Inevitable randomness in discrete mathematics / József Beck |
Autore | Beck, József |
Pubbl/distr/stampa | Providence, R. I. : American Mathematical Society, c2009 |
Descrizione fisica | xi, 250 p. : ill. ; 26 cm |
Disciplina | 519.3 |
Collana | University lecture series, 1047-3998 ; 49 |
Soggetto topico |
Game theory
Random measures |
ISBN | 9780821847565 |
Classificazione |
AMS 60-02
AMS 05-02 AMS 91A46 LC QA269.B336 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001836009707536 |
Beck, József
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Providence, R. I. : American Mathematical Society, c2009 | ||
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Lo trovi qui: Univ. del Salento | ||
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La mesure de la gouvernance / / par Charles Oman et Christiane Arndt |
Autore | Oman Charles |
Pubbl/distr/stampa | [Place of publication not identified] : , : OECD Publishing, , 2010 |
Descrizione fisica | 1 online resource |
Disciplina | 350 |
Soggetto topico |
Public administration
Random measures |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | fre |
Record Nr. | UNINA-9910138306103321 |
Oman Charles
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[Place of publication not identified] : , : OECD Publishing, , 2010 | ||
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Lo trovi qui: Univ. Federico II | ||
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Multidimensional stochastic processes as rough paths : theory and applications / Peter K. Friz, Nicolas B. Victoir |
Autore | Friz, Peter K. |
Pubbl/distr/stampa | Cambridge, UK ; New York : Cambridge University Press, 2010 |
Descrizione fisica | xiv, 656 p. : ill. ; 24 cm |
Disciplina | 519.2 |
Altri autori (Persone) | Victoir, Nicolas B. |
Collana | Cambridge studies in advanced mathematics ; 120 |
Soggetto topico |
Stochastic difference equations
Stochastic processes Random measures |
ISBN |
9780521876070 (hbk.)
0521876079 (hbk.) |
Classificazione |
AMS 60-02
AMS 60G17 LC QA274.23.F746 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | und |
Record Nr. | UNISALENTO-991002629699707536 |
Friz, Peter K.
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Cambridge, UK ; New York : Cambridge University Press, 2010 | ||
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Lo trovi qui: Univ. del Salento | ||
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Mutually catalytic super branching random walks : large finite systems and renormalization analysis / / J. T. Cox, D. A. Dawson, A. Greven |
Autore | Cox J. T. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2004 |
Descrizione fisica | 1 online resource (97 p.) |
Disciplina | 519.234 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random walks (Mathematics) Random measures Renormalization (Physics) |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0410-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""0 Introduction""; ""(a) Background and motivation""; ""(b) The model and review of the basic ergodic theory""; ""1 Results: Longtime behavior of large finite systems""; ""(a) The finite system scheme""; ""(b) The mean�field finite system scheme""; ""2 Results: Renormalization analysis and corresponding basic limiting dynamics""; ""(a) The multiple space�time scale analysis""; ""(b) The entrance law of the interaction chain""; ""(c) Renormalization analysis and spatial continuum limit""; ""3 Results: Application of renormalization to large scale behavior""
""(a) Details on the formation of monotype clusters""""(b) Finer properties of equilibria in the case of coexistence""; ""(c) Finer properties of the continuum limit""; ""(d) Outlook: The problem of universality""; ""4 Preparation: Key technical tools""; ""(a) Duality relations""; ""(b) State space of the process and wellâ€?posedness""; ""(c) Properties of the equilibrium T[sup(c,γ)][sub(Î?)]""; ""(d) Stability properties""; ""5 Finite system scheme (Proof of Theorems 1,2)""; ""(a) The finite system scheme (Proof of Theorem 1)"" ""(b) The meanâ€?field finite system scheme (Proof of Theorem 2)""""6 Multiple spaceâ€?time scale analysis (Proof of Theorem 3, 5)""; ""(a) Hierarchical two level mutually catalytic branching""; ""(b) Hierarchical Kâ€?level mutually catalytic branching""; ""(c) Conclusion of the Proof of Theorem 3""; ""(d) Proof of Theorem 5""; ""7 Analysis of the interaction chain (Proof Theorem 4, 6 â€? 8)""; ""(a) Entrance laws of the interaction chain (Proof of Theorem 4)""; ""(b) Clusterâ€?formation (Proof of Theorem 6)""; ""(c) Equilibrium fluctuations (Proof of Theorem 7)"" ""(d) Meanâ€?field continuum limit (Proof of Proposition 3.1 and Theorem 8)"" |
Record Nr. | UNINA-9910480408203321 |
Cox J. T.
