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Automata Studies. (AM-34), Volume 34 / / J. McCarthy, C. E. Shannon
| Automata Studies. (AM-34), Volume 34 / / J. McCarthy, C. E. Shannon |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (297 pages) : illustrations |
| Disciplina |
621.38
621.34* |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Machine theory
Conscious automata |
| Soggetto non controllato |
A Mathematical Theory of Communication
Abstraction (software engineering) Accuracy and precision Algebraic theory Arithmetic Automaton Axiom Binary number Biophysics Bit Boolean algebra (structure) Calculation Chaos theory Circuit design Classical conditioning Combination lock Combination Computable number Computation Concepts (C++) Conditional probability Connectivity (graph theory) Correlation and dependence Counterexample Counting Decision problem Description number Detection Determinism Deterministic system (philosophy) Diagram (category theory) Diagram Entscheidungsproblem Enumeration Equation Estimation Exponentiation Finite-state machine First principle Fixed point (mathematics) Function (mathematics) Gödel numbering Hardware random number generator Heuristic argument Instance (computer science) Interlacing (bitmaps) Intuitionistic logic Lebesgue measure Logarithm Logic Logical disjunction Markov chain Mathematical analysis Mathematical induction Mathematical logic Mathematical notation Mathematical theory Mathematics Measure (mathematics) Metamathematics Modular arithmetic Moment (mathematics) Moore machine Notation Number theory OR gate Parameter (computer programming) Parity (mathematics) Permutation Pilot plant Polynomial Primitive recursive function Probability measure Probability Proportionality (mathematics) Propositional function Quantity Recursion (computer science) Recursive set Recursively enumerable set Result Schematic Sequence Series (mathematics) Set theory Sheffer stroke Sign (mathematics) Solver Special case Stochastic process String (computer science) Subsequence Subset Theorem Thermodynamic equilibrium Trial and error Turing machine Typewriter Universal Turing machine Variable (mathematics) |
| ISBN | 1-4008-8261-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Preface -- Contents -- Finite Automata -- Representation of Events in Nerve Nets and Finite Automata / Kleene, S. C. -- Probabilistic Logics and the Synthesis of Reliable Organisms From Unreliable Components / Neumann, J. von -- Some Uneconomical Robots / Culbertson, James T. -- Some Universal Elements for Finite Automata / Minsky, M. L. -- Gedanken-Experiments on Sequential Machines / Moore, Edward F. -- Turing Machines -- A Universal Turing Machine with Two Internal States / Shannon, Claude E. -- A Note on Universal Turing Machines / Davis, M. D. -- The Inversion of Functions Defined by Turing Machines / McCarthy, John -- Computability by Probabilistic Machines / Leeuw, K. de / Moore, E. F. / Shannon, C. E. / Shapiro, N. -- Synthesis of Automata -- Design for an Intelligence-Amplifier / Ashby, W. Ross -- The Epistemological Problem for Automata / MacKay, D. M. -- Conditional Probability Machines and Conditioned Reflexes / Uttley, Albert M. -- Temporal and Spatial Patterns in a Conditional Probability Machine / Uttley, Albert M. |
| Record Nr. | UNINA-9910154745703321 |
| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910786748903321 |
Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910827211303321 |
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Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Contributions to the Theory of Games (AM-39), Volume III / / Philip Wolfe, Albert William Tucker, Melvin Dresher
| Contributions to the Theory of Games (AM-39), Volume III / / Philip Wolfe, Albert William Tucker, Melvin Dresher |
| Autore | Dresher Melvin |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (452 pages) : illustrations |
| Disciplina | 519.3 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico | Game theory |
| Soggetto non controllato |
Almost surely
