18th International Probabilistic Workshop : IPW 2020 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa
| 18th International Probabilistic Workshop : IPW 2020 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 |
| Descrizione fisica | 1 online resource (XVI, 855 p. 350 illus., 230 illus. in color.) |
| Disciplina | 624.171 |
| Collana | Lecture Notes in Civil Engineering |
| Soggetto topico |
Civil engineering
Probabilities Industrial management Financial risk management Civil Engineering Applied Probability Industrial Management Risk Management |
| ISBN | 3-030-73616-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910484118503321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner
| Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner |
| Autore | Chorowski Michał |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (599 pages) |
| Disciplina | 519.23 |
| Altri autori (Persone) |
GubiecTomasz
KutnerRyszard |
| Collana | Understanding Complex Systems |
| Soggetto topico |
Stochastic processes
System theory Statistical physics Probabilities Statistics Stochastic Processes Complex Systems Statistical Physics Applied Probability Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9783031803925
3031803922 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Fundamental Concepts -- Singular Stochastic Processes -- Non-deterministic Fractals -- Signatures and Causes of Multifractality -- Dispersive Transport and Diffusion -- Fractal Wanderings -- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates -- Statistics of Extremes -- Limit Theorems on the Stock Market -- Comprehensive Partition Function: A Universal Tool in Multifractality. |
| Record Nr. | UNINA-9910992779303321 |
Chorowski Michał
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied Probability : From Random Experiments to Random Sequences and Statistics / / by Valérie Girardin, Nikolaos Limnios
| Applied Probability : From Random Experiments to Random Sequences and Statistics / / by Valérie Girardin, Nikolaos Limnios |
| Autore | Girardin Valérie |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (265 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Statistics Probability Theory Statistical Theory and Methods Applied Probability Applied Statistics |
| ISBN | 3-030-97963-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Notation -- 1 Events and Probability Spaces -- 1.1 Sample Space -- 1.2 Measure Spaces -- 1.2.1 σ-Algebras -- Properties of σ-Algebras -- 1.2.2 Measures -- Properties of Measures -- Dirac Measure -- Counting Measure -- Lebesgue Measure -- 1.3 Probability Spaces -- 1.3.1 General Case -- 1.3.2 Conditional Probabilities -- 1.3.3 Discrete Case: Combinatorial Analysis and Entropy -- Properties of Shannon Entropy -- 1.4 Independence of Finite Collections -- 1.5 Exercises -- 2 Random Variables -- 2.1 Random Variables -- 2.1.1 Measurable Functions -- Properties of Measurable Functions -- 2.1.2 Distributions and Distribution Functions -- Properties of Distribution Functions -- Properties of Quantiles -- 2.2 Expectation -- 2.2.1 Lebesgue Integral -- Properties of Lebesgue Integrals -- 2.2.2 Expectation -- 2.3 Discrete Random Variables -- 2.3.1 General Properties -- 2.3.2 Classical Discrete Distributions -- Dirac Distribution -- Uniform Distribution -- Bernoulli Distribution -- Binomial Distribution -- Hyper-Geometric Distribution -- Geometric and Negative Binomial Distributions -- Poisson Distribution -- 2.4 Continuous Random Variables -- 2.4.1 Absolute Continuity of Measures -- 2.4.2 Densities -- Properties of Densities of Random Variables -- 2.4.3 Classical Distributions with Densities -- Uniform Distribution -- Gaussian Distribution -- Gamma, Exponential, Chi-Squared, Erlang Distributions -- Log-Normal Distribution -- Weibull Distribution -- Inverse-Gaussian Distribution -- Beta Distribution -- Fisher Distribution -- Student and Cauchy Distributions -- 2.4.4 Determination of Distributions -- 2.5 Analytical Tools -- 2.5.1 Generating Functions -- Properties of Generating Functions -- 2.5.2 Fourier Transform and Characteristic Functions -- Properties of Characteristic Functions -- 2.5.3 Laplace Transform.
