Probability, Statistics, and Their Applications: Papers in Honor of Rabbi Bhattacharya |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 2003 |
Disciplina | 519.2 |
Soggetto topico |
Mathematics
Physical Sciences & Mathematics Mathematical Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996210823703316 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
[Place of publication not identified], : Institute of Mathematical Statistics, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Probability, Statistics, and Their Applications: Papers in Honor of Rabbi Bhattacharya |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | [Place of publication not identified], : Institute of Mathematical Statistics, 2003 |
Disciplina | 519.2 |
Soggetto topico |
Mathematics
Physical Sciences & Mathematics Mathematical Statistics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910482888403321 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
[Place of publication not identified], : Institute of Mathematical Statistics, 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Random dynamical systems : theory and applications / / Rabi Bhattacharya, Mukul Majumdar [[electronic resource]] |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2007 |
Descrizione fisica | 1 online resource (xv, 463 pages) : digital, PDF file(s) |
Disciplina | 515/.39 |
Soggetto topico | Random dynamical systems |
ISBN |
1-107-15995-4
1-280-81588-4 9786610815883 0-511-27436-X 0-511-27506-4 0-511-27274-X 0-511-32079-5 0-511-61862-X 0-511-27353-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Dedication; Title; Copyright; Contents; Preface; Acknowledgment; Notation; 1 Dynamical Systems; 2 Markov Processes; 3 Random Dynamical Systems; 4 Random Dynamical Systems: Special Structures; 5 Invariant Distributions: Estimation and Computation; 6 Discounted Dynamic Programming Under Uncertainty; Appendix; Bibliography; Author Index; Subject Index |
Record Nr. | UNINA-9910457176503321 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cambridge : , : Cambridge University Press, , 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Random dynamical systems : theory and applications / / Rabi Bhattacharya, Mukul Majumdar [[electronic resource]] |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2007 |
Descrizione fisica | 1 online resource (xv, 463 pages) : digital, PDF file(s) |
Disciplina | 515/.39 |
Soggetto topico | Random dynamical systems |
ISBN |
1-107-15995-4
1-280-81588-4 9786610815883 0-511-27436-X 0-511-27506-4 0-511-27274-X 0-511-32079-5 0-511-61862-X 0-511-27353-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Dedication; Title; Copyright; Contents; Preface; Acknowledgment; Notation; 1 Dynamical Systems; 2 Markov Processes; 3 Random Dynamical Systems; 4 Random Dynamical Systems: Special Structures; 5 Invariant Distributions: Estimation and Computation; 6 Discounted Dynamic Programming Under Uncertainty; Appendix; Bibliography; Author Index; Subject Index |
Record Nr. | UNINA-9910784444503321 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cambridge : , : Cambridge University Press, , 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (396 pages) |
Disciplina | 519.282 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Random walks (Mathematics)
Brownian motion processes Rutes aleatòries (Matemàtica) Processos de moviment brownià Martingales (Matemàtica) |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-78939-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996466395803316 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Random walk, Brownian motion, and martingales / / Rabi Bhattacharya, Edward C. Waymire |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (396 pages) |
Disciplina | 519.282 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Random walks (Mathematics)
Brownian motion processes Rutes aleatòries (Matemàtica) Processos de moviment brownià Martingales (Matemàtica) |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-78939-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910502670403321 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stationary Processes and Discrete Parameter Markov Processes [[electronic resource] /] / by Rabi Bhattacharya, Edward C. Waymire |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Edizione | [1st ed. 2022.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
Descrizione fisica | 1 online resource (449 pages) |
Disciplina | 780 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Stochastic processes
