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Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
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
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Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
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
Opac: Controlla la disponibilità qui
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
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
Opac: Controlla la disponibilità qui
Asymptotic Properties of Permanental Sequences : Related to Birth and Death Processes and Autoregressive Gaussian Sequences / Michael B. Marcus, Jay Rosen
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
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Asymptotic Properties of Permanental Sequences : Related to Birth and Death Processes and Autoregressive Gaussian Sequences / Michael B. Marcus, Jay Rosen
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
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Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
Autore Burdzy, Krzysztof
Pubbl/distr/stampa Cham, : Springer, 2014
Descrizione fisica XII, 137 p. ; 24 cm
Soggetto topico 60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
Soggetto non controllato Brownian Motions
Coupling
Heat equations
Neumann eigenfunction
Partial differential equations
ISBN 978-33-19-04394-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0101532
Burdzy, Krzysztof  
Cham, : Springer, 2014
Materiale a stampa
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Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour XLIII-2013 / Krzysztof Burdzy
Autore Burdzy, Krzysztof
Pubbl/distr/stampa Cham, : Springer, 2014
Descrizione fisica XII, 137 p. ; 24 cm
Soggetto topico 60G17 - Sample path properties [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motions
Coupling
Heat equations
Neumann eigenfunction
Partial Differential Equations
ISBN 978-33-19-04394-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00101532
Burdzy, Krzysztof  
Cham, : Springer, 2014
Materiale a stampa
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Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour 43-2013 / Krzysztof Burdzy. Cham : Springer, 2014
Brownian motion and its applications to mathematical analysis : école d'été de probabilités de Saint-Flour 43-2013 / Krzysztof Burdzy. Cham : Springer, 2014
Autore Burdzy, Krzysztof
Edizione [XII, 137 p.]
Descrizione fisica Accesso al full text attraverso riconoscimento indirizzo IP di Ateneo.
Soggetto topico 60J65 - Brownian motion [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
ISBN 978-33-19-04394-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0101532
Burdzy, Krzysztof  
Materiale a stampa
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Convergence of Stochastic Processes / David Pollard
Convergence of Stochastic Processes / David Pollard
Autore Pollard, David
Pubbl/distr/stampa New York, : Springer-Verlag, 1984
Descrizione fisica xiv, 215 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020]
60G17 - Sample path properties [MSC 2020]
60F15 - Strong limit theorems [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020]
62E20 - Asymptotic distribution theory in statistics [MSC 2020]
Soggetto non controllato Brownian Motion
Brownian bridge
Convergence
Gaussian processes
Martingales
Mathematical statistics
Maxima
Random functions
Statistics
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0268654
Pollard, David  
New York, : Springer-Verlag, 1984
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Convergence of Stochastic Processes / David Pollard
Convergence of Stochastic Processes / David Pollard
Autore Pollard, David
Pubbl/distr/stampa New York, : Springer-Verlag, 1984
Descrizione fisica xiv, 215 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60F15 - Strong limit theorems [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020]
60G17 - Sample path properties [MSC 2020]
62E20 - Asymptotic distribution theory in statistics [MSC 2020]
Soggetto non controllato Brownian Motion
Brownian bridge
Convergence
Gaussian processes
Martingales
Mathematical statistics
Maxima
Random functions
Statistics
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00268654
Pollard, David  
New York, : Springer-Verlag, 1984
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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