American Mathematical Society Axiom of choice Bayes estimator Big O notation Binomial coefficient Binomial theorem Boundary value problem C0 Calculation Cartesian product Characteristic function (probability theory) Coefficient Complete metric space Composition series Continuous function (set theory) Continuous game Counterexample Decision problem Decision theory Determinacy Diagram (category theory) Differential equation Differential game Distribution function Elementary matrix Equation Existence theorem Expected utility hypothesis Extended real number line Family of sets Finitary Function (mathematics) Functional equation Fundamenta Mathematicae Fundamental theorem Inequality (mathematics) Infimum and supremum Integral equation Interval (mathematics) Joint probability distribution Kakutani fixed-point theorem Kakutani's theorem Laplace's equation Lipschitz continuity Loss function Markov chain Martingale (probability theory) Mathematical analysis Mathematical induction Mathematical optimization Mathematics Maxima and minima Measure (mathematics) Metric space Monotonic function N-vector Ordinal number Outcome (probability) Parametric statistics Parity (mathematics) Partial differential equation Polynomial Preference (economics) Probability distribution Probability measure Probability theory Probability Product topology Proportionality (mathematics) Randomization Rate of convergence Real projective plane Recurrence relation Recursive set Recursively enumerable set Reductio ad absurdum Restriction (mathematics) Scientific notation Series (mathematics) Set (mathematics) Sigma-algebra Sign (mathematics) Solution set Special case Stochastic game Stochastic process Stochastic Strategy (game theory) Subharmonic function Summation Theorem Topological game Topological space Topology Transfinite induction Turing machine Utility Variable (mathematics) Zorn's lemma |
| ISBN | 1-4008-8215-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- PREFACE -- CONTENTS -- INTRODUCTION -- PART I. MOVE AS PLAYS OF OTHER GAMES -- 1. ON GAMES OP SURVIVAL / Milnor, J. / Shapley, L .S. -- 2. RECURSIVE GAMES / Everett, H. -- 3. FINITARY GAMES / Isbell, J. R. -- 4. APPROXIMATION TO RAYES RISK IN REPEATED PLAY / Hannan, James -- 5. INFORMATION IN GAMES WITH FINITE RESOURCES / Gale, David -- PART II. GAMES WITH PERFECT INFORMATION -- 6. EFFECTIVE COMPUTABILITY OF WINNING STRATEGIES / Rabin, Michael O. -- 7. THE BANACH-MAZUR GAME AND BANACH CATEGORY THEOREM / Oxtoby, John C. -- 8. TOPOLOGICAL GAMES WITH PERFECT INFORMATION / Berge, Claude -- 9. STOCHASTIC GAMES WITH ZERO STOP PROBABILITIES / Gillette, Dean -- 10. CARTESIAN PRODUCTS OF TERMINATION GAMES / Holladay, John C. -- 11. A STUDY OP SIMPLE GAMES THROUGH EXPERIMENTS ON COMPUTING MACHINES / Walden, w. -- PART III. GAMES WITH PARTIAL INFORMATION -- 12. GAMES WITH PARTIAL INFORMATION / Scarf, H. E. / Shapley, L. S. -- 13. A DISCRETE EVASION GAME / Dabins, L. E. -- 14. AN INFINITE MOVE GAME WITH A LAG / Karlin, Samuel -- 15. THE EFFECT OF PSYCHOLOGICAL ATTITUDES ON THE OUTCOMES OF GAMES / Kemeny, John G. / Thompson, Gerald L. -- PART IV. GAMES WITH CONTINUUM OF STRATEGIES -- 16. ON A GAME WITHOUT A VALUE / Sion, Maurice / Wolfe, Philip -- 17. A RATIONAL GAME ON THE SQUARE / Gross, O. -- 18. TACTICAL PROBLEMS INVOLVING SEVERAL ACTIONS / Restrepo, Rodrigo -- 19. MULTISTAGE POKER MODELS / Karlin, Samuel / Restrepo, Rodrigo -- 20. ON GAMES DESCRIBED BY BELL SHAPED KERNELS / Karlin, Samuel -- PART V. GAMES WITH A CONTINUUM OF MOVES -- 21. ON DIFFERENTIAL GAMES WITH SURVIVAL PAYOFF / Scarf, H. E. -- 22. A NOTE ON DIFFERENTIAL GAMES OF PRESCRIBED DURATION / Fleming, W. H. -- 23. ON DIFFERENTIAL GAMES WITH INTEGRAL PAYOFF / Berkovitz, L. D. / Fleming, W. H. -- Backmatter |
| Record Nr. | UNINA-9910154750403321 |
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Dresher Melvin
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The hypoelliptic Laplacian and Ray-Singer metrics [[electronic resource] /] / Jean-Michel Bismut, Gilles Lebeau
| The hypoelliptic Laplacian and Ray-Singer metrics [[electronic resource] /] / Jean-Michel Bismut, Gilles Lebeau |
| Autore | Bismut Jean-Michel |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, 2008 |
| Descrizione fisica | 1 online resource (378 p.) |
| Disciplina | 515/.7242 |
| Altri autori (Persone) | LebeauGilles |
| Collana | Annals of mathematics studies |
| Soggetto topico |
Differential equations, Hypoelliptic
Laplacian operator Metric spaces |
| Soggetto non controllato |
Alexander Grothendieck
Analytic function Asymptote Asymptotic expansion Berezin integral Bijection Brownian dynamics Brownian motion Chaos theory Chern class Classical Wiener space Clifford algebra Cohomology Combination Commutator Computation Connection form Coordinate system Cotangent bundle Covariance matrix Curvature tensor Curvature De Rham cohomology Derivative Determinant Differentiable manifold Differential operator Dirac operator Direct proof Eigenform Eigenvalues and eigenvectors Ellipse Embedding Equation Estimation Euclidean space Explicit formula Explicit formulae (L-function) Feynman–Kac formula Fiber bundle Fokker–Planck equation Formal power series Fourier series Fourier transform Fredholm determinant Function space Girsanov theorem Ground state Heat kernel Hilbert space Hodge theory Holomorphic function Holomorphic vector bundle Hypoelliptic operator Integration by parts Invertible matrix Logarithm Malliavin calculus Martingale (probability theory) Matrix calculus Mellin transform Morse theory Notation Parameter Parametrix Parity (mathematics) Polynomial Principal bundle Probabilistic method Projection (linear algebra) Rectangle Resolvent set Ricci curvature Riemann–Roch theorem Scientific notation Self-adjoint operator Self-adjoint Sign convention Smoothness Sobolev space Spectral theory Square root Stochastic calculus Stochastic process Summation Supertrace Symmetric space Tangent space Taylor series Theorem Theory Torus Trace class Translational symmetry Transversality (mathematics) Uniform convergence Variable (mathematics) Vector bundle Vector space Wave equation |
| ISBN |
1-282-45837-X
9786612458378 1-4008-2906-2 |
| Classificazione | SK 620 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Elliptic Riemann-Roch-Grothendieck and flat vector bundles -- Chapter 2. The hypoelliptic Laplacian on the cotangent bundle -- Chapter 3. Hodge theory, the hypoelliptic Laplacian and its heat kernel -- Chapter 4. Hypoelliptic Laplacians and odd Chern forms -- Chapter 5. The limit as t → +∞ and b → 0 of the superconnection forms -- Chapter 6. Hypoelliptic torsion and the hypoelliptic Ray-Singer metrics -- Chapter 7. The hypoelliptic torsion forms of a vector bundle -- Chapter 8. Hypoelliptic and elliptic torsions: a comparison formula -- Chapter 9. A comparison formula for the Ray-Singer metrics -- Chapter 10. The harmonic forms for b → 0 and the formal Hodge theorem -- Chapter 11. A proof of equation (8.4.6) -- Chapter 12. A proof of equation (8.4.8) -- Chapter 13. A proof of equation (8.4.7) -- Chapter 14. The integration by parts formula -- Chapter 15. The hypoelliptic estimates -- Chapter 16. Harmonic oscillator and the J0 function -- Chapter 17. The limit of A'2φb,±H as b → 0 -- Bibliography -- Subject Index -- Index of Notation |
| Record Nr. | UNINA-9910781084803321 |
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Bismut Jean-Michel
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| Princeton, : Princeton University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson
| Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson |
| Autore | Nelson Edward |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (109 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Martingales (Mathematics)
Stochastic processes Probabilities |
| Soggetto non controllato |
Abraham Robinson
Absolute value Addition Algebra of random variables Almost surely Axiom Axiomatic system Borel set Bounded function Cantor's diagonal argument Cardinality Cartesian product Central limit theorem Chebyshev's inequality Compact space Contradiction Convergence of random variables Corollary Correlation coefficient Counterexample Dimension (vector space) Dimension Division by zero Elementary function Estimation Existential quantification Family of sets Finite set Hyperplane Idealization Independence (probability theory) Indicator function Infinitesimal Internal set theory Joint probability distribution Law of large numbers Linear function Martingale (probability theory) Mathematical induction Mathematician Mathematics Measure (mathematics) N0 Natural number Non-standard analysis Norm (mathematics) Orthogonal complement Parameter Path space Predictable process Probability distribution Probability measure Probability space Probability theory Probability Product topology Projection (linear algebra) Quadratic variation Random variable Real number Requirement Scientific notation Sequence Set (mathematics) Significant figures Special case Standard deviation Statistical mechanics Stochastic process Subalgebra Subset Summation Theorem Theory Total variation Transfer principle Transfinite number Trigonometric functions Upper and lower bounds Variable (mathematics) Variance Vector space W0 Wiener process Without loss of generality |