Markov processes Distribution (Probability theory) Probabilities Stochastic Processes Markov Process Distribution Theory Probability Theory Processos estocàstics |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-031-00943-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Symbol Definition List -- 1. Fourier Analysis: A Brief -- 2. Weakly Stationary Processes and their Spectral Measures -- 3. Spectral Representation of Stationary Processes -- 4. Birkhoff’s Ergodic Theorem -- 5. Subadditive Ergodic Theory -- 6. An Introduction to Dynamical Systems -- 7. Markov Chains -- 8. Markov Processes with General State Space -- 9. Stopping Times and the Strong Markov Property -- 10. Transience and Recurrence of Markov Chains -- 11. Birth–Death Chains -- 12. Hitting Probabilities & Absorption -- 13. Law of Large Numbers and Invariant Probability for Markov Chains by Renewal Decomposition -- 14. The Central Limit Theorem for Markov Chains by Renewal Decomposition -- 15. Martingale Central Limit Theorem -- 16. Stationary Ergodic Markov Processes: SLLN & FCLT -- 17. Linear Markov Processes -- 18. Markov Processes Generated by Iterations of I.I.D. Maps -- 19. A Splitting Condition and Geometric Rates of Convergence to Equilibrium -- 20. Irreducibility and Harris Recurrent Markov Processes -- 21. An Extended Perron–Frobenius Theorem and Large Deviation Theory for Markov Processes -- 22. Special Topic: Applications of Large Deviation Theory -- 23. Special Topic: Associated Random Fields, Positive Dependence, FKG Inequalities -- 24. Special Topic: More on Coupling Methods and Applications -- 25. Special Topic: An Introduction to Kalman Filter -- A. Spectral Theorem for Compact Self-Adjoint Operators and Mercer’s Theorem -- B. Spectral Theorem for Bounded Self-Adjoint Operators -- C. Borel Equivalence for Polish Spaces -- D. Hahn–Banach, Separation, and Representation Theorems in Functional Analysis -- References -- Author Index -- Subject Index. |
Record Nr. | UNISA-996503552703316 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Stationary Processes and Discrete Parameter Markov Processes / / by Rabi Bhattacharya, Edward C. Waymire |
Autore | Bhattacharya R. N (Rabindra Nath), <1937-> |
Edizione | [1st ed. 2022.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
Descrizione fisica | 1 online resource (449 pages) |
Disciplina | 780 |
Collana | Graduate Texts in Mathematics |
Soggetto topico |
Stochastic processes
Markov processes Distribution (Probability theory) Probabilities Stochastic Processes Markov Process Distribution Theory Probability Theory Processos estocàstics |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-031-00943-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Symbol Definition List -- 1. Fourier Analysis: A Brief -- 2. Weakly Stationary Processes and their Spectral Measures -- 3. Spectral Representation of Stationary Processes -- 4. Birkhoff’s Ergodic Theorem -- 5. Subadditive Ergodic Theory -- 6. An Introduction to Dynamical Systems -- 7. Markov Chains -- 8. Markov Processes with General State Space -- 9. Stopping Times and the Strong Markov Property -- 10. Transience and Recurrence of Markov Chains -- 11. Birth–Death Chains -- 12. Hitting Probabilities & Absorption -- 13. Law of Large Numbers and Invariant Probability for Markov Chains by Renewal Decomposition -- 14. The Central Limit Theorem for Markov Chains by Renewal Decomposition -- 15. Martingale Central Limit Theorem -- 16. Stationary Ergodic Markov Processes: SLLN & FCLT -- 17. Linear Markov Processes -- 18. Markov Processes Generated by Iterations of I.I.D. Maps -- 19. A Splitting Condition and Geometric Rates of Convergence to Equilibrium -- 20. Irreducibility and Harris Recurrent Markov Processes -- 21. An Extended Perron–Frobenius Theorem and Large Deviation Theory for Markov Processes -- 22. Special Topic: Applications of Large Deviation Theory -- 23. Special Topic: Associated Random Fields, Positive Dependence, FKG Inequalities -- 24. Special Topic: More on Coupling Methods and Applications -- 25. Special Topic: An Introduction to Kalman Filter -- A. Spectral Theorem for Compact Self-Adjoint Operators and Mercer’s Theorem -- B. Spectral Theorem for Bounded Self-Adjoint Operators -- C. Borel Equivalence for Polish Spaces -- D. Hahn–Banach, Separation, and Representation Theorems in Functional Analysis -- References -- Author Index -- Subject Index. |
Record Nr. | UNINA-9910633936303321 |
Bhattacharya R. N (Rabindra Nath), <1937-> | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|