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Asymptotic methods in the theory of Gaussian processes and fields / Vladimir I. Piterbarg
| Asymptotic methods in the theory of Gaussian processes and fields / Vladimir I. Piterbarg |
| Autore | Piterbarg, Vladimir I. |
| Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c1996 |
| Descrizione fisica | xii, 206 p. ; 27 cm. |
| Disciplina | 519.23 |
| Collana | Translations of mathematical monographs, 0065-9282 ; 148 |
| Soggetto topico |
Asymptotic expansions
Gaussian processes Random fields |
| ISBN | 0821804235 |
| Classificazione |
AMS 60G15
AMS 60G60 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000703949707536 |
Piterbarg, Vladimir I.
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| Providence, R. I. : American Mathematical Society, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Correlated random systems [e-book] : five different methods : CIRM Jean-Morlet Chair, Spring 2013 / Véronique Gayrard, Nicola Kistler, editors
| Correlated random systems [e-book] : five different methods : CIRM Jean-Morlet Chair, Spring 2013 / Véronique Gayrard, Nicola Kistler, editors |
| Pubbl/distr/stampa | Cham [Switzerland] : Springer, 2015 |
| Descrizione fisica | 1 online resource (vii, 205 pages) |
| Disciplina | 519.23 |
| Altri autori (Persone) |
Gayrard, Véroniqueauthor
Kistler, Nicolaauthor |
| Collana | Lecture notes in mathematics, 1617-9692 ; 2143 |
| Soggetto topico |
Random fields
Probabilities |
| ISBN | 9783319176741 |
| Classificazione |
AMS 60-06
AMS 60B20 AMS 60F10 AMS 60J AMS 82D LC QA274.45 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002948639707536 |
| Cham [Switzerland] : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Correlated random systems : five different methods : CIRM Jean-Morlet Chair, Spring 2013 / Véronique Gayrard, Nicola Kistler, editors
| Correlated random systems : five different methods : CIRM Jean-Morlet Chair, Spring 2013 / Véronique Gayrard, Nicola Kistler, editors |
| Pubbl/distr/stampa | Cham [Switzerland] : Springer, c2015 |
| Descrizione fisica | vii, 205 p. : ill. (some color) ; 24 cm |
| Disciplina | 519.23 |
| Altri autori (Persone) |
Gayrard, Véroniqueauthor
Kistler, Nicolaauthor |
| Collana | Lecture notes in mathematics, 0075-8434 ; 2143 |
| Soggetto topico |
Random fields
Probabilities |
| ISBN | 9783319176734 |
| Classificazione |
AMS 60-06
AMS 60B20 AMS 60F10 AMS 60J AMS 82D LC QA274.45 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991002948719707536 |
| Cham [Switzerland] : Springer, c2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner
| A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner |
| Autore | Röckner Michael <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 |
| Descrizione fisica | 1 online resource (86 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Random fields
Distribution (Probability theory) Dirichlet problem Potential theory (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4704-0737-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Table of Contents""; ""1. Introduction""; ""2. Self-adjoint harmonic spaces and measures of bounded energy""; ""3. The PWB-solution for distributions given an open set with compact boundary""; ""4. The PWB-solution for distributions given an arbitrary open set""; ""5. Free (D,H)-measures with Dirichlet conditions and completions of the a-fields""; ""6. A Dirichlet problem for distributions""; ""7. Prediction problem and construction of specifications""; ""8. The Gibbs states""; ""References"" |
| Record Nr. | UNINA-9910480586303321 |
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Röckner Michael <1956->
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| Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner
| A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner |
| Autore | Röckner Michael <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 |
| Descrizione fisica | 1 online resource (86 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Random fields
Distribution (Probability theory) Dirichlet problem Potential theory (Mathematics) |
| ISBN | 1-4704-0737-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Table of Contents""; ""1. Introduction""; ""2. Self-adjoint harmonic spaces and measures of bounded energy""; ""3. The PWB-solution for distributions given an open set with compact boundary""; ""4. The PWB-solution for distributions given an arbitrary open set""; ""5. Free (D,H)-measures with Dirichlet conditions and completions of the a-fields""; ""6. A Dirichlet problem for distributions""; ""7. Prediction problem and construction of specifications""; ""8. The Gibbs states""; ""References"" |
| Record Nr. | UNINA-9910788891403321 |
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Röckner Michael <1956->
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| Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner
| A Dirichlet problem for distributions and specifications for random fields / / Michael Röckner |
| Autore | Röckner Michael <1956-> |
| Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 |
| Descrizione fisica | 1 online resource (86 p.) |
| Disciplina | 519.2 |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Random fields
Distribution (Probability theory) Dirichlet problem Potential theory (Mathematics) |
| ISBN | 1-4704-0737-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Table of Contents""; ""1. Introduction""; ""2. Self-adjoint harmonic spaces and measures of bounded energy""; ""3. The PWB-solution for distributions given an open set with compact boundary""; ""4. The PWB-solution for distributions given an arbitrary open set""; ""5. Free (D,H)-measures with Dirichlet conditions and completions of the a-fields""; ""6. A Dirichlet problem for distributions""; ""7. Prediction problem and construction of specifications""; ""8. The Gibbs states""; ""References"" |
| Record Nr. | UNINA-9910812435903321 |
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Röckner Michael <1956->
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| Providence, Rhode Island, United States : , : American Mathematical Society, , 1985 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Electromagnetic scattering from random media [[electronic resource] /] / Timothy R. Field
| Electromagnetic scattering from random media [[electronic resource] /] / Timothy R. Field |
