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Ecole d'eté de probabilités de Saint-Flour XIX - 1989 [e-book] / by Donald L. Burkholder, Etienne Pardoux, Alain-Sol Sznitman ; edited by Paul-Louis Hennequin
Ecole d'eté de probabilités de Saint-Flour XIX - 1989 [e-book] / by Donald L. Burkholder, Etienne Pardoux, Alain-Sol Sznitman ; edited by Paul-Louis Hennequin
Autore Burkholder, Donald L.
Pubbl/distr/stampa Berlin : Springer, 1991
Descrizione fisica 1 online resource (vi, 259 p.)
Disciplina 519.2
Altri autori (Persone) Pardoux, Etienneauthor
Sznitman, Alain-Sol
Hennequin, Paul-Louis
Collana Lecture Notes in Mathematics, 0075-8434 ; 1464
Soggetto topico Mathematics
Global analysis (Mathematics)
Distribution (Probability theory)
ISBN 9783540463191
Classificazione AMS 60G
AMS 60H
AMS 60J
Formato Risorse elettroniche
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991002228739707536
Burkholder, Donald L.  
Berlin : Springer, 1991
Risorse elettroniche
Lo trovi qui: Univ. del Salento
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Ecole d'été de probabilités de Saint-Flour XIX-1989 / D. L. Burkholder, E. Pardoux, A. Sznitman ; editor P. L. Hennequin
Ecole d'été de probabilités de Saint-Flour XIX-1989 / D. L. Burkholder, E. Pardoux, A. Sznitman ; editor P. L. Hennequin
Autore Burkholder, Donald L.
Pubbl/distr/stampa Berlin : Springer-Verlag, 1991
Descrizione fisica vi, 259 p. ; 24 cm.
Disciplina 519.2
Altri autori (Persone) Pardoux, Etienneauthor
Sznitman, Alain-Sol
Hennequin, Paul Louis
Altri autori (Convegni) Ecole d'été de probabilités de Saint-Flour <19. ; 1989>
Collana Lecture notes in mathematics, 0075-8434 ; 1464
Soggetto topico Probability theory
ISBN 3540538410
Classificazione AMS 31A05
AMS 35R60
AMS 60-02
AMS 60G35
AMS 60G46
AMS 60J65
AMS 60K35
AMS 62M20
AMS 70-02
AMS 82-02
AMS 82A31 (1985)
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNISALENTO-991000840879707536
Burkholder, Donald L.  
Berlin : Springer-Verlag, 1991
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Introduction to Monte-Carlo methods for transport and diffusion equations / B. Lapeyre, É. Pardoux, R. Sentis ; translated by Alan Craig and Fionn Craig
Introduction to Monte-Carlo methods for transport and diffusion equations / B. Lapeyre, É. Pardoux, R. Sentis ; translated by Alan Craig and Fionn Craig
Autore Lapeyre, Bernard
Pubbl/distr/stampa Oxford : Oxford University Press, c2003
Descrizione fisica ix, 163 p. ; 24 cm
Disciplina 519.2
Altri autori (Persone) Pardoux, Étienne
Sentis, Rémi
Collana Oxford texts in applied and engineering mathematics
Soggetto non controllato Statistica computazionale
Metodo Monte Carlo
ISBN 0-19-852593-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990007905410403321
Lapeyre, Bernard  
Oxford : Oxford University Press, c2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Introduction to Monte-Carlo methods for transport and diffusion equations / Bernard Lapeyre, Etienne Pardoux, Remi Sentis ; Translated By Alan Craig and Fionn Craig
Introduction to Monte-Carlo methods for transport and diffusion equations / Bernard Lapeyre, Etienne Pardoux, Remi Sentis ; Translated By Alan Craig and Fionn Craig
Autore Lapeyre, Bernard
Edizione [1. rist]
Pubbl/distr/stampa Oxford, : Oxford University Press, 2003
Descrizione fisica IX, 163 p. ; 24 cm
Disciplina 519.282
Altri autori (Persone) Sentis, Remi
Pardoux, Etienne
Collana Oxford texts in applied and engineering mathematics. - Oxford
Soggetto topico Probabilita
ISBN 0198525923
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAS-RML0293839
Lapeyre, Bernard  
Oxford, : Oxford University Press, 2003
Materiale a stampa
Lo trovi qui: Univ. di Cassino
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Markov processes and applications [[electronic resource] ] : algorithms, networks, genome and finance / / Etienne Pardoux
Markov processes and applications [[electronic resource] ] : algorithms, networks, genome and finance / / Etienne Pardoux
Autore Pardoux E (Etienne), <1947->
Pubbl/distr/stampa Chichester, U.K., : Wiley/Dunod, 2008
Descrizione fisica 1 online resource (323 p.)