Properties of Laplace Transforms -- 2.5.4 Moment Generating Functions and Cramér Transform -- Properties of Cramér Transform -- 2.6 Reliability and Survival Analysis -- 2.7 Exercises and Complements -- 3 Random Vectors -- 3.1 Relations Between Random Variables -- 3.1.1 Covariance -- Properties of Covariance and Correlation Coefficients -- 3.1.2 Independence of Random Variables -- 3.1.3 Stochastic Order Relation -- 3.1.4 Entropy -- Properties of Entropy -- 3.2 Characteristics of Random Vectors -- 3.2.1 Product of Probability Spaces -- 3.2.2 Distribution of Random Vectors -- Properties of Multi-dimensional Distribution Functions -- Properties of Densities of Random Vectors -- Properties of Covariance Matrices -- 3.2.3 Independence of Random Vectors -- Properties of Covariance Matrices of Two Vectors -- 3.3 Functions of Random Vectors -- 3.3.1 Order Statistics -- 3.3.2 Sums of Independent Variables or Vectors -- Properties of Convolution -- 3.3.3 Determination of Distributions -- 3.4 Gaussian Vectors -- 3.5 Exercises and Complements -- 4 Random Sequences -- 4.1 Enumerable Sequences -- 4.1.1 Sequences of Events -- Properties of Superior and Inferior Limits of Events -- 4.1.2 Independence of Sequences -- 4.2 Stochastic Convergence -- 4.2.1 Different Types of Convergence -- 4.2.2 Convergence Criteria -- 4.2.3 Links Between Convergences -- 4.2.4 Convergence of Sequences of Random Vectors -- 4.3 Limit Theorems -- 4.3.1 Asymptotics of Discrete Distributions -- 4.3.2 Laws of Large Numbers -- 4.3.3 Central Limit Theorem -- 4.4 Stochastic Simulation Methods -- 4.4.1 Generating Random Variables -- 4.4.2 Monte Carlo Simulation Method -- 4.5 Exercises and Complements -- 5 Introduction to Statistics -- 5.1 Non-parametric Statistics -- 5.1.1 Empirical Distribution Function -- 5.1.2 Confidence Intervals -- 5.1.3 Non-parametric Testing -- 5.2 Parametric Statistics. 5.2.1 Point Estimation -- 5.2.2 Maximum Likelihood Method -- 5.2.3 Precision of the Estimators -- 5.2.4 Parametric Confidence Intervals -- 5.2.5 Testing in a Parametric Model -- 5.3 The Linear Model -- 5.3.1 Linear and Quadratic Approximations -- 5.3.2 The Simple Linear Model -- 5.3.3 ANOVA -- For Two Samples -- One Way Model -- Two Way Model -- 5.4 Exercises and Complements -- Further Reading -- Measure and Probability -- Probability Theory and Statistics -- Applications -- Index. |
| Record Nr. | UNINA-9910568249603321 |
Girardin Valérie
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Art of Finding Hidden Risks : Hidden Regular Variation in the 21st Century / / by Sidney Resnick
| The Art of Finding Hidden Risks : Hidden Regular Variation in the 21st Century / / by Sidney Resnick |
| Autore | Resnick Sidney |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (272 pages) |
| Disciplina | 519.535 |
| Soggetto topico |
Stochastic processes
Probabilities Stochastic Processes Applied Probability |
| ISBN |
9783031575990
9783031575983 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Foundation -- 2 Regular Variation -- 3 Hidden Regular Variation -- 4 Lévy Processes with Regularly Varying Distributions: Where Do the Jumps Go? -- 5 Statistics -- A A Crash Course on Regularly Varying Functions -- B Notation Summary -- References -- Index. |
| Record Nr. | UNINA-9910878974603321 |
Resnick Sidney
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Lo trovi qui: Univ. Federico II | ||
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Calculating Chance: Card and Casino Games / / by Sidney A. Morris
| Calculating Chance: Card and Casino Games / / by Sidney A. Morris |
| Autore | Morris Sidney A |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (193 pages) |
| Disciplina | 519 |
| Soggetto topico |
Probabilities
Mathematical statistics Applied Probability Mathematical Statistics |
| ISBN | 3-031-70141-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Finite Probability Spaces and Examples -- Permutations and Combinations -- Conditional Probability -- Stirling’s Approximation Formula and Improvements. |