| ISBN | 1-4008-8214-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Table of contents -- Preface -- Acknowledgments -- 1. Random variables -- 2. Algebras of random variables -- 3. Stochastic processes -- 4. External concepts -- 5. Infinitesimals -- 6. External analogues of internal notions -- 7. Properties that hold almost everywhere -- 8. L1 random variables 30 -- 9. The decomposition of a stochastic process -- 10. The total variation of a process -- 11. Convergence of martingales -- 12. Fluctuations of martingales -- 13. Discontinuities of martingales -- 14. The Lindeberg condition -- 15. The maximum of a martingale -- 16. The law of large numbers -- 17. Nearly equivalent stochastic processes -- 18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem -- Appendix -- Index |
| Record Nr. | UNINA-9910154754503321 |
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Nelson Edward
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima
| Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
| Autore | Embrechts Paul <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
| Descrizione fisica | 1 online resource (123 p.) |
| Disciplina | 519.2/4 |
| Altri autori (Persone) | MaejimaMakoto |
| Collana | Princeton series in applied mathematics |
| Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
| Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
| ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
| Record Nr. | UNINA-9910779907303321 |
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Embrechts Paul <1953->
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| Princeton, N.J., : Princeton University Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stationary Processes and Prediction Theory. (AM-44), Volume 44 / / Harry Furstenberg
| Stationary Processes and Prediction Theory. (AM-44), Volume 44 / / Harry Furstenberg |
| Autore | Furstenberg Harry |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (300 pages) |
| Disciplina | 519 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Stochastic processes
Mathematical statistics |
| Soggetto non controllato |
Abelian group
Adjoint equation Almost periodic function Almost surely Automorphism C*-algebra Cartesian product Character group Characteristic function (probability theory) Coefficient Commutative property Complex number Conditional expectation Conditional probability Continuous function (set theory) Continuous function Corollary Coset Counterexample Degeneracy (mathematics) Dimension (vector space) Dimensional analysis Distribution function Eigenvalues and eigenvectors Endomorphism Equation Equivalence class Equivalence relation Ergodic process Ergodic sequence Ergodic theory Ergodicity Error term Estimation Euclidean space Eventually (mathematics) Existence theorem Existential quantification Expectation value (quantum mechanics) Extrapolation Fourier series Fubini's theorem Function (mathematics) Function composition Functional equation Generic point Harmonic analysis Hilbert space Homeomorphism Homomorphism Identity element Independence (probability theory) Inverse function Invertible matrix Least squares Lebesgue measure Limit (mathematics) Linear combination Linear map Linear prediction Linear space (geometry) Markov chain Metric space Nonlinear system Nonnegative matrix Normed algebra Parameter Periodic sequence Pointwise Predictability Prediction Probability distribution Probability measure Probability space Probability Quotient space (topology) Random sequence Random variable Regular sequence Sample space Semigroup Sequence space Sequence Shift operator Sign (mathematics) Special case Stationary process Stochastic process Stochastic Subalgebra Subgroup Subsequence Subset Theorem Time series Topology Uniform convergence Variable (mathematics) Weak topology Zorn's lemma |
| ISBN | 1-4008-8160-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- ACKNOWLEDGEMENTS -- CONTENTS -- INTRODUCTION -- CHAPTER 1 . STOCHASTIC PROCESSES AND STOCHASTIC SEQUENCES -- CHAPTER 2. THE PREDICTION PROBLEMS FOR SEQUENCES -- CHAPTER 3. EXAMPLES AND COUNTEREXAMPLES -- CHAPTER 4 . SUBPROCESSES OP MARKOFF PROCESSES -- CHAPTER 5. STOCHASTIC SEMIGROUPS AND CONTINUOUS PREDICTABILITY -- CHAPTER 6. STATISTICAL PREDICTABILITY -- CHAPTER 7. INDUCTIVE FUNCTIONS -- CHAPTER 8. INDUCTIVE FUNCTIONS AND MARKOFF PROCESSES -- CHAPTER 9 . PROJECTIVE INDUCTIVE FUNCTIONS AND PREDICTION -- BIBLIOGRAPHY -- Backmatter |
| Record Nr. | UNINA-9910154745803321 |
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Furstenberg Harry
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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