Disciplina 519.2/33
Collana Wiley series in probability and statistics
Wiley-Dunod series
Soggetto topico Markov processes
ISBN 0-470-72187-1
1-282-34278-9
9786612342783
0-470-72186-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Markov Processes and Applications; Contents; Preface; 1 Simulations and the Monte Carlo method; 1.1 Description of the method; 1.2 Convergence theorems; 1.3 Simulation of random variables; 1.4 Variance reduction techniques; 1.5 Exercises; 2 Markov chains; 2.1 Definitions and elementary properties; 2.2 Examples; 2.2.1 Random walk in E = Zd; 2.2.2 Bienaym ́e-Galton-Watson process; 2.2.3 A discrete time queue; 2.3 Strong Markov property; 2.4 Recurrent and transient states; 2.5 The irreducible and recurrent case; 2.6 The aperiodic case; 2.7 Reversible Markov chain
2.8 Rate of convergence to equilibrium2.8.1 The reversible finite state case; 2.8.2 The general case; 2.9 Statistics of Markov chains; 2.10 Exercises; 3 Stochastic algorithms; 3.1 Markov chain Monte Carlo; 3.1.1 An application; 3.1.2 The Ising model; 3.1.3 Bayesian analysis of images; 3.1.4 Heated chains; 3.2 Simulation of the invariant probability; 3.2.1 Perfect simulation; 3.2.2 Coupling from the past; 3.3 Rate of convergence towards the invariant probability; 3.4 Simulated annealing; 3.5 Exercises; 4 Markov chains and the genome; 4.1 Reading DNA; 4.1.1 CpG islands
4.1.2 Detection of the genes in a prokaryotic genome4.2 The i.i.d. model; 4.3 The Markov model; 4.3.1 Application to CpG islands; 4.3.2 Search for genes in a prokaryotic genome; 4.3.3 Statistics of Markov chains Mk; 4.3.4 Phased Markov chains; 4.3.5 Locally homogeneous Markov chains; 4.4 Hidden Markov models; 4.4.1 Computation of the likelihood; 4.4.2 The Viterbi algorithm; 4.4.3 Parameter estimation; 4.5 Hidden semi-Markov model; 4.5.1 Limitations of the hidden Markov model; 4.5.2 What is a semi-Markov chain?; 4.5.3 The hidden semi-Markov model; 4.5.4 The semi-Markov Viterbi algorithm
4.5.5 Search for genes in a prokaryotic genome4.6 Alignment of two sequences; 4.6.1 The Needleman-Wunsch algorithm; 4.6.2 Hidden Markov model alignment algorithm; 4.6.3 A posteriori probability distribution of the alignment; 4.6.4 A posteriori probability of a given match; 4.7 A multiple alignment algorithm; 4.8 Exercises; 5 Control and filtering of Markov chains; 5.1 Deterministic optimal control; 5.2 Control of Markov chains; 5.3 Linear quadratic optimal control; 5.4 Filtering of Markov chains; 5.5 The Kalman-Bucy filter; 5.5.1 Motivation; 5.5.2 Solution of the filtering problem
5.6 Linear-quadratic control with partial observation5.7 Exercises; 6 The Poisson process; 6.1 Point processes and counting processes; 6.2 The Poisson process; 6.3 The Markov property; 6.4 Large time behaviour; 6.5 Exercises; 7 Jump Markov processes; 7.1 General facts; 7.2 Infinitesimal generator; 7.3 The strong Markov property; 7.4 Embedded Markov chain; 7.5 Recurrent and transient states; 7.6 The irreducible recurrent case; 7.7 Reversibility; 7.8 Markov models of evolution and phylogeny; 7.8.1 Models of evolution; 7.8.2 Likelihood methods in phylogeny
7.8.3 The Bayesian approach to phylogeny
Record Nr. UNINA-9910144408003321
Pardoux E (Etienne), <1947->  
Chichester, U.K., : Wiley/Dunod, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Markov processes and applications [[electronic resource] ] : algorithms, networks, genome and finance / / Etienne Pardoux
Markov processes and applications [[electronic resource] ] : algorithms, networks, genome and finance / / Etienne Pardoux
Autore Pardoux E (Etienne), <1947->
Pubbl/distr/stampa Chichester, U.K., : Wiley/Dunod, 2008
Descrizione fisica 1 online resource (323 p.)
