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Essays in commutative harmonic analysis / b y Graham C
| Essays in commutative harmonic analysis / b y Graham C |
| Autore | Graham, C. |
| Pubbl/distr/stampa | New York [etc.] : Springer-Verlag, 1979 |
| Collana | Die Grundlehren der mathematischen Wissenschaften |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-990001263250403321 |
Graham, C.
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| New York [etc.] : Springer-Verlag, 1979 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov chains : analytic and Monte Carlo computations / / Carl Graham
| Markov chains : analytic and Monte Carlo computations / / Carl Graham |
| Autore | Graham C (Carl) |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (260 p.) |
| Disciplina | 519.2/33 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Markov processes
Monte Carlo method Numerical calculations |
| ISBN |
1-118-88187-7
1-118-88186-9 1-118-88269-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; List of Figures; Nomenclature; Introduction; Chapter 1 First steps; 1.1 Preliminaries; 1.2 First properties of Markov chains; 1.2.1 Markov chains, finite-dimensional marginals, and laws; 1.2.2 Transition matrix action and matrix notation; 1.2.3 Random recursion and simulation; 1.2.4 Recursion for the instantaneous laws, invariant laws; 1.3 Natural duality: algebraic approach; 1.3.1 Complex eigenvalues and spectrum; 1.3.2 Doeblin condition and strong irreducibility; 1.3.3 Finite state space Markov chains; 1.4 Detailed examples
1.4.1 Random walk on a network1.4.2 Gambler's ruin; 1.4.3 Branching process: evolution of a population; 1.4.4 Ehrenfest's Urn; 1.4.5 Renewal process; 1.4.6 Word search in a character chain; 1.4.7 Product chain; Exercises; Chapter 2 Past, present, and future; 2.1 Markov property and its extensions; 2.1.1 Past δ-field, filtration, and translation operators; 2.1.2 Markov property; 2.1.3 Stopping times and strong Markov property; 2.2 Hitting times and distribution; 2.2.1 Hitting times, induced chain, and hitting distribution; 2.2.2 ""One step forward'' method, Dirichlet problem 2.3 Detailed examples2.3.1 Gambler's ruin; 2.3.2 Unilateral hitting time for a random walk; 2.3.3 Exit time from a box; 2.3.4 Branching process; 2.3.5 Word search; Exercises; Chapter 3 Transience and recurrence; 3.1 Sample paths and state space; 3.1.1 Communication and closed irreducible classes; 3.1.2 Transience and recurrence, recurrent class decomposition; 3.1.3 Detailed examples; 3.2 Invariant measures and recurrence; 3.2.1 Invariant laws and measures; 3.2.2 Canonical invariant measure; 3.2.3 Positive recurrence, invariant law criterion; 3.2.4 Detailed examples; 3.3 Complements 3.3.1 Hitting times and superharmonic functions3.3.2 Lyapunov functions; 3.3.3 Time reversal, reversibility, and adjoint chain; 3.3.4 Birth-and-death chains; Exercises; Chapter 4 Long-time behavior; 4.1 Path regeneration and convergence; 4.1.1 Pointwise ergodic theorem, extensions; 4.1.2 Central limit theorem for Markov chains; 4.1.3 Detailed examples; 4.2 Long-time behavior of the instantaneous laws; 4.2.1 Period and aperiodic classes; 4.2.2 Coupling of Markov chains and convergence in law; 4.2.3 Detailed examples; 4.3 Elements on the rate of convergence for laws 4.3.1 The Hilbert space framework4.3.2 Dirichlet form, spectral gap, and exponential bounds; 4.3.3 Spectral theory for reversible matrices; 4.3.4 Continuous-time Markov chains; Exercises; Chapter 5 Monte Carlo methods; 5.1 Approximate solution of the Dirichlet problem; 5.1.1 General principles; 5.1.2 Heat equation in equilibrium; 5.1.3 Heat equation out of equilibrium; 5.1.4 Parabolic partial differential equations; 5.2 Invariant law simulation; 5.2.1 Monte Carlo methods and ergodic theorems; 5.2.2 Metropolis algorithm, Gibbs law, and simulated annealing 5.2.3 Exact simulation and backward recursion |
| Record Nr. | UNINA-9910141723003321 |
|
Graham C (Carl)
|
||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov chains : analytic and Monte Carlo computations / / Carl Graham
| Markov chains : analytic and Monte Carlo computations / / Carl Graham |
| Autore | Graham C (Carl) |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (260 p.) |
| Disciplina | 519.2/33 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Markov processes
