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 |
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 | ||
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Branching random walks : école d'été de probabilités de Saint-Flour LXII–2012 / Zhan Shi |
Autore | Shi, Zhan |
Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
Descrizione fisica | X, 133 p. : ill. ; 24 cm |
Soggetto topico |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] |
Soggetto non controllato |
Branching processes
Extreme value Processes in random environments Random Walks Spinal decomposition |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0105350 |
Shi, Zhan | ||
Cham [etc.], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Branching random walks : école d'été de probabilités de Saint-Flour LXII–2012 / Zhan Shi |
Autore | Shi, Zhan |
Edizione | [Cham [etc.] : Springer, 2015] |
Pubbl/distr/stampa | X, 133 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0105350 |
Shi, Zhan | ||
X, 133 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 |
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 | ||
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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 | ||
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Counting Statistics for Dependent Random Events : With a Focus on Finance / Enrico Bernardi, Silvia Romagnoli |
Autore | Bernardi, Enrico |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xiii, 206 p. : ill. ; 24 cm |
Altri autori (Persone) | Romagnoli, Silvia |
Soggetto topico |
60K37 - Processes in random environments [MSC 2020]
62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62M40 - Random fields; image analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
Soggetto non controllato |
Big data in finance
Clustering Combinatoric calculus Copula function Copula-based approach to counting Counting random events Counting random variables Counting statistics Dependent random events Hierarchical dependence structures High-Dimensional Data High-dimensional problem Matlab code |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0274686 |
Bernardi, Enrico | ||
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Directed polymers in random environments : école d'été de probabilités de Saint-Flour XLVI–2016 / Francis Comets |
Autore | Comets, Francis |
Pubbl/distr/stampa | [Cham], : Springer, 2017 |
Descrizione fisica | XV, 199 p. : ill. ; 24 cm |
Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60F10 - Large deviations [MSC 2020] |
Soggetto non controllato |
Kardar-Parisi-Zhang equation
Localization Pinning transition Random media Random polymer models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0110677 |
Comets, Francis | ||
[Cham], : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Directed polymers in random environments : école d'été de probabilités de Saint-Flour 46 . – 2016 / Francis Comets |
Autore | Comets, Francis |
Edizione | [[Cham] : Springer, 2017] |
Pubbl/distr/stampa | XV, 199 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60F10 - Large deviations [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0110677 |
Comets, Francis | ||
XV, 199 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Disorder and critical phenomena through basic probability models : école d’été de probabilités de Saint-Flour XL-2010 / Giambattista Giacomin |
Autore | Giacomin, Gianbattista |
Pubbl/distr/stampa | Berlin, : Springer, 2011 |
Descrizione fisica | XI, 130 p. : ill. ; 24 cm |
Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82D30 - Statistical mechanical studies of random media, disordered materials (including liquid crystals and spin glasses) [MSC 2020] 60K05 - Renewal theory [MSC 2020] 82B27 - Critical phenomena in equilibrium statistical mechanics [MSC 2020] |
Soggetto non controllato |
Critical phenomena
Disorder Localization Renewal processes Statistical Mechanics |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0086834 |
Giacomin, Gianbattista | ||
Berlin, : Springer, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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