Disciplina 519.2/33
Collana Wiley series in probability and statistics
Wiley-Dunod series
Soggetto topico Markov processes
ISBN 0-470-72187-1
1-282-34278-9
9786612342783
0-470-72186-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Markov Processes and Applications; Contents; Preface; 1 Simulations and the Monte Carlo method; 1.1 Description of the method; 1.2 Convergence theorems; 1.3 Simulation of random variables; 1.4 Variance reduction techniques; 1.5 Exercises; 2 Markov chains; 2.1 Definitions and elementary properties; 2.2 Examples; 2.2.1 Random walk in E = Zd; 2.2.2 Bienaym ́e-Galton-Watson process; 2.2.3 A discrete time queue; 2.3 Strong Markov property; 2.4 Recurrent and transient states; 2.5 The irreducible and recurrent case; 2.6 The aperiodic case; 2.7 Reversible Markov chain
2.8 Rate of convergence to equilibrium2.8.1 The reversible finite state case; 2.8.2 The general case; 2.9 Statistics of Markov chains; 2.10 Exercises; 3 Stochastic algorithms; 3.1 Markov chain Monte Carlo; 3.1.1 An application; 3.1.2 The Ising model; 3.1.3 Bayesian analysis of images; 3.1.4 Heated chains; 3.2 Simulation of the invariant probability; 3.2.1 Perfect simulation; 3.2.2 Coupling from the past; 3.3 Rate of convergence towards the invariant probability; 3.4 Simulated annealing; 3.5 Exercises; 4 Markov chains and the genome; 4.1 Reading DNA; 4.1.1 CpG islands
4.1.2 Detection of the genes in a prokaryotic genome4.2 The i.i.d. model; 4.3 The Markov model; 4.3.1 Application to CpG islands; 4.3.2 Search for genes in a prokaryotic genome; 4.3.3 Statistics of Markov chains Mk; 4.3.4 Phased Markov chains; 4.3.5 Locally homogeneous Markov chains; 4.4 Hidden Markov models; 4.4.1 Computation of the likelihood; 4.4.2 The Viterbi algorithm; 4.4.3 Parameter estimation; 4.5 Hidden semi-Markov model; 4.5.1 Limitations of the hidden Markov model; 4.5.2 What is a semi-Markov chain?; 4.5.3 The hidden semi-Markov model; 4.5.4 The semi-Markov Viterbi algorithm
4.5.5 Search for genes in a prokaryotic genome4.6 Alignment of two sequences; 4.6.1 The Needleman-Wunsch algorithm; 4.6.2 Hidden Markov model alignment algorithm; 4.6.3 A posteriori probability distribution of the alignment; 4.6.4 A posteriori probability of a given match; 4.7 A multiple alignment algorithm; 4.8 Exercises; 5 Control and filtering of Markov chains; 5.1 Deterministic optimal control; 5.2 Control of Markov chains; 5.3 Linear quadratic optimal control; 5.4 Filtering of Markov chains; 5.5 The Kalman-Bucy filter; 5.5.1 Motivation; 5.5.2 Solution of the filtering problem
5.6 Linear-quadratic control with partial observation5.7 Exercises; 6 The Poisson process; 6.1 Point processes and counting processes; 6.2 The Poisson process; 6.3 The Markov property; 6.4 Large time behaviour; 6.5 Exercises; 7 Jump Markov processes; 7.1 General facts; 7.2 Infinitesimal generator; 7.3 The strong Markov property; 7.4 Embedded Markov chain; 7.5 Recurrent and transient states; 7.6 The irreducible recurrent case; 7.7 Reversibility; 7.8 Markov models of evolution and phylogeny; 7.8.1 Models of evolution; 7.8.2 Likelihood methods in phylogeny
7.8.3 The Bayesian approach to phylogeny
Record Nr. UNINA-9910829101303321
Pardoux E (Etienne), <1947->  
Chichester, U.K., : Wiley/Dunod, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Markov processes and applications : algorithms, networks, genome and finance / Etienne Pardoux
Markov processes and applications : algorithms, networks, genome and finance / Etienne Pardoux
