particle relative dispersion in high-Reynolds-number turbulence -- Chapter 7. Stochastic Lagrangian models for 2-particle motion in turbulent flows. Numerical results -- Chapter 8. The 1-particle stochastic Lagrangian model for turbulent dispersion in horizontally homogeneous turbulence -- Chapter 9. Direct and adjoint Monte Carlo for the footprint problem -- Chapter 10. Lagrangian stochastic models for turbulent dispersion in an atmospheric boundary layer -- Chapter 11. Analysis of the relative dispersion of two particles by Lagrangian stochastic models and DNS methods -- Chapter 12. Evaluation of mean concentration and fluxes in turbulent flows by Lagrangian stochastic models -- Chapter 13. Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height -- Chapter 14. Stochastic flow simulation in 3D porous media -- Chapter 15. A Lagrangian stochastic model for the transport in statistically homogeneous porous media -- Chapter 16. Coagulation of aerosol particles in intermittent turbulent flows -- Chapter 17. Stokes flows under random boundary velocity excitations -- Bibliography -- Index |
| Record Nr. | UNINA-9910452932103321 |
|
Sabelʹfelʹd K. K (Karl Karlovich)
|
||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random fields and stochastic Lagrangian models [[electronic resource] ] : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld
| Random fields and stochastic Lagrangian models [[electronic resource] ] : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld |
| Autore | Sabelʹfelʹd K. K (Karl Karlovich) |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (415 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Random fields
Lagrangian functions Lagrange spectrum |
| Soggetto non controllato |
Footprint Function
Lagrangian Stochastic Model Random Field Stochastic Flow |
| ISBN | 3-11-029681-0 |
| Classificazione | RB 10115 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Chapter 1. Introduction -- Chapter 2. Stochastic simulation of vector Gaussian random fields -- Chapter 3. Stochastic Lagrangian models of turbulent flows: Relative dispersion of a pair of fluid particles -- Chapter 4. A new Lagrangian model of 2-particle relative turbulent dispersion -- Chapter 5. The combined Eulerian-Lagrangian model -- Chapter 6. Stochastic Lagrangian models for 2-particle relative dispersion in high-Reynolds-number turbulence -- Chapter 7. Stochastic Lagrangian models for 2-particle motion in turbulent flows. Numerical results -- Chapter 8. The 1-particle stochastic Lagrangian model for turbulent dispersion in horizontally homogeneous turbulence -- Chapter 9. Direct and adjoint Monte Carlo for the footprint problem -- Chapter 10. Lagrangian stochastic models for turbulent dispersion in an atmospheric boundary layer -- Chapter 11. Analysis of the relative dispersion of two particles by Lagrangian stochastic models and DNS methods -- Chapter 12. Evaluation of mean concentration and fluxes in turbulent flows by Lagrangian stochastic models -- Chapter 13. Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height -- Chapter 14. Stochastic flow simulation in 3D porous media -- Chapter 15. A Lagrangian stochastic model for the transport in statistically homogeneous porous media -- Chapter 16. Coagulation of aerosol particles in intermittent turbulent flows -- Chapter 17. Stokes flows under random boundary velocity excitations -- Bibliography -- Index |
| Record Nr. | UNINA-9910779727703321 |
|
Sabelʹfelʹd K. K (Karl Karlovich)
|
||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random fields and stochastic Lagrangian models : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld
| Random fields and stochastic Lagrangian models : analysis and applications in turbulence and porous media / / Karl K. Sabelfeld |
| Autore | Sabelʹfelʹd K. K (Karl Karlovich) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (415 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Random fields
Lagrangian functions Lagrange spectrum |
| Soggetto non controllato |
Footprint Function
Lagrangian Stochastic Model Random Field Stochastic Flow |
| ISBN | 3-11-029681-0 |
