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Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides
| Closure Properties for Heavy-Tailed and Related Distributions : An Overview / / by Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
| Autore | Leipus Remigijus |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (99 pages) |
| Disciplina | 519.24 |
| Altri autori (Persone) |
SiaulysJonas
KonstantinidesDimitrios |
| Collana | SpringerBriefs in Statistics |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Stochastic models Actuarial science Applied Probability Distribution Theory Probability Theory Stochastic Modelling in Statistics Actuarial Mathematics Distribució (Teoria de la probabilitat) |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-34553-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- 1 Introduction -- 1.1 An Overview of the Book -- 1.2 Notations and Definitions -- 2 Heavy-Tailed and Related Classes of Distributions -- 2.1 Heavy-Tailed Distributions -- 2.2 Regularly Varying Distributions -- 2.3 Consistently Varying Distributions -- 2.4 Dominatedly Varying Distributions -- 2.5 Long-Tailed Distributions -- 2.6 Exponential-Like-Tailed Distributions -- 2.7 Generalized Long-Tailed Distributions -- 2.8 Subexponential Distributions -- 2.9 Strong Subexponential Distributions -- 2.10 Convolution Equivalent Distributions -- 2.11 Generalized Subexponential Distributions -- 2.12 Bibliographical Notes -- 3 Closure Properties Under Tail-Equivalence, Convolution, Finite Mixing, Maximum, and Minimum -- 3.1 Ruin Probability in the Cramér-Lundberg Risk Model in the Case of Heavy-Tailed Claims -- 3.2 Convolution Closure and Max-Sum Equivalence -- 3.3 Closure Properties for Heavy-Tailed Class of Distributions -- 3.4 Closure Properties for Regularly Varying Class of Distributions -- 3.5 Closure Properties for Consistently Varying Class of Distributions -- 3.6 Closure Properties for Dominatedly Varying Class of Distributions -- 3.7 Closure Properties for Long-Tailed Class of Distributions -- 3.8 Closure Properties for Exponential-Like-Tailed Class of Distributions -- 3.9 Closure Properties for Generalized Long-Tailed Class of Distributions -- 3.10 Closure Properties for Subexponential Class of Distributions -- 3.11 Closure Properties for Strong Subexponential Class of Distributions -- 3.12 Closure Properties for Convolution Equivalent Class of Distributions -- 3.13 Closure Properties for Generalized Subexponential Class of Distributions -- 3.14 Bibliographical Notes -- 4 Convolution-Root Closure -- 4.1 Distribution Classes Closed Under Convolution Roots.
4.2 Distribution Classes Not Closed Under Convolution Roots -- 4.3 Bibliographical Notes -- 5 Product-Convolution of Heavy-Tailed and Related Distributions -- 5.1 Product-Convolution -- 5.2 From Light Tails to Heavy Tails Through Product-Convolution -- 5.3 Product-Convolution Closure Properties for Heavy-Tailed Class of Distributions -- 5.4 Product-Convolution Closure Properties for Regularly Varying Class of Distributions -- 5.5 Product-Convolution Closure Properties for Consistently Varying Class of Distributions -- 5.6 Product-Convolution Closure Properties for Dominatedly Varying Class of Distributions -- 5.7 Product-Convolution Closure Properties for Exponential-Like-Tailed Distributions -- 5.8 Product-Convolution Closure Properties for Generalized Long-Tailed Class of Distributions -- 5.9 Product-Convolution Closure Properties for Convolution Equivalent Class of Distributions -- 5.10 Product-Convolution Closure Properties for Generalized Subexponential Class of Distributions -- 5.11 Some Extensions -- 5.12 Bibliographical Notes -- 6 Summary of Closure Properties -- References -- Index. |
| Record Nr. | UNINA-9910746099003321 |
Leipus Remigijus
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Decentralized insurance : technical foundation of business models / / Runhuan Feng