Autore Pardoux, Etienne
Pubbl/distr/stampa Chichester, : Wiley, : Dunod, 2008
Descrizione fisica XII, 296 p. ; 23 cm
Disciplina 519.2
Collana Wiley series in probability and statistics
ISBN 9780470772713
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISANNIO-PAV0000794
Pardoux, Etienne  
Chichester, : Wiley, : Dunod, 2008
Materiale a stampa
Lo trovi qui: Univ. del Sannio
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Probabilistic Models of Population Evolution [[electronic resource] ] : Scaling Limits, Genealogies and Interactions / / by Étienne Pardoux
Probabilistic Models of Population Evolution [[electronic resource] ] : Scaling Limits, Genealogies and Interactions / / by Étienne Pardoux
Autore Pardoux Étienne
Edizione [1st ed. 2016.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Descrizione fisica 1 online resource (VIII, 125 p. 6 illus., 2 illus. in color.)
Disciplina 519.234
Collana Stochastics in Biological Systems
Soggetto topico Biomathematics
Probabilities
Ecology 
Mathematical and Computational Biology
Probability Theory and Stochastic Processes
Theoretical Ecology/Statistics
ISBN 3-319-30328-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Branching Processes -- Convergence to a Continuous State Branching Process -- Continuous State Branching Process (CSBP) -- Genealogies -- Models of Finite Population with Interaction -- Convergence to a Continuous State Model -- Continuous Model with Interaction -- Appendix.
Record Nr. UNINA-9910254097303321
Pardoux Étienne  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Probabilistic models of population evolution : scaling limits, genealogies and interactions / Etienne Pardoux
Probabilistic models of population evolution : scaling limits, genealogies and interactions / Etienne Pardoux
Autore Pardoux, Etienne
Pubbl/distr/stampa [Cham], : Springer, : Mathematical Biosciences Institute, 2016
Descrizione fisica VIII, 125 p. : ill. ; 24 cm
Soggetto topico 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
60J85 - Applications of branching processes [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020]
Soggetto non controllato Bienaymé-Galton-Watson Processes
Continuous state branching processes
Evolutionary Models
Markov Chains
Population models
Populations with Interactions
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0115275
Pardoux, Etienne  
[Cham], : Springer, : Mathematical Biosciences Institute, 2016
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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Probabilistic models of population evolution : scaling limits, genealogies and interactions / Etienne Pardoux
Probabilistic models of population evolution : scaling limits, genealogies and interactions / Etienne Pardoux
Autore Pardoux, Etienne
Edizione [[Cham] : Springer : Mathematical Biosciences Institute, 2016]
Pubbl/distr/stampa VIII, 125 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Soggetto topico 60J80 - Branching processes (Galton-Watson, birth-and-death, etc.) [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020]
92D25 - Population dynamics (general) [MSC 2020]
60J85 - Applications of branching processes [MSC 2020]
60F17 - Functional limit theorems; invariance principles [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0115275
Pardoux, Etienne  
VIII, 125 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
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