1: Mean-Value Theorems / P. D. T. A. Elliott |
Autore | Elliott, Peter D. T. A. |
Pubbl/distr/stampa | New York, : Springer, 1979 |
Descrizione fisica | xxii, 393 p. ; 24 cm |
Soggetto topico |
11-XX - Number theory [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 11N37 - Asymptotic results on arithmetic functions [MSC 2020] 11K65 - Arithmetic functions in probabilistic number theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Calculus
Number theory Prime Prime numbers Probabilistic number theory Riemann zeta functions |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0268289 |
Elliott, Peter D. T. A.
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New York, : Springer, 1979 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxv, 402 p. : ill. ; 24 cm |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Soggetto non controllato |
Ambit fields
Energy markets Lévy basis Lévy processes Non-semimartingales Power variation Quantitative Finance Random fields Statistical turbulence Stochastic Partial Differential Equations Stochastic integration Trawl processes Volatility/intermittency Volterra processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124560 |
Barndorff-Nielsen, Ole E.
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Cham, : Springer, 2018 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart |
Autore | Barndorff-Nielsen, Ole E. |
Edizione | [Cham : Springer, 2018] |
Pubbl/distr/stampa | xxv, 402 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Benth, Fred Espen
Veraart, Almut E. D. |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60J74 - Jump processes on discrete state spaces [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 60G60 - Random fields [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 76F55 - Statistical turbulence modeling [MSC 2020] 60J76 - Jump processes on general state spaces [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0124560 |
Barndorff-Nielsen, Ole E.
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xxv, 402 p., : ill. ; 24 cm | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
Autore | Capasso, Vincenzo <1945- > |
Edizione | [3. ed] |
Pubbl/distr/stampa | New York, : Springer, 2015 |
Descrizione fisica | XVI, 482 p. : ill. ; 24 cm |
Altri autori (Persone) | Bakstein, David |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113111 |
Capasso, Vincenzo <1945- >
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New York, : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
Autore | Capasso, Vincenzo <1945- > |
Edizione | [3. ed] |
Pubbl/distr/stampa | New York, : Springer, 2015 |
Descrizione fisica | XVI, 482 p. : ill. ; 24 cm |
Altri autori (Persone) | Bakstein, David |
Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113111 |
Capasso, Vincenzo <1945- >
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New York, : Springer, 2015 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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An introduction to probabilistic modeling / Pierre Brémaud |
Autore | Brémaud, Pierre |
Pubbl/distr/stampa | New York, : Springer, 1988 |
Descrizione fisica | xvi, 207 p. : ill. ; 25 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Branching processes
Coding Conditional probability Markov Chains Poisson processes Probability Theory Probability spaces Random variables Stochastic processes Variance |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0269006 |
Brémaud, Pierre
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New York, : Springer, 1988 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Approximation methods in probability theory / Vydas Cekanavicius |
Autore | Cekanavicius, Vydas |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XII, 274 p. ; 24 cm |
Soggetto topico |
60G50 - Sums of independent random variables; random walks [MSC 2020]
41A25 - Rate of convergence, degree of approximation [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 41A27 - Inverse theorems in approximation theory [MSC 2020] |
Soggetto non controllato |
Characteristic function
Compound distribution Inversion formula Kerstan's method M-dependent variables Non-uniform estimates Smoothing inequalities Stein’s method Total variation Triangle function |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114451 |
Cekanavicius, Vydas
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[Cham], : Springer, 2016 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Approximation methods in probability theory / Vydas Cekanavicius |
Autore | Cekanavicius, Vydas |
Edizione | [[Cham] : Springer, 2016] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G50 - Sums of independent random variables; random walks [MSC 2020]
41A25 - Rate of convergence, degree of approximation [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] 60E10 - Characteristic functions; other transforms [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 41A27 - Inverse theorems in approximation theory [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114451 |
Cekanavicius, Vydas
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Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Theory of Weakly Dependent Random Processes / Emmanuel Rio |
Autore | Rio, Emmanuel |
Pubbl/distr/stampa | Berlin, : Springer, 2017 |
Descrizione fisica | xviii, 204 p. ; 24 cm |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Soggetto non controllato |
Absolutely regular sequences
Central Limit Theorem Coupling Covariance inequalities Deviation inequalities Empirical processes Markov Chains Moment inequalities Strong laws of large numbers Strongly mixing sequences |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123505 |
Rio, Emmanuel
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Berlin, : Springer, 2017 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Asymptotic Theory of Weakly Dependent Random Processes / Emmanuel Rio |
Autore | Rio, Emmanuel |
Edizione | [Berlin : Springer, 2017] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 62Gxx - Nonparametric inference [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0123505 |
Rio, Emmanuel
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Lo trovi qui: Univ. Vanvitelli | ||
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