Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
Descrizione fisica | XVI, 406 p. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113169 |
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
Descrizione fisica | XVI, 406 p. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60J65 - Brownian motion [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 62-XX - Statistics [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] |
Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113169 |
New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
Edizione | [New York : Fields institute for research in the mathematical sciences : Springer, 2015] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113169 |
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic Properties of Permanental Sequences : Related to Birth and Death Processes and Autoregressive Gaussian Sequences / Michael B. Marcus, Jay Rosen |
Autore | Marcus, Michael B. |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xi, 114 p. : ill. ; 24 cm |
Altri autori (Persone) | Rosen, Jay |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] |
Soggetto non controllato |
Asymptotic limits of stochastic processes
Autoregressive Gaussian sequences Birth and death processes Infinitely divisible processes Properties of permanental sequences Q-matrices Time-varying processes Uniform Markov chains |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274583 |
Marcus, Michael B. | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Asymptotic Properties of Permanental Sequences : Related to Birth and Death Processes and Autoregressive Gaussian Sequences / Michael B. Marcus, Jay Rosen |
Autore | Marcus, Michael B. |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xi, 114 p. : ill. ; 24 cm |
Altri autori (Persone) | Rosen, Jay |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] |
Soggetto non controllato |
Asymptotic limits of stochastic processes
Autoregressive Gaussian sequences Birth and death processes Infinitely divisible processes Properties of permanental sequences Q-matrices Time-varying processes Uniform Markov chains |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00274583 |
Marcus, Michael B. | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Correlated random systems : five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Edizione | [Cham [etc.] : Springer, 2015] |
Pubbl/distr/stampa | VII, 208 p., : ill. ; 24 cm |
Descrizione fisica | In copubblicazione con la Société de Mathématique de France (SMF) |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0105339 |
VII, 208 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
Descrizione fisica | VII, 208 p. : ill. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Soggetto non controllato |
Extremes of large combinatorial structures
Local times Random matrices Random polymers Spin glasses |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0105339 |
Cham [etc.], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
Descrizione fisica | VII, 208 p. : ill. ; 24 cm |
Soggetto topico |
60B20 - Random matrices (probabilistic aspects) [MSC 2020]
60F10 - Large deviations [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] |
Soggetto non controllato |
Extremes of large combinatorial structures
Local times Random matrices Random polymers Spin glasses |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00105339 |
Cham [etc.], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
Autore | Gualtierotti, Antonio F. |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113725 |
Gualtierotti, Antonio F. | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Detection of random signals in dependent gaussian noise / Antonio F. Gualtierotti |
Autore | Gualtierotti, Antonio F. |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XXXIV, 1176 p. : ill. ; 24 cm |
Soggetto topico |
46E22 - Hilbert spaces with reproducing kernels (= [proper] functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60B11 - Probability theory on linear topological spaces [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] 60G30 - Continuity and singularity of induced measures [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 62M07 - Non-Markovian processes: hypothesis testing [MSC 2020] 94A13 - Detection theory in information and communication theory [MSC 2020] |
Soggetto non controllato |
Cramér-Hida representations
Dependent signals with arbitrary laws Girsanov‘s theory Goursat processes Information and communication, circuits Prediction processes Reproducing Kernel Hilbert spaces Signal detection Uniqueness class of continuous local martingales |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113725 |
Gualtierotti, Antonio F. | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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