1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf
| 1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf |
| Autore | Rachev, Svetlozar T. |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XXV, 508 p. ; 24 cm |
| Altri autori (Persone) | Ruschendorf, Ludger |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A35 - Measures and integrals in product spaces [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] |
| Soggetto non controllato |
Algorithms
Functional Analysis Mass Operations Research Probability Theory Queueing Theory Stochastic Differential Equations |
| ISBN | 978-03-87983-50-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00044915 |
Rachev, Svetlozar T.
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| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf
| 1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf |
| Autore | Rachev, Svetlozar T. |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XXV, 508 p. ; 24 cm |
| Altri autori (Persone) | Ruschendorf, Ludger |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A35 - Measures and integrals in product spaces [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] |
| Soggetto non controllato |
Algorithms
Functional Analysis Mass Operations Research Probability Theory Queueing Theory Stochastic Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298516 |
Rachev, Svetlozar T.
|
||
| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf
| 1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XXV, 508 p. ; 24 cm. |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 28A35 - Measures and integrals in product spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] |
| ISBN | 8-0-387-98350-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0044915 |
| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf
| 1: Theory / Svetlozar T. Rachev, Ludger Ruschendorf |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XXV, 508 p. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 28A35 - Measures and integrals in product spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] |
| ISBN | 978-03-87983-50-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0044915 |
| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Applications / Svetlozar T. Rachev, Ludger Ruschendorf
| 2: Applications / Svetlozar T. Rachev, Ludger Ruschendorf |
| Autore | Rachev, Svetlozar T. |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | XXV, 430 p. ; 24 cm |
| Altri autori (Persone) | Ruschendorf, Ludger |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A35 - Measures and integrals in product spaces [MSC 2020] 28C15 - Set functions and measures on topological spaces (regularity of measures, etc.) [MSC 2020] 49K27 - Optimality conditions for problems in abstract spaces [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60B05 - Probability measures on topological spaces [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 90C48 - Programming in abstract spaces [MSC 2020] |
| Soggetto non controllato |
Algorithms
Functional Analysis Mass Operations Research Probability Theory Queueing Theory Stochastic Differential Equations Stochastic equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298518 |
Rachev, Svetlozar T.
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| New York, : Springer, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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A little book of martingales / Arup Bose, Arijit Chakrabarty, Rajat Subhra Hazra
| A little book of martingales / Arup Bose, Arijit Chakrabarty, Rajat Subhra Hazra |
| Autore | Bose, Arup |
| Pubbl/distr/stampa | New Delhi, : Hindustan book agency ; Singapore, : Springer, 2024 |
| Descrizione fisica | 1 testo elettronico (xv, 182 p. : ill.) |
| Altri autori (Persone) |
Chakrabarty, Arijit
Hazra, Rajat S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B10 - Convergence of probability measures [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 60F20 - Zero-one laws [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G46 - Martingales and classical analysis [MSC 2020] |
| Soggetto non controllato |
Azuma-Hoeffding inequality
Kesten-Stigum theorem Martingale CLT Martingale Convergence Theorem Martingale theory Radon-Nikodym theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00310084 |
| Bose, Arup | ||
| New Delhi, : Hindustan book agency ; Singapore, : Springer, 2024 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to the Theory of Large Deviations / D. W. Stroock
| An Introduction to the Theory of Large Deviations / D. W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | vii, 196 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F10 - Large deviations [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] |
| Soggetto non controllato |
Big difference
Boundary Element Methods Brownian Motion Deviations Excel Identification Language Logarithms Mathematics Organization Sets Shapes attributes large |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268644 |
Stroock, Daniel W.
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| New York, : Springer-Verlag, 1984 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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An Introduction to the Theory of Large Deviations / D. W. Stroock
| An Introduction to the Theory of Large Deviations / D. W. Stroock |
| Autore | Stroock, Daniel W. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1984 |
| Descrizione fisica | vii, 196 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60B10 - Convergence of probability measures [MSC 2020] 60F10 - Large deviations [MSC 2020] |
| Soggetto non controllato |
Attributes
Big Difference Boundary Element Methods Brownian Motion Deviations Excel Identifications Language Logarithms Mathematics Organization Sets Shapes large |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | These notes are based on a course which I gave during the academic year 1983-84 at the University of Colorado. My intention was to provide both my audience as well as myself with an introduction to the theory of 1arie deviations • The organization of sections 1) through 3) owes something to chance and a great deal to the excellent set of notes written by R. Azencott for the course which he gave in 1978 at Saint-Flour (cf. Springer Lecture Notes in Mathematics 774). To be more precise: it is chance that I was around N. Y. U. at the time'when M. Schilder wrote his thesis. and so it may be considered chance that I chose to use his result as a jumping off point; with only minor variations. everything else in these sections is taken from Azencott. In particular. section 3) is little more than a rewrite of his exoposition of the Cramer theory via the ideas of Bahadur and Zabel. Furthermore. the brief treatment which I have given to the Ventsel-Freidlin theory in section 4) is again based on Azencott's ideas. All in all. the biggest difference between his and my exposition of these topics is the language in which we have written. However. another major difference must be mentioned: his bibliography is extensive and constitutes a fine introduction to the available literature. mine shares neither of these attributes. Starting with section 5). |
| Record Nr. | UNICAMPANIA-VAN00268644 |
Stroock, Daniel W.
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| New York, : Springer-Verlag, 1984 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors
| Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | xii, 521 p. : ill. ; 24 cm |
| Soggetto topico |
60K25 - Queueing theory (aspects of probability theory) [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60B10 - Convergence of probability measures [MSC 2020] 60K30 - Applications of queueing theory (congestion, allocation, storage, traffic, etc.) [MSC 2020] 62Hxx - Multivariate analysis [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 90B05 - Inventory, storage, reservoirs [MSC 2020] |
| Soggetto non controllato |
Analysis
Applied probability Collatz–Wielandt formula DUS transformation Donsker–Varadhan formula MAP risk model Mathematical Finance Queueing system Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250083 |
| Singapore, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors
| Applied Probability and Stochastic Processes / V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | xii, 521 p. : ill. ; 24 cm |
| Soggetto topico |
60B10 - Convergence of probability measures [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] 60K25 - Queueing theory (aspects of probability theory) [MSC 2020] 60K30 - Applications of queueing theory (congestion, allocation, storage, traffic, etc.) [MSC 2020] 62Hxx - Multivariate analysis [MSC 2020] 90B05 - Inventory, storage, reservoirs [MSC 2020] 90B15 - Stochastic network models in operations research [MSC 2020] 91B05 - Risk models (general) [MSC 2020] |
| Soggetto non controllato |
Analysis
Applied Probability Collatz–Wielandt Formula DUS Transformation Donsker–Varadhan Formula MAP risk model Mathematical Finance Queueing system Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250083 |
| Singapore, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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