| Classificazione | RB 10115 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Chapter 1. Introduction -- Chapter 2. Stochastic simulation of vector Gaussian random fields -- Chapter 3. Stochastic Lagrangian models of turbulent flows: Relative dispersion of a pair of fluid particles -- Chapter 4. A new Lagrangian model of 2-particle relative turbulent dispersion -- Chapter 5. The combined Eulerian-Lagrangian model -- Chapter 6. Stochastic Lagrangian models for 2-particle relative dispersion in high-Reynolds-number turbulence -- Chapter 7. Stochastic Lagrangian models for 2-particle motion in turbulent flows. Numerical results -- Chapter 8. The 1-particle stochastic Lagrangian model for turbulent dispersion in horizontally homogeneous turbulence -- Chapter 9. Direct and adjoint Monte Carlo for the footprint problem -- Chapter 10. Lagrangian stochastic models for turbulent dispersion in an atmospheric boundary layer -- Chapter 11. Analysis of the relative dispersion of two particles by Lagrangian stochastic models and DNS methods -- Chapter 12. Evaluation of mean concentration and fluxes in turbulent flows by Lagrangian stochastic models -- Chapter 13. Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height -- Chapter 14. Stochastic flow simulation in 3D porous media -- Chapter 15. A Lagrangian stochastic model for the transport in statistically homogeneous porous media -- Chapter 16. Coagulation of aerosol particles in intermittent turbulent flows -- Chapter 17. Stokes flows under random boundary velocity excitations -- Bibliography -- Index |
| Record Nr. | UNINA-9910808797103321 |
|
Sabelʹfelʹd K. K (Karl Karlovich)
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||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random operator theory / / Reza Saadati, Department of Mathematics, Iran University of Science and Technology, Tehran, Iran
| Random operator theory / / Reza Saadati, Department of Mathematics, Iran University of Science and Technology, Tehran, Iran |
| Autore | Saadati Reza |
| Pubbl/distr/stampa | Amsterdam : , : Elsevier, , [2016] |
| Descrizione fisica | 1 online resource (117 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico | Random operators |
| ISBN | 0-08-100955-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title page; Table of Contents; Copyright; Dedication; Preface; Acknowledgment; Chapter 1: Preliminaries; Abstract; 1.1 Triangular norms; 1.2 Distribution functions; Chapter 2: Random Banach Spaces; Abstract; 2.1 Random normed spaces; 2.2 Random topological structures; 2.3 Fundamental Theorems in Random Banach Spaces; Chapter 3: Random compact operators; Abstract; 3.1 Random norm of operators; 3.2 Random Operator Space; 3.3 Compact Operators; Chapter 4: Random Banach algebras; Abstract; 4.1 Random normed algebra; 4.2 Fixed point theorem; Chapter 5: Fixed point theorems in random normed spaces
Abstract5.1 Tripled coincidence point theorems in RN-spaces; References; Index |
| Record Nr. | UNINA-9910583488503321 |
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Saadati Reza
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| Amsterdam : , : Elsevier, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell
| Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell |
| Autore | Freĭdlin M. I (Mark Iosifovich) |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1994 |
| Descrizione fisica | 1 online resource (97 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Hamiltonian systems
Perturbation (Mathematics) Diffusion processes Graph theory |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0100-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | ""Contents""; ""Â1 Introduction""; ""Â2 Main results""; ""Â3 Proof of Theorem 2.2""; ""Â4 Proofs of Lemmas 3.2, 3.3, 3.4""; ""Â5 Proof of Lemma 3.5""; ""References"" |
| Record Nr. | UNINA-9910480584103321 |
|
Freĭdlin M. I (Mark Iosifovich)
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell
| Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell |
| Autore | Freĭdlin M. I (Mark Iosifovich) |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1994 |
| Descrizione fisica | 1 online resource (97 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Hamiltonian systems
Perturbation (Mathematics) Diffusion processes Graph theory |
| ISBN | 1-4704-0100-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | ""Contents""; ""Â1 Introduction""; ""Â2 Main results""; ""Â3 Proof of Theorem 2.2""; ""Â4 Proofs of Lemmas 3.2, 3.3, 3.4""; ""Â5 Proof of Lemma 3.5""; ""References"" |
| Record Nr. | UNINA-9910788754203321 |
|
Freĭdlin M. I (Mark Iosifovich)
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell
| Random perturbations of Hamiltonian systems / / Mark I. Freidlin, Alexander D. Wentzell |
| Autore | Freĭdlin M. I (Mark Iosifovich) |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 1994 |
| Descrizione fisica | 1 online resource (97 p.) |
| Disciplina | 519.2/3 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Hamiltonian systems
Perturbation (Mathematics) Diffusion processes Graph theory |
| ISBN | 1-4704-0100-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | ""Contents""; ""Â1 Introduction""; ""Â2 Main results""; ""Â3 Proof of Theorem 2.2""; ""Â4 Proofs of Lemmas 3.2, 3.3, 3.4""; ""Â5 Proof of Lemma 3.5""; ""References"" |
| Record Nr. | UNINA-9910827872103321 |
|
Freĭdlin M. I (Mark Iosifovich)
|
||
| Providence, Rhode Island : , : American Mathematical Society, , 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