| Decentralized insurance : technical foundation of business models / / Runhuan Feng |
| Autore | Feng Runhuan |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (279 pages) |
| Disciplina | 368.01 |
| Collana | Springer Actuarial |
| Soggetto topico |
Insurance - Statistical methods
Insurance - Mathematical models Probabilities Statistics Mathematics in Business, Economics and Finance Applied Probability Applied Statistics Assegurances Estadística matemàtica Models matemàtics |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato |
Finance
Business & Economics |
| ISBN |
9783031295591
3031295595 9783031295584 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Risk Assessment and Measures -- 3. Economics of Risk and Insurance -- 4. Traditional Insurance -- 5. Decentralized Insurance -- 6. Aggregate Risk Pooling -- 7. P2P Risk Exchange -- 8. Unified Framework -- 9. DeFi Insurance -- Reference. – Index. |
| Record Nr. | UNINA-9910726286603321 |
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Feng Runhuan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Diffusion Under Confinement [[electronic resource] ] : A Journey Through Counterintuition / / by Leonardo Dagdug, Jason Peña, Ivan Pompa-García
| Diffusion Under Confinement [[electronic resource] ] : A Journey Through Counterintuition / / by Leonardo Dagdug, Jason Peña, Ivan Pompa-García |
| Autore | Dagdug Leonardo |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (759 pages) |
| Disciplina | 530.13 |
| Altri autori (Persone) |
PeñaJason
Pompa-GarcíaIvan |
| Soggetto topico |
Statistical Physics
Mathematical physics Computer simulation Probabilities Markov processes Biomathematics Computational Physics and Simulations Probability Theory Applied Probability Markov Process Mathematical and Computational Biology |
| ISBN | 3-031-46475-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1: History of Brownian Motion in a Nutshell -- Chapter 2: The Random Elevator Game -- Chapter 3: Solution of the Diffusion Equation in Free Space -- Chapter 4: Solution of the Diffusion Equation in Free Space -- Chapter 5: Diffusion Between Two Targets -- Chapter 6: Diffusion in the Presence of a Force Field -- Chapter 7: Trapping Particles Influenced by External Forces -- Chapter 8: Splitting and Breaking Brownian Pathways: Conditional Processes -- Chapter 9: Diffusion With Stochastic Resetting -- Chapter 10: Diffusion With Stochastic Resetting -- Chapter 11: Diffusion With Stochastic Resetting -- Chapter 12: Two-Dimensional Systems -- Chapter 13: Reaction-Diffusion Equations -- Chapter 14: Three-dimensional Systems -- Chapter 15: Trapping Rate Coefficient -- Chapter 16: Trapping Rate Coefficient -- Chapter 17: Fick-Jacobs 1D Reduction -- Chapter 18: Zwanzig 1D Reduction -- Chapter 19: Reguera and Rubi Kinetic Equation -- Chapter 20: Kalinay and Percus Projection Method -- Chapter 21: External Transverse Field: 2D Narrow Channel -- Chapter 22: Periodical Systems -- Chapter 23: Active Brownian Particles -- Chapter 24: Diffusion in Narrow Channels Embedded on Curved Manifolds -- Chapter 25: Representation of a Channel as a Tubular Manifold: Frenet-Serret Moving Frame. |
| Record Nr. | UNINA-9910831007303321 |
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Dagdug Leonardo
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Discrete-Time Semi-Markov Random Evolutions and Their Applications / / by Nikolaos Limnios, Anatoliy Swishchuk
| Discrete-Time Semi-Markov Random Evolutions and Their Applications / / by Nikolaos Limnios, Anatoliy Swishchuk |
| Autore | Limnios Nikolaos |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 |
| Descrizione fisica | 1 online resource (206 pages) |
| Disciplina | 519.233 |
| Altri autori (Persone) | SwishchukAnatoliy |
| Collana | Probability and Its Applications |
| Soggetto topico |
Stochastic processes