| Record Nr. | UNINA-9910897976603321 |
Morris Sidney A
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
| 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 | ||
| Lo trovi qui: Univ. Federico II | ||
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Coupling and Ergodic Theorems for Semi-Markov-Type Processes I : Markov Chains, Renewal, and Regenerative Processes / / by Dmitrii Silvestrov
| Coupling and Ergodic Theorems for Semi-Markov-Type Processes I : Markov Chains, Renewal, and Regenerative Processes / / by Dmitrii Silvestrov |
| Autore | Silvestrov Dmitrii |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (906 pages) |
| Disciplina | 519.233 |
| Collana | Mathematics and Statistics Series |
| Soggetto topico |
Probabilities
Probability Theory Applied Probability |
| ISBN |
9783031893117
9783031893100 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Introduction -- Coupling for Random Variables -- Coupling and Ergodic Theorems for Finite Markov Chains -- Coupling and Ergodic Theorems for General Markov Chains -- Hitting Times and Method of Test Functions -- Approaching of Renewal Schemes -- Synchronizing of Shifted Renewal Schemes -- Coupling for Renewal Schemes -- Coupling and Ergodic Theorems for Regenerative Processes -- Uniform Ergodic Theorems for Regenerative Processes -- Generalized Ergodic Theorems for Regenerative Processes -- Coupling and the Renewal Theorem -- Appendix A. Basic Ergodic Theorems for Regenerative Processes -- Appendix B. Methodological and Bibliographical Notes -- References -- Index. |
| Record Nr. | UNINA-9911035159403321 |
Silvestrov Dmitrii
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Lo trovi qui: Univ. Federico II | ||
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Coupling and Ergodic Theorems for Semi-Markov-Type Processes II : Semi-Markov Processes and Multi-Alternating Regenerative Processes with Semi-Markov Modulation / / by Dmitrii Silvestrov
| Coupling and Ergodic Theorems for Semi-Markov-Type Processes II : Semi-Markov Processes and Multi-Alternating Regenerative Processes with Semi-Markov Modulation / / by Dmitrii Silvestrov |
| Autore | Silvestrov Dmitrii |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (853 pages) |
| Disciplina | 519.233 |
| Collana | Mathematics and Statistics Series |
| Soggetto topico |
Probabilities
Applied Probability Probability Theory |
| ISBN | 9783031893155 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Introduction -- Summary of Ergodic Theorems for Regenerative Processes -- Modifications of Hitting Times -- Birth-Death-Type Processes -- Semi-Markov Processes with Discrete State Spaces and Embedded Regenerative Processes -- Ergodic Theorems for Queuing Systems -- Semi-Markov Processes with General State Spaces with Atoms -- Semi-Markov Processes with General State Spaces and Distributional Atoms -- Semi-Markov Processes with General State Spaces and One-Step Artificial Regeneration -- Semi-Markov Processes with General State Spaces and Multi-Step Artificial Regeneration -- Multi-Alternating Regenerative Processes with Semi-Markov Modulation -- Multi-Alternating Regenerative Processes Modulating by Uniformly Recurrent Semi-Markov Processes -- Appendix A. Methodological and Bibliographical Notes -- References -- Index. |
| Record Nr. | UNINA-9911035046603321 |
Silvestrov Dmitrii
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| 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 |
Feng Runhuan
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Diffusion Under Confinement : A Journey Through Counterintuition / / by Leonardo Dagdug, Jason Peña, Ivan Pompa-García
| Diffusion Under Confinement : 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 Statistical Physics 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 |
Dagdug Leonardo
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 | ||
| Lo trovi qui: Univ. Federico II | ||
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