Monte Carlo method Numerical calculations |
| ISBN |
1-118-88187-7
1-118-88186-9 1-118-88269-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Preface; List of Figures; Nomenclature; Introduction; Chapter 1 First steps; 1.1 Preliminaries; 1.2 First properties of Markov chains; 1.2.1 Markov chains, finite-dimensional marginals, and laws; 1.2.2 Transition matrix action and matrix notation; 1.2.3 Random recursion and simulation; 1.2.4 Recursion for the instantaneous laws, invariant laws; 1.3 Natural duality: algebraic approach; 1.3.1 Complex eigenvalues and spectrum; 1.3.2 Doeblin condition and strong irreducibility; 1.3.3 Finite state space Markov chains; 1.4 Detailed examples
1.4.1 Random walk on a network1.4.2 Gambler's ruin; 1.4.3 Branching process: evolution of a population; 1.4.4 Ehrenfest's Urn; 1.4.5 Renewal process; 1.4.6 Word search in a character chain; 1.4.7 Product chain; Exercises; Chapter 2 Past, present, and future; 2.1 Markov property and its extensions; 2.1.1 Past δ-field, filtration, and translation operators; 2.1.2 Markov property; 2.1.3 Stopping times and strong Markov property; 2.2 Hitting times and distribution; 2.2.1 Hitting times, induced chain, and hitting distribution; 2.2.2 ""One step forward'' method, Dirichlet problem 2.3 Detailed examples2.3.1 Gambler's ruin; 2.3.2 Unilateral hitting time for a random walk; 2.3.3 Exit time from a box; 2.3.4 Branching process; 2.3.5 Word search; Exercises; Chapter 3 Transience and recurrence; 3.1 Sample paths and state space; 3.1.1 Communication and closed irreducible classes; 3.1.2 Transience and recurrence, recurrent class decomposition; 3.1.3 Detailed examples; 3.2 Invariant measures and recurrence; 3.2.1 Invariant laws and measures; 3.2.2 Canonical invariant measure; 3.2.3 Positive recurrence, invariant law criterion; 3.2.4 Detailed examples; 3.3 Complements 3.3.1 Hitting times and superharmonic functions3.3.2 Lyapunov functions; 3.3.3 Time reversal, reversibility, and adjoint chain; 3.3.4 Birth-and-death chains; Exercises; Chapter 4 Long-time behavior; 4.1 Path regeneration and convergence; 4.1.1 Pointwise ergodic theorem, extensions; 4.1.2 Central limit theorem for Markov chains; 4.1.3 Detailed examples; 4.2 Long-time behavior of the instantaneous laws; 4.2.1 Period and aperiodic classes; 4.2.2 Coupling of Markov chains and convergence in law; 4.2.3 Detailed examples; 4.3 Elements on the rate of convergence for laws 4.3.1 The Hilbert space framework4.3.2 Dirichlet form, spectral gap, and exponential bounds; 4.3.3 Spectral theory for reversible matrices; 4.3.4 Continuous-time Markov chains; Exercises; Chapter 5 Monte Carlo methods; 5.1 Approximate solution of the Dirichlet problem; 5.1.1 General principles; 5.1.2 Heat equation in equilibrium; 5.1.3 Heat equation out of equilibrium; 5.1.4 Parabolic partial differential equations; 5.2 Invariant law simulation; 5.2.1 Monte Carlo methods and ergodic theorems; 5.2.2 Metropolis algorithm, Gibbs law, and simulated annealing 5.2.3 Exact simulation and backward recursion |
| Record Nr. | UNINA-9910813926603321 |
|
Graham C (Carl)
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||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probabilistic models for nonlinear partial differential equations / C. Graham ... [et al.] ; editors, D. Talay, L. Tubaro
| Probabilistic models for nonlinear partial differential equations / C. Graham ... [et al.] ; editors, D. Talay, L. Tubaro |
| Autore | Graham, C. |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, c1996 |
| Descrizione fisica | x, 301 p. ; 24 cm. |
| Disciplina | 519.23 |
| Altri autori (Persone) |
Talay, D.
Tubaro, L. |
| Altri autori (Enti) | Centro internazionale matematico estivo |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1627 |
| Soggetto topico |
Convergence
Nonlinear differential equations-numerical solutions Stochastic partial differential equations-numerical solutions |
| ISBN | 3540613978 |
| Classificazione |
AMS 60-06
AMS 60H15 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001243389707536 |
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Graham, C.
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| Berlin : Springer-Verlag, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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