Probabilities Mathematical statistics Dynamical systems Stochastic Processes Probability Theory Mathematical Statistics Applied Probability Dynamical Systems Stochastic Systems and Control Processos de Markov Sistemes de temps discret |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-33429-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Acronyms -- Notation -- 1 Discrete-Time Stochastic Calculus in Banach Space -- 1.1 Introduction -- 1.2 Random Elements and Discrete-Time Martingales in a Banach Space -- 1.3 Martingale Characterization of Markov and Semi-Markov Chains -- 1.3.1 Martingale Characterization of Markov Chains -- 1.3.2 Martingale Characterization of Markov Processes -- 1.3.3 Martingale Characterization of Semi-Markov Processes -- 1.4 Operator Semigroups and Their Generators -- 1.5 Martingale Problem in a Banach Space -- 1.6 Weak Convergence in a Banach Space -- 1.7 Reducible-Invertible Operators and Their Perturbations -- 1.7.1 Reducible-Invertible Operators -- 1.7.2 Perturbation of Reducible-Invertible Operators -- 2 Discrete-Time Semi-Markov Chains -- 2.1 Introduction -- 2.2 Semi-Markov Chains -- 2.2.1 Definitions -- 2.2.2 Classification of States -- 2.2.3 Markov Renewal Equation and Theorem -- 2.3 Discrete- and Continuous-Time Connection -- 2.4 Compensating Operator and Martingales -- 2.5 Stationary Phase Merging -- 2.6 Semi-Markov Chains in Merging State Space -- 2.6.1 The Ergodic Case -- 2.6.2 The Non-ergodic Case -- 2.7 Concluding Remarks -- 3 Discrete-Time Semi-Markov Random Evolutions -- 3.1 Introduction -- 3.2 Discrete-time Random Evolution with Underlying Markov Chain -- 3.3 Definition and Properties of DTSMRE -- 3.4 Discrete-Time Stochastic Systems -- 3.4.1 Additive Functionals -- 3.4.2 Geometric Markov Renewal Chains -- 3.4.3 Dynamical Systems -- 3.5 Discrete-Time Stochastic Systems in Series Scheme -- 3.6 Concluding Remarks -- 4 Weak Convergence of DTSMRE in Series Scheme -- 4.1 Introduction -- 4.2 Weak Convergence Results -- 4.2.1 Averaging -- 4.2.2 Diffusion Approximation -- 4.2.3 Normal Deviations -- 4.2.4 Rates of Convergence in the Limit Theorems -- 4.3 Proof of Theorems -- 4.3.1 Proof of Theorem 4.1.
4.3.2 Proof of Theorem 4.2 -- 4.3.3 Proof of Theorem 4.3 -- 4.3.4 Proof of Proposition 4.1 -- 4.4 Applications of the Limit Theorems to Stochastic Systems -- 4.4.1 Additive Functionals -- 4.4.2 Geometric Markov Renewal Processes -- 4.4.3 Dynamical Systems -- 4.4.4 Estimation of the Stationary Distribution -- 4.4.5 U-Statistics -- 4.4.6 Rates of Convergence for Stochastic Systems -- 4.5 Concluding Remarks -- 5 DTSMRE in Reduced Random Media -- 5.1 Introduction -- 5.2 Definition and Properties -- 5.3 Average and Diffusion Approximation -- 5.3.1 Averaging -- 5.3.2 Diffusion Approximation -- 5.3.3 Normal Deviations -- 5.4 Proof of Theorems -- 5.4.1 Proof of Theorem 5.1 -- 5.4.2 Proof of Theorem 5.2 -- 5.5 Application to Stochastic Systems -- 5.5.1 Additive Functionals -- 5.5.2 Dynamical Systems -- 5.5.3 Geometric Markov Renewal Chains -- 5.5.4 U-Statistics -- 5.6 Concluding Remarks -- 6 Controlled Discrete-Time Semi-Markov Random Evolutions -- 6.1 Introduction -- 6.2 Controlled Discrete-Time Semi-Markov Random Evolutions -- 6.2.1 Definition of CDTSMREs -- 6.2.2 Examples -- 6.2.3 Dynamic Programming for Controlled Models -- 6.3 Limit Theorems for Controlled Semi-Markov Random Evolutions -- 6.3.1 Averaging of CDTSMREs -- 6.3.2 Diffusion Approximation of DTSMREs -- 6.3.3 Normal Approximation -- 6.4 Applications to Stochastic Systems -- 6.4.1 Controlled Additive Functionals -- 6.4.2 Controlled Geometric Markov Renewal Processes -- 6.4.3 Controlled Dynamical Systems -- 6.4.4 The Dynamic Programming Equations for Limiting Models in Diffusion Approximation -- 6.4.4.1 DPE/HJB Equation for the Limiting CAF in DA (see Sect.6.4.1) -- 6.4.4.2 DPE/HJB Equation for the Limiting CGMRP in DA (see Sect.6.4.2) -- 6.4.4.3 DPE/HJB Equation for the Limiting CDS in DA (see Sect.6.4.3) -- 6.5 Solution of Merton Problem for the Limiting CGMRP in DA -- 6.5.1 Introduction. 