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Providence, Rhode Island : , : American Mathematical Society, , 2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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Mutually catalytic super branching random walks : large finite systems and renormalization analysis / / J. T. Cox, D. A. Dawson, A. Greven |
Autore | Cox J. T. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2004 |
Descrizione fisica | 1 online resource (97 p.) |
Disciplina | 519.234 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random walks (Mathematics) Random measures Renormalization (Physics) |
ISBN | 1-4704-0410-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""0 Introduction""; ""(a) Background and motivation""; ""(b) The model and review of the basic ergodic theory""; ""1 Results: Longtime behavior of large finite systems""; ""(a) The finite system scheme""; ""(b) The mean�field finite system scheme""; ""2 Results: Renormalization analysis and corresponding basic limiting dynamics""; ""(a) The multiple space�time scale analysis""; ""(b) The entrance law of the interaction chain""; ""(c) Renormalization analysis and spatial continuum limit""; ""3 Results: Application of renormalization to large scale behavior""
""(a) Details on the formation of monotype clusters""""(b) Finer properties of equilibria in the case of coexistence""; ""(c) Finer properties of the continuum limit""; ""(d) Outlook: The problem of universality""; ""4 Preparation: Key technical tools""; ""(a) Duality relations""; ""(b) State space of the process and wellâ€?posedness""; ""(c) Properties of the equilibrium T[sup(c,γ)][sub(Î?)]""; ""(d) Stability properties""; ""5 Finite system scheme (Proof of Theorems 1,2)""; ""(a) The finite system scheme (Proof of Theorem 1)"" ""(b) The meanâ€?field finite system scheme (Proof of Theorem 2)""""6 Multiple spaceâ€?time scale analysis (Proof of Theorem 3, 5)""; ""(a) Hierarchical two level mutually catalytic branching""; ""(b) Hierarchical Kâ€?level mutually catalytic branching""; ""(c) Conclusion of the Proof of Theorem 3""; ""(d) Proof of Theorem 5""; ""7 Analysis of the interaction chain (Proof Theorem 4, 6 â€? 8)""; ""(a) Entrance laws of the interaction chain (Proof of Theorem 4)""; ""(b) Clusterâ€?formation (Proof of Theorem 6)""; ""(c) Equilibrium fluctuations (Proof of Theorem 7)"" ""(d) Meanâ€?field continuum limit (Proof of Proposition 3.1 and Theorem 8)"" |
Record Nr. | UNINA-9910788747603321 |
Cox J. T.