| Autore | Field Timothy R |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 530.14/1 |
| Collana | International series of monographs on physics |
| Soggetto topico |
Stochastic processes
Random fields Mathematical physics Electromagnetic waves - Scattering |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-98545-7
9786611985455 0-19-154717-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I: STOCHASTIC CALCULUS; II: DYNAMICS OF THE SCATTERING PROCESS; III: SIMULATION AND EXPERIMENT; A: Stability and infinite divisibility; B: Ito versus Stratonovich stochastic integrals; C: Filtrations, conditional probability, and Markov property; D: Girsanov's theorem; E: Partition function solution to BDI model; F: Summary of K-scattering; G: Iterative solution for vector processes; H: Open problems; I: Suggested further reading; References; Index |
| Record Nr. | UNINA-9910454304703321 |
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Field Timothy R
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| Oxford ; ; New York, : Oxford University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Electromagnetic scattering from random media [[electronic resource] /] / Timothy R. Field
| Electromagnetic scattering from random media [[electronic resource] /] / Timothy R. Field |
| Autore | Field Timothy R |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 530.14/1 |
| Collana | International series of monographs on physics |
| Soggetto topico |
Stochastic processes
Random fields Mathematical physics Electromagnetic waves - Scattering |
| ISBN |
1-383-03006-5
1-281-98545-7 9786611985455 0-19-154717-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I: STOCHASTIC CALCULUS; II: DYNAMICS OF THE SCATTERING PROCESS; III: SIMULATION AND EXPERIMENT; A: Stability and infinite divisibility; B: Ito versus Stratonovich stochastic integrals; C: Filtrations, conditional probability, and Markov property; D: Girsanov's theorem; E: Partition function solution to BDI model; F: Summary of K-scattering; G: Iterative solution for vector processes; H: Open problems; I: Suggested further reading; References; Index |
| Record Nr. | UNINA-9910782741603321 |
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Field Timothy R
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| Oxford ; ; New York, : Oxford University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Electromagnetic scattering from random media / / Timothy R. Field
| Electromagnetic scattering from random media / / Timothy R. Field |
| Autore | Field Timothy R |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 530.14/1 |
| Collana | International series of monographs on physics |
| Soggetto topico |
Stochastic processes
Random fields Mathematical physics Electromagnetic waves - Scattering |
| ISBN |
1-383-03006-5
1-281-98545-7 9786611985455 0-19-154717-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I: STOCHASTIC CALCULUS; II: DYNAMICS OF THE SCATTERING PROCESS; III: SIMULATION AND EXPERIMENT; A: Stability and infinite divisibility; B: Ito versus Stratonovich stochastic integrals; C: Filtrations, conditional probability, and Markov property; D: Girsanov's theorem; E: Partition function solution to BDI model; F: Summary of K-scattering; G: Iterative solution for vector processes; H: Open problems; I: Suggested further reading; References; Index |
| Record Nr. | UNINA-9910824675003321 |
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Field Timothy R
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| Oxford ; ; New York, : Oxford University Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Extremes in random fields [[electronic resource] ] : a theory and its applications / / Benjamin Yakir
| Extremes in random fields [[electronic resource] ] : a theory and its applications / / Benjamin Yakir |
| Autore | Yakir Benjamin |
| Pubbl/distr/stampa | Chichester, West Sussex, U.K., : John Wiley & Sons Inc., 2013 |
| Descrizione fisica | 1 online resource (254 p.) |
| Disciplina | 519.2/3 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Random fields |
| ISBN |
1-118-72060-1
1-118-72061-X |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface I Theory 1 Introduction 1.1 Distribution of extremes in random fields 1.2 Outline of the method 1.3 Gaussian and asymptotically Gaussian random fields 1.4 Applications 2 Basic Examples 2.1 Introduction 2.2 A power-one sequential test 2.3 A kernel-based scanning statistic 2.4 Other methods 3 Approximation of the Local Rate 3.1 Introduction 3.2 Preliminary localization and approximation 3.2.1 Localization 3.2.2 A discrete approximation 3.3 Measure transformation 3.4 Application of the localization theorem 3.5 Integration 4 From the Local to the Global 4.1 Introduction 4.2 Poisson approximation of probabilities 4.3 Average run length to false alarm 5 The Localization Theorem 5.1 Introduction 5.2 A simplifies version of the localization theorem 5.3 The Localization Theorem 5.4 A local limit theorem 5.5 Edge effects II Applications 6 Kolmogorov-Smirnov and Peacock 6.1 Introduction 6.2 Analysis of the one-dimensional case 6.3 Peacock's test 6.4 Relations to scanning statistics 7 Copy Number Variations 7.1 Introduction 7.2 The statistical model 7.3 Analysis of statistical properties 7.4 The False Discovery Rate (FDR) 8 Sequential Monitoring of an Image 8.1 Introduction 8.2 The statistical model 8.3 Analysis of statistical properties 8.4 Optimal change-point detection 9 Buffer Overflow 9.1 Introduction 9.2 The statistical model 9.3 Analysis of statistical properties 9.4 Long-range dependence and self-similarity 10 Computing Pickands' Constants 10.1 Introduction 10.2 Representations of constants 10.3 Analysis of statistical error 10.4 Local fluctuations Appendix A Mathematical Background A.1 Transforms A.2 Approximations of sum of independent random elements A.3 Concentration inequalities A.4 Random walks A.5 Renewal theory A.6 The Gaussian distribution A.7 Large sample inference A.8 Integration A.9 Poisson approximation A.10 Convexity References Index. |
| Record Nr. | UNINA-9910139006303321 |
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Yakir Benjamin
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| Chichester, West Sussex, U.K., : John Wiley & Sons Inc., 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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