6.5.2 Utility Function -- 6.5.3 Value Function or Performance Criterion -- 6.5.4 Solution of Merton Problem: Examples -- 6.5.5 Solution of Merton Problem -- 6.6 Rates of Convergence in Averaging and Diffusion Approximations -- 6.7 Proofs -- 6.7.1 Proof of Theorem 6.1 -- 6.7.2 Proof of Theorem 6.2 -- 6.7.3 Proof of Theorem 6.3 -- 6.7.4 Proof of Proposition 6.1 -- 6.8 Concluding Remarks -- 7 Epidemic Models in Random Media -- 7.1 Introduction -- 7.2 From the Deterministic to Stochastic SARS Model -- 7.3 Averaging of Stochastic SARS Models -- 7.4 SARS Model in Merging Semi-Markov Random Media -- 7.5 Diffusion Approximation of Stochastic SARS Models in Semi-Markov Random Media -- 7.6 Concluding remarks -- 8 Optimal Stopping of Geometric Markov Renewal Chains and Pricing -- 8.1 Introduction -- 8.2 GMRC and Embedded Markov-Modulated (B,S)-Security Markets -- 8.2.1 Definition of the GMRC -- 8.2.2 Statement of the Problem: Optimal Stopping Rule -- 8.3 GMRP as Jump Discrete-Time Semi-Markov Random Evolution -- 8.4 Martingale Properties of GMRC -- 8.5 Optimal Stopping Rules for GMRC -- 8.6 Martingale Properties of Discount Price and Discount Capital -- 8.7 American Option Pricing Formulae for embedded Markov-modulated (B,S)-Security markets -- 8.8 European Option Pricing Formula for Embedded Markov-Modulated (B,S)-Security Markets -- 8.9 Proof of Theorems -- 8.10 Concluding Remarks -- A Markov Chains -- A.1 Transition Function -- A.2 Irreducible Markov Chains -- A.3 Recurrent Markov Chains -- A.4 Invariant Measures -- A.5 Uniformly Ergodic Markov Chains -- Bibliography -- Index. |
| Record Nr. | UNINA-9910735778203321 |
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Limnios Nikolaos
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| Cham : , : Springer Nature Switzerland : , : Imprint : Birkhäuser, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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High-Dimensional Optimization and Probability [[electronic resource] ] : With a View Towards Data Science / / edited by Ashkan Nikeghbali, Panos M. Pardalos, Andrei M. Raigorodskii, Michael Th. Rassias
| High-Dimensional Optimization and Probability [[electronic resource] ] : With a View Towards Data Science / / edited by Ashkan Nikeghbali, Panos M. Pardalos, Andrei M. Raigorodskii, Michael Th. Rassias |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (417 pages) |
| Disciplina | 519.3 |
| Collana | Springer Optimization and Its Applications |
| Soggetto topico |
Mathematical optimization
Probabilities Business information services Mathematics Optimization Applied Probability IT in Business Applications of Mathematics Optimització matemàtica Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-00832-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Projection of a point onto a convex set via Charged Balls Method (E. Abbasov ) -- Towards optimal sampling for learning sparse approximations in high dimensions (Adcock) -- Recent Theoretical Advances in Non-Convex Optimization (Gasnikov) -- Higher Order Embeddings for the Composition of the Harmonic Projection and Homotopy Operators (Ding) -- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming (M.V. Dolgopolik) -- On the Expected Extinction Time for the Adjoint Circuit Chains associated with a Random Walk with Jumps in Random Environments (Ganatsiou) -- A statistical learning theory approach for the analysis of the trade-off between sample size and precision in truncated ordinary least squares (Raciti) -- Recent theoretical advances in decentralized distributed convex optimization (Gasnikov) -- On training set selection in spatial deep learning (M.T. Hendrix) -- Surrogate-Based Reduced Dimension Global Optimization in Process Systems Engineering (Xiang Li) -- A viscosity iterative method with alternated inertial terms for solving the split feasibility problem (Rassias) -- Efficient Location-Based Tracking for IoT Devices Using Compressive Sensing and Machine Learning Techniques (Aboushelbaya) -- Nonsmooth Mathematical Programs with Vanishing Constraints in Banach Spaces (Singh). |
