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Binding Phenomena : General Description and Analytical Applications / / by Waldemar A. Marmisollé, Dionisio Posadas
Binding Phenomena : General Description and Analytical Applications / / by Waldemar A. Marmisollé, Dionisio Posadas
Autore Marmisollé Waldemar A
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (190 pages)
Disciplina 541.224
Altri autori (Persone) PosadasDionisio
Collana Physical Chemistry in Action
Soggetto topico Physical chemistry
Analytical chemistry
Chemistry, Physical and theoretical
Distribution (Probability theory)
Physical Chemistry
Analytical Chemistry
Theoretical Chemistry
Distribution Theory
ISBN 3-031-39736-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Binding to simple substrates with one binding site -- One substrate with two different binding sites. Competitive binding. Two different binding species. Two different binding substrates -- Titration of simple substrates -- Continuous Distribution Functions. Cumulative and Density Distribution Functions. Known Examples -- Elements of adsorption on heterogeneous substrates -- Theoretical bases for the interpretation of the titration curves of macromolecules -- Acid-Base equilibria at complex substrates. Polyacids and Polybases -- Acid-Base Titration of complex substrates -- The Acid-Base Behaviour of Polyampholytes. The Case of Colloidal Oxides -- Titration of polyampholytes. Polyzwitterions and other examples -- Electron titrations of electrochemically active Macromolecules -- Appendices.
Record Nr. UNINA-9910767505803321
Marmisollé Waldemar A  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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  
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stationary Processes and Discrete Parameter Markov Processes [[electronic resource] /] / by Rabi Bhattacharya, Edward C. Waymire
Stationary Processes and Discrete Parameter Markov Processes [[electronic resource] /] / by Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya R. N (Rabindra Nath), <1937->
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (449 pages)
Disciplina 780
Collana Graduate Texts in Mathematics
Soggetto topico Stochastic processes
Markov processes
Distribution (Probability theory)
Probabilities
Stochastic Processes
Markov Process
Distribution Theory
Probability Theory
Processos estocàstics
Soggetto genere / forma Llibres electrònics
ISBN 3-031-00943-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Symbol Definition List -- 1. Fourier Analysis: A Brief -- 2. Weakly Stationary Processes and their Spectral Measures -- 3. Spectral Representation of Stationary Processes -- 4. Birkhoff’s Ergodic Theorem -- 5. Subadditive Ergodic Theory -- 6. An Introduction to Dynamical Systems -- 7. Markov Chains -- 8. Markov Processes with General State Space -- 9. Stopping Times and the Strong Markov Property -- 10. Transience and Recurrence of Markov Chains -- 11. Birth–Death Chains -- 12. Hitting Probabilities & Absorption -- 13. Law of Large Numbers and Invariant Probability for Markov Chains by Renewal Decomposition -- 14. The Central Limit Theorem for Markov Chains by Renewal Decomposition -- 15. Martingale Central Limit Theorem -- 16. Stationary Ergodic Markov Processes: SLLN & FCLT -- 17. Linear Markov Processes -- 18. Markov Processes Generated by Iterations of I.I.D. Maps -- 19. A Splitting Condition and Geometric Rates of Convergence to Equilibrium -- 20. Irreducibility and Harris Recurrent Markov Processes -- 21. An Extended Perron–Frobenius Theorem and Large Deviation Theory for Markov Processes -- 22. Special Topic: Applications of Large Deviation Theory -- 23. Special Topic: Associated Random Fields, Positive Dependence, FKG Inequalities -- 24. Special Topic: More on Coupling Methods and Applications -- 25. Special Topic: An Introduction to Kalman Filter -- A. Spectral Theorem for Compact Self-Adjoint Operators and Mercer’s Theorem -- B. Spectral Theorem for Bounded Self-Adjoint Operators -- C. Borel Equivalence for Polish Spaces -- D. Hahn–Banach, Separation, and Representation Theorems in Functional Analysis -- References -- Author Index -- Subject Index.
Record Nr. UNISA-996503552703316
Bhattacharya R. N (Rabindra Nath), <1937->  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Stationary Processes and Discrete Parameter Markov Processes / / by Rabi Bhattacharya, Edward C. Waymire
Stationary Processes and Discrete Parameter Markov Processes / / by Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya R. N (Rabindra Nath), <1937->
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (449 pages)
Disciplina 780
Collana Graduate Texts in Mathematics
Soggetto topico Stochastic processes
Markov processes
Distribution (Probability theory)
Probabilities
Stochastic Processes
Markov Process
Distribution Theory
Probability Theory
Processos estocàstics
Soggetto genere / forma Llibres electrònics
ISBN 3-031-00943-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Symbol Definition List -- 1. Fourier Analysis: A Brief -- 2. Weakly Stationary Processes and their Spectral Measures -- 3. Spectral Representation of Stationary Processes -- 4. Birkhoff’s Ergodic Theorem -- 5. Subadditive Ergodic Theory -- 6. An Introduction to Dynamical Systems -- 7. Markov Chains -- 8. Markov Processes with General State Space -- 9. Stopping Times and the Strong Markov Property -- 10. Transience and Recurrence of Markov Chains -- 11. Birth–Death Chains -- 12. Hitting Probabilities & Absorption -- 13. Law of Large Numbers and Invariant Probability for Markov Chains by Renewal Decomposition -- 14. The Central Limit Theorem for Markov Chains by Renewal Decomposition -- 15. Martingale Central Limit Theorem -- 16. Stationary Ergodic Markov Processes: SLLN & FCLT -- 17. Linear Markov Processes -- 18. Markov Processes Generated by Iterations of I.I.D. Maps -- 19. A Splitting Condition and Geometric Rates of Convergence to Equilibrium -- 20. Irreducibility and Harris Recurrent Markov Processes -- 21. An Extended Perron–Frobenius Theorem and Large Deviation Theory for Markov Processes -- 22. Special Topic: Applications of Large Deviation Theory -- 23. Special Topic: Associated Random Fields, Positive Dependence, FKG Inequalities -- 24. Special Topic: More on Coupling Methods and Applications -- 25. Special Topic: An Introduction to Kalman Filter -- A. Spectral Theorem for Compact Self-Adjoint Operators and Mercer’s Theorem -- B. Spectral Theorem for Bounded Self-Adjoint Operators -- C. Borel Equivalence for Polish Spaces -- D. Hahn–Banach, Separation, and Representation Theorems in Functional Analysis -- References -- Author Index -- Subject Index.
Record Nr. UNINA-9910633936303321
Bhattacharya R. N (Rabindra Nath), <1937->  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui