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 | ||
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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 |
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 | ||
![]() | ||
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 |
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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 |
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.
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Cham, : Springer, 2021 | ||
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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 |
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.
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Cham, : Springer, 2021 | ||
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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 |
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
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Cham, : Springer, 2014 | ||
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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 |
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
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Cham, : Springer, 2014 | ||
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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 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
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer-Verlag, 1984 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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
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New York, : Springer-Verlag, 1984 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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