| Record Nr. | UNISA-996485662403316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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High-Dimensional Optimization and Probability : With a View Towards Data Science / / edited by Ashkan Nikeghbali, Panos M. Pardalos, Andrei M. Raigorodskii, Michael Th. Rassias
| High-Dimensional Optimization and Probability : With a View Towards Data Science / / edited by Ashkan Nikeghbali, Panos M. Pardalos, Andrei M. Raigorodskii, Michael Th. Rassias |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (417 pages) |
| Disciplina | 519.3 |
| Collana | Springer Optimization and Its Applications |
| Soggetto topico |
Mathematical optimization
Probabilities Business information services Mathematics Optimization Applied Probability IT in Business Applications of Mathematics Optimització matemàtica Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-00832-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Projection of a point onto a convex set via Charged Balls Method (E. Abbasov ) -- Towards optimal sampling for learning sparse approximations in high dimensions (Adcock) -- Recent Theoretical Advances in Non-Convex Optimization (Gasnikov) -- Higher Order Embeddings for the Composition of the Harmonic Projection and Homotopy Operators (Ding) -- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming (M.V. Dolgopolik) -- On the Expected Extinction Time for the Adjoint Circuit Chains associated with a Random Walk with Jumps in Random Environments (Ganatsiou) -- A statistical learning theory approach for the analysis of the trade-off between sample size and precision in truncated ordinary least squares (Raciti) -- Recent theoretical advances in decentralized distributed convex optimization (Gasnikov) -- On training set selection in spatial deep learning (M.T. Hendrix) -- Surrogate-Based Reduced Dimension Global Optimization in Process Systems Engineering (Xiang Li) -- A viscosity iterative method with alternated inertial terms for solving the split feasibility problem (Rassias) -- Efficient Location-Based Tracking for IoT Devices Using Compressive Sensing and Machine Learning Techniques (Aboushelbaya) -- Nonsmooth Mathematical Programs with Vanishing Constraints in Banach Spaces (Singh). |
| Record Nr. | UNINA-9910586596903321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups [[electronic resource] /] / by Zhen-Qing Chen, Takashi Kumagai, Laurent Saloff-Coste, Jian Wang, Tianyi Zheng
| Limit Theorems for Some Long Range Random Walks on Torsion Free Nilpotent Groups [[electronic resource] /] / by Zhen-Qing Chen, Takashi Kumagai, Laurent Saloff-Coste, Jian Wang, Tianyi Zheng |
| Autore | Chen Zhen-Qing |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (147 pages) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
KumagaiTakashi
Saloff-CosteLaurent WangJian ZhengTianyi |
| Collana | SpringerBriefs in Mathematics |
| Soggetto topico |
Probabilities
Mathematics Probability Theory Applied Probability |
| ISBN | 3-031-43332-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Setting the stage -- Introduction -- Polynomial coordinates and approximate dilations -- Vague convergence and change of group law -- Weak convergence of the processes -- Local limit theorem -- Symmetric Lévy processes on nilpotent groups -- Measures in SM(Γ) and their geometries -- Adapted approximate group dilations -- The main results for random walks driven by measures in SM(Γ). |
| Record Nr. | UNINA-9910755083203321 |
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Chen Zhen-Qing
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering / / by Kenneth Shum
| Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering / / by Kenneth Shum |