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Providence, Rhode Island : , : American Mathematical Society, , 2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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Mutually catalytic super branching random walks : large finite systems and renormalization analysis / / J. T. Cox, D. A. Dawson, A. Greven |
Autore | Cox J. T. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2004 |
Descrizione fisica | 1 online resource (97 p.) |
Disciplina | 519.234 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random walks (Mathematics) Random measures Renormalization (Physics) |
ISBN | 1-4704-0410-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""0 Introduction""; ""(a) Background and motivation""; ""(b) The model and review of the basic ergodic theory""; ""1 Results: Longtime behavior of large finite systems""; ""(a) The finite system scheme""; ""(b) The mean�field finite system scheme""; ""2 Results: Renormalization analysis and corresponding basic limiting dynamics""; ""(a) The multiple space�time scale analysis""; ""(b) The entrance law of the interaction chain""; ""(c) Renormalization analysis and spatial continuum limit""; ""3 Results: Application of renormalization to large scale behavior""
""(a) Details on the formation of monotype clusters""""(b) Finer properties of equilibria in the case of coexistence""; ""(c) Finer properties of the continuum limit""; ""(d) Outlook: The problem of universality""; ""4 Preparation: Key technical tools""; ""(a) Duality relations""; ""(b) State space of the process and wellâ€?posedness""; ""(c) Properties of the equilibrium T[sup(c,γ)][sub(Î?)]""; ""(d) Stability properties""; ""5 Finite system scheme (Proof of Theorems 1,2)""; ""(a) The finite system scheme (Proof of Theorem 1)"" ""(b) The meanâ€?field finite system scheme (Proof of Theorem 2)""""6 Multiple spaceâ€?time scale analysis (Proof of Theorem 3, 5)""; ""(a) Hierarchical two level mutually catalytic branching""; ""(b) Hierarchical Kâ€?level mutually catalytic branching""; ""(c) Conclusion of the Proof of Theorem 3""; ""(d) Proof of Theorem 5""; ""7 Analysis of the interaction chain (Proof Theorem 4, 6 â€? 8)""; ""(a) Entrance laws of the interaction chain (Proof of Theorem 4)""; ""(b) Clusterâ€?formation (Proof of Theorem 6)""; ""(c) Equilibrium fluctuations (Proof of Theorem 7)"" ""(d) Meanâ€?field continuum limit (Proof of Proposition 3.1 and Theorem 8)"" |
Record Nr. | UNINA-9910813659503321 |
Cox J. T.
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Providence, Rhode Island : , : American Mathematical Society, , 2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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On the martingale problem for interactive measure-valued branching diffusions / / Edwin Perkins |
Autore | Perkins Edwin Arend <1953-> |
Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 519.2/34 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random measures Stochastic analysis |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0128-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""1. Introduction""; ""2. Historical Integrals and Stochastic Calculus""; ""3. On the Compact Support Property""; ""4. Pathwise Existence and Uniqueness in a Stochastic Equation for Historical Processes""; ""5. Existence and Uniqueness for a Historical Martingale Problem""; ""References"" |
Record Nr. | UNINA-9910480533103321 |
Perkins Edwin Arend <1953->
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Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 | ||
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Lo trovi qui: Univ. Federico II | ||
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On the martingale problem for interactive measure-valued branching diffusions / / Edwin Perkins |
Autore | Perkins Edwin Arend <1953-> |
Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 519.2/34 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random measures Stochastic analysis |
ISBN | 1-4704-0128-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""1. Introduction""; ""2. Historical Integrals and Stochastic Calculus""; ""3. On the Compact Support Property""; ""4. Pathwise Existence and Uniqueness in a Stochastic Equation for Historical Processes""; ""5. Existence and Uniqueness for a Historical Martingale Problem""; ""References"" |
Record Nr. | UNINA-9910788757203321 |
Perkins Edwin Arend <1953->
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Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 | ||
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Lo trovi qui: Univ. Federico II | ||
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On the martingale problem for interactive measure-valued branching diffusions / / Edwin Perkins |
