Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
Autore | Chernov Nikolai <1956-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (208 p.) |
Disciplina | 519.2/33 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0533-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910480616203321 |
Chernov Nikolai <1956-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
Autore | Chernov Nikolai <1956-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (208 p.) |
Disciplina | 519.2/33 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
ISBN | 1-4704-0533-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910788854203321 |
Chernov Nikolai <1956-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat |
Autore | Chernov Nikolai <1956-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (208 p.) |
Disciplina | 519.2/33 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Diffusion processes
Brownian movements Limit theorems (Probability theory) |
ISBN | 1-4704-0533-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles"" ""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index"" |
Record Nr. | UNINA-9910829176503321 |
Chernov Nikolai <1956-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Brownian motion and classical potential theory / Sidney C. Port, Charles J. Stone |
Autore | Port, Sidney C. |
Pubbl/distr/stampa | New York : Academic Press, 1978 |
Descrizione fisica | xii, 236 p. : ill. ; 24 cm |
Disciplina | 519.282 |
Altri autori (Persone) | Stone, Charles Joelauthor |
Collana | Probability and mathematical statistics. A series of monographs and textbooks |
Soggetto topico |
Brownian movements
Markov processes Theory of potential |
ISBN | 0125618506 |
Classificazione |
AMS 60J45
AMS 60J65 QC184.P67 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000724009707536 |
Port, Sidney C. | ||
New York : Academic Press, 1978 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Dynamical theories of brownian motion / E. Nelson |
Autore | Nelson, E. |
Pubbl/distr/stampa | Princeton, NJ : Princeton University Press, c1967 |
Descrizione fisica | 142 p. : ill. ; 24 cm |
Soggetto topico | Brownian movements |
Classificazione |
53.1.65
510.60 QC183.N467 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000900099707536 |
Nelson, E. | ||
Princeton, NJ : Princeton University Press, c1967 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
The economics of inaction [[electronic resource] ] : stochastic control models with fixed costs / / Nancy L. Stokey |
Autore | Stokey Nancy L |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2009 |
Descrizione fisica | 1 online resource (321 p.) |
Disciplina | 330.01/519233 |
Soggetto topico |
Econometric models
Brownian movements |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-15873-2
9786612158735 1-4008-2981-X |
Classificazione | 83.03 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- Part I. Mathematical Preliminaries -- Part II. Impulse Control Models -- Part III. Instantaneous Control Models -- Part IV. Aggregation -- A. Continuous Stochastic Processes -- B. Optional Stopping Theorem -- References -- Index |
Record Nr. | UNINA-9910454984803321 |
Stokey Nancy L | ||
Princeton, : Princeton University Press, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The economics of inaction [[electronic resource] ] : stochastic control models with fixed costs / / Nancy L. Stokey |
Autore | Stokey Nancy L |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2009 |
Descrizione fisica | 1 online resource (321 p.) |
Disciplina | 330.01/519233 |
Soggetto topico |
Econometric models
Brownian movements |
ISBN |
1-282-15873-2
9786612158735 1-4008-2981-X |
Classificazione | 83.03 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- Part I. Mathematical Preliminaries -- Part II. Impulse Control Models -- Part III. Instantaneous Control Models -- Part IV. Aggregation -- A. Continuous Stochastic Processes -- B. Optional Stopping Theorem -- References -- Index |
Record Nr. | UNINA-9910778218103321 |
Stokey Nancy L | ||
Princeton, : Princeton University Press, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The economics of inaction : stochastic control models with fixed costs / / Nancy L. Stokey |
Autore | Stokey Nancy L |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2009 |
Descrizione fisica | 1 online resource (321 p.) |
Disciplina | 330.01/519233 |
Soggetto topico |
Econometric models
Brownian movements |
ISBN |
1-282-15873-2
9786612158735 1-4008-2981-X |
Classificazione | 83.03 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- 1. Introduction -- Part I. Mathematical Preliminaries -- Part II. Impulse Control Models -- Part III. Instantaneous Control Models -- Part IV. Aggregation -- A. Continuous Stochastic Processes -- B. Optional Stopping Theorem -- References -- Index |
Record Nr. | UNINA-9910806808103321 |
Stokey Nancy L | ||
Princeton, : Princeton University Press, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interface science and technology . Volume 15 Macromolecules in solution and Brownian relativity / / Stefano A. Mezzasalma |
Autore | Mezzasalma Stefano A |
Pubbl/distr/stampa | Amsterdam ; ; London, : Elsevier/Academic Press, 2008 |
Descrizione fisica | 1 online resource (247 p.) |
Disciplina |
547.7
530.413 |
Collana | Interface science and technology |
Soggetto topico |
Polymers
Macromolecules Brownian movements |
ISBN |
1-281-37095-9
9786611370954 0-08-055798-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Macromolecules in Solution and Brownian Relativity; Copyright page; TOCContents; Foreword; CHChapter 1. Classical and Relativistic Mechanics; 1. Historical Summary; 2. Analytical Mechanics; 3. Special Relativity; 4. Relativistic Mechanics; 5. General Relativity; 6. Particular Solutions and Reference Frames; Appendix A; Readings; CHChapter 2. The Special Theory of Brownian Relativity; 1. Brownian Motion and Diffusion (Notes); 2. Postulates of Brownian Relativity: Ideal Polymer and Universality; 3. Real Polymer in a Minkowskian Fluid; Readings
CHChapter 3. The General Theory of Brownian Relativity1. Geometric Approach to Polymers in Solution; 2. Statistical Gauge and Electromagnetic Analogy; 3. Outlook and Notes; Readings; CHChapter 4. The Covariant Scaling of Probability; 1. Vineyard's Van Hove Distribution Function; 2. From Molecule to Macromolecule: True Self-Avoiding Walk Polymer; 3. From Macromolecule to Molecule: Turbulence in Liquids; Readings; CHChapter 5. Fundamental Ideas for a Shape Mechanics; 1. Brownian Simultaneity and Uncertainty Relation; 2. Lorentz-Poincaré Transformation: A Toy Model for Geometry 3. The Static Uncertainty Relation4. Materiality and Geometry of Energy; 5. n-Molecular Systems and Pairwise Potential; 6. The Shape-Mechanical Issue; 7. Outlook and Notes; Readings; IDXSubject Index |
Record Nr. | UNINA-9910736997703321 |
Mezzasalma Stefano A | ||
Amsterdam ; ; London, : Elsevier/Academic Press, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Investigations on the theory of the brownian movement / by Albert Einstein ; edited with notes by R. Fürth ; translated by A.D. Cowper |
Autore | Einstein, Albert |
Pubbl/distr/stampa | New York : Dover Publications, Inc., c1956 |
Descrizione fisica | 119 p. : ill. ; 21 cm. |
Altri autori (Persone) |
Fürth, R.
Cowper, A.D. |
Soggetto topico | Brownian movements |
Classificazione |
53.1.65
539.6 QC183 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001036589707536 |
Einstein, Albert | ||
New York : Dover Publications, Inc., c1956 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|