| Autore | Shum Kenneth |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2023 |
| Descrizione fisica | 1 online resource (262 pages) |
| Disciplina | 519.2 |
| Collana | Compact Textbooks in Mathematics |
| Soggetto topico |
Probabilities
Measure theory Probability Theory Applied Probability Measure and Integration Teoria de la mesura |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-49830-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Beyond discrete and continuous random variables -- Probability spaces -- Lebesgue–Stieltjes measures -- Measurable functions and random variables -- Statistical independence -- Lebesgue integral and mathematical expectation -- Properties of Lebesgue integral and convergence theorems -- Product space and coupling -- Moment generating functions and characteristic functions -- Modes of convergence -- Laws of large numbers -- Techniques from Hilbert space theory -- Conditional expectation -- Levy’s continuity theorem and central limit theorem -- References -- Index. |
| Record Nr. | UNINA-9910835058303321 |
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Shum Kenneth
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Non-Gaussian Selfsimilar Stochastic Processes / / by Ciprian Tudor
| Non-Gaussian Selfsimilar Stochastic Processes / / by Ciprian Tudor |
| Autore | Tudor Ciprian |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (110 pages) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Probability and Mathematical Statistics |
| Soggetto topico |
Probabilities
Probability Theory Applied Probability Processos gaussians Integrals estocàstiques |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-33772-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Chapter 1. Multiple Stochastic Integrals -- Chapter 2. Hermite processes: Definition and basic properties -- Chapter 3. The Wiener integral with respect to the Hermite process and the Hermite Ornstein-Uhlenbeck process -- Chapter 4. Hermite sheets and SPDEs -- Chapter 5. Statistical inference for stochastic (partial) differential equations with Hermite noise -- References. |
| Record Nr. | UNINA-9910734836003321 |
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Tudor Ciprian
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Probabilistic SIR Model (PSIR) in the Pandemic Process : Project Management in Prevention and Support / / by Marcus Hellwig
| The Probabilistic SIR Model (PSIR) in the Pandemic Process : Project Management in Prevention and Support / / by Marcus Hellwig |
| Autore | Hellwig Marcus |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer Vieweg, , 2023 |
| Descrizione fisica | 1 online resource (78 pages) |
| Disciplina | 614.5924144 |
| Collana | Springer essentials |
| Soggetto topico |
Statistics
Public health Probabilities Applied Statistics Public Health Applied Probability COVID-19 Epidemiologia Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-31190-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Occasion, derived from a letter to the editor -- Objectives -- SIR model as a basis for a probabilistic model -- Introduction: Consideration of an infection interval for a federal state -- The “infection curve” I(t) is replaced by the skewed, steep Eqb density function -- Random ranges of NV and Eqb -- Presentation of the equibalance distribution, Eqb -- Infection management in connection with the course of the incidence -- Infection, avoidance and healing process, feedback -- Representation of a process management -- Pre-phase planning supported by network planning technology -- Summary. |
| Record Nr. | UNINA-9910734840103321 |
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Hellwig Marcus
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer Vieweg, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Applied Probability
(14)
- Probabilities (14)
- Probability Theory (7)
- Statistics (5)
- Applied Statistics (4)