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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
Materiale a stampa
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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025
Materiale a stampa
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  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
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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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024
Materiale a stampa
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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024
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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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023
Materiale a stampa
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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025
Materiale a stampa
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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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025
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
Feng Runhuan  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
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  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024
Materiale a stampa
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