Autore | Perkins Edwin Arend <1953-> |
Pubbl/distr/stampa | Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 519.2/34 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Branching processes
Random measures Stochastic analysis |
ISBN | 1-4704-0128-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""1. Introduction""; ""2. Historical Integrals and Stochastic Calculus""; ""3. On the Compact Support Property""; ""4. Pathwise Existence and Uniqueness in a Stochastic Equation for Historical Processes""; ""5. Existence and Uniqueness for a Historical Martingale Problem""; ""References"" |
Record Nr. | UNINA-9910827874203321 |
Perkins Edwin Arend <1953->
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Providence, Rhode Island, United States : , : American Mathematical Society, , 1995 | ||
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Lo trovi qui: Univ. Federico II | ||
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Physics of stochastic processes [[electronic resource] ] : how randomness acts in time / / by Reinhard Mahnke, Jevgenijs Kaupuzs, Ihor Lubashevsky |
Autore | Mahnke R (Reinhard) |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, 2009 |
Descrizione fisica | 1 online resource (450 p.) |
Disciplina | 519.23 |
Altri autori (Persone) |
KaupuzsJevgenijs
LubashevskiiI. A (Igor' Alekseevich) |
Collana | Physics textbook |
Soggetto topico |
Stochastic processes
Random measures Statistical physics |
ISBN |
1-282-27959-9
9786612279591 3-527-62609-3 3-527-62610-7 |
Classificazione |
417.1
519.23 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Physics of Stochastic Processes; Contents; Preface; Part I Basic Mathematical Description; 1 Fundamental Concepts; 1.1 Wiener Process, Adapted Processes and Quadratic Variation; 1.2 The Space of Square Integrable Random Variables; 1.3 The Ito Integral and the Ito Formula; 1.4 The Kolmogorov Differential Equation and the Fokker-Planck Equation; 1.5 Special Diffusion Processes; 1.6 Exercises; 2 Multidimensional Approach; 2.1 Bounded Multidimensional Region; 2.2 From Chapman-Kolmogorov Equation to Fokker-Planck Description; 2.2.1 The Backward Fokker-Planck Equation; 2.2.2 Boundary Singularities
2.2.3 The Forward Fokker-Planck Equation2.2.4 Boundary Relations; 2.3 Different Types of Boundaries; 2.4 Equivalent Lattice Representation of Random Walks Near the Boundary; 2.4.1 Diffusion Tensor Representations; 2.4.2 Equivalent Lattice Random Walks; 2.4.3 Properties of the Boundary Layer; 2.5 Expression for Boundary Singularities; 2.6 Derivation of Singular Boundary Scaling Properties; 2.6.1 Moments of the Walker Distribution and the Generating Function; 2.6.2 Master Equation for Lattice Random Walks and its General Solution; 2.6.3 Limit of Multiple-Step Random Walks on Small Time Scales 2.6.4 Continuum Limit and a Boundary Model2.7 Boundary Condition for the Backward Fokker-Planck Equation; 2.8 Boundary Condition for the Forward Fokker-Planck Equation; 2.9 Concluding Remarks; 2.10 Exercises; Part II Physics of Stochastic Processes; 3 The Master Equation; 3.1 Markovian Stochastic Processes; 3.2 The Master Equation; 3.3 One-Step Processes in Finite Systems; 3.4 The First-Passage Time Problem; 3.5 The Poisson Process in Closed and Open Systems; 3.6 The Two-Level System; 3.7 The Three-Level System; 3.8 Exercises; 4 The Fokker-Planck Equation; 4.1 General Fokker-Planck Equations 4.2 Bounded Drift-Diffusion in One Dimension4.3 The Escape Problem and its Solution; 4.4 Derivation of the Fokker-Planck Equation; 4.5 Fokker-Planck Dynamics in Finite State Space; 4.6 Fokker-Planck Dynamics with Coordinate-Dependent Diffusion Coefficient; 4.7 Alternative Method of Solving the Fokker-Planck Equation; 4.8 Exercises; 5 The Langevin Equation; 5.1 A System of Many Brownian Particles; 5.2 A Traditional View of the Langevin Equation; 5.3 Additive White Noise; 5.4 Spectral Analysis; 5.5 Brownian Motion in Three-Dimensional Velocity Space; 5.6 Stochastic Differential Equations 5.7 The Standard Wiener Process5.8 Arithmetic Brownian Motion; 5.9 Geometric Brownian Motion; 5.10 Exercises; Part III Applications; 6 One-Dimensional Diffusion; 6.1 Random Walk on a Line and Diffusion: Main Results; 6.2 A Drunken Sailor as Random Walker; 6.3 Diffusion with Natural Boundaries; 6.4 Diffusion in a Finite Interval with Mixed Boundaries; 6.5 The Mirror Method and Time Lag; 6.6 Maximum Value Distribution; 6.7 Summary of Results for Diffusion in a Finite Interval; 6.7.1 Reflected Diffusion; 6.7.2 Diffusion in a Semi-Open System; 6.7.3 Diffusion in an Open System; 6.8 Exercises 7 Bounded Drift-Diffusion Motion |
Record Nr. | UNINA-9910139764203321 |
Mahnke R (Reinhard)
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Weinheim, : Wiley-VCH, 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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