Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
Autore | Major, Péter |
Pubbl/distr/stampa | Berlin, : Springer, 1981 |
Descrizione fisica | x, 130 p. ; 24 cm |
Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G20 - Generalized stochastic processes [MSC 2020] |
Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0261836 |
Major, Péter | ||
Berlin, : Springer, 1981 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham |
Autore | Pham, Khanh D. |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | XIV, 211 p. : ill. ; 24 cm |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
Soggetto non controllato |
Bilinear stochastic systems
Performance risk Performance robustness Resilient control applications Risk aversion Stochastic dominance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103908 |
Pham, Khanh D. | ||
Cham, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Resilient controls for ordering uncertain prospects : change and response / Khanh D. Pham |
Autore | Pham, Khanh D. |
Edizione | [Cham : Springer, 2014] |
Pubbl/distr/stampa | XIV, 211 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 49J20 - Existence theories for optimal control problems involving partial differential equations [MSC 2020] 49J15 - Existence theories for optimal control problems involving ordinary differential equations [MSC 2020] 91A80 - Applications of game theory [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] |
ISBN | 8-3-319-08704-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0103908 |
Pham, Khanh D. | ||
XIV, 211 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Some random series of functions / Jean-Pierre Kahane |
Autore | Kahane, Jean-Pierre |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cambridge, : Cambridge university, 1985 |
Descrizione fisica | XIII, 305 p. ; 23 cm. |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
ISBN | 978-05-214-5602-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0055839 |
Kahane, Jean-Pierre | ||
Cambridge, : Cambridge university, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Some random series of functions / Jean-Pierre Kahane |
Autore | Kahane, Jean-Pierre |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cambridge, : Cambridge university, 1985 |
Descrizione fisica | XIII, 305 p. ; 23 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G17 - Sample path properties [MSC 2020] |
ISBN | 978-05-214-5602-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0055839 |
Kahane, Jean-Pierre | ||
Cambridge, : Cambridge university, 1985 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Statistics and Analysis of Scientific Data / Massimiliano Bonamente |
Autore | Bonamente, Massimiliano |
Edizione | [2. ed] |
Pubbl/distr/stampa | New York, : Springer, 2017 |
Descrizione fisica | xvii, 318 p. : ill. ; 24 cm |
Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 62F10 - Point estimation [MSC 2020] 60A05 - Axioms; other general questions in probability [MSC 2020] 62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62G10 - Nonparametric hypothesis testing [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 60J05 - Discrete-time Markov processes on general state spaces [MSC 2020] 62Qxx - Statistical tables [MSC 2020] 62A01 - Foundations and philosophical topics in statistics [MSC 2020] |
Soggetto non controllato |
Fitting Data with Bivariate Errors
Goodness of Fit and Parameter Uncertainty Maximum Likelihood Fit Median, Weighted Mean and Linear Average Monte Carlo Methods and Markov Chains Probability Theory for Physicists Statistical Methods for Science and Engineering Statistics for Business Science Systematic Errors and Intrinsic Scatter Textbook Statistical Methods |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0193301 |
Bonamente, Massimiliano | ||
New York, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic analysis / Paul Malliavin |
Autore | Malliavin, Paul |
Pubbl/distr/stampa | Berlin, : Springer, 1997 |
Descrizione fisica | XI, 342 p. ; 24 cm. |
Soggetto topico |
31C15 - Potentials and capacities on other spaces [MSC 2020]
31C25 - Dirichlet forms [MSC 2020] 46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 31C45 - Other generalizations (nonlinear potential theory, etc.) [MSC 2020] 60G60 - Random fields [MSC 2020] |
ISBN | 35-405-7024-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0057287 |
Malliavin, Paul | ||
Berlin, : Springer, 1997 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Stochastic analysis / Paul Malliavin |
Autore | Malliavin, Paul |
Pubbl/distr/stampa | Berlin, : Springer, 1997 |
Descrizione fisica | XI, 342 p. ; 24 cm |
Soggetto topico |
31C15 - Potentials and capacities on other spaces [MSC 2020]
31C25 - Dirichlet forms [MSC 2020] 46E35 - Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G44 - Martingales with continuous parameter [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] 60J45 - Probabilistic potential theory [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 31C45 - Other generalizations (nonlinear potential theory, etc.) [MSC 2020] 60G60 - Random fields [MSC 2020] |
ISBN | 35-405-7024-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0057287 |
Malliavin, Paul | ||
Berlin, : Springer, 1997 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Superconcentration and related topics / Sourav Chatterjee |
Autore | Chatterjee, Sourav |
Pubbl/distr/stampa | Cham, : Springer, 2014 |
Descrizione fisica | IX, 156 p. ; 24 cm |
Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G60 - Random fields [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Soggetto non controllato |
Chaos
Concentration of measure Disordered system Gaussian field Hypercontractivity Multiple valleys Spin glass Superconcentration |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0103286 |
Chatterjee, Sourav | ||
Cham, : Springer, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Superconcentration and related topics / Sourav Chatterjee |
Autore | Chatterjee, Sourav |
Edizione | [Cham : Springer, 2014] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82B44 - Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics [MSC 2020] 60E15 - Inequalities; stochastic orderings [MSC 2020] 60G60 - Random fields [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
ISBN | 8-3-319-03885-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0103286 |
Chatterjee, Sourav | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|