Linear algebra and probability for computer science applications / / Ernest Davis |
Autore | Davis Ernest |
Pubbl/distr/stampa | Boca Raton, FL, : CRC Press, ©2012 |
Descrizione fisica | 1 online resource (430 p.) |
Disciplina | 004.01/51 |
Collana | An A K Peters Book |
Soggetto topico |
Computer science - Mathematics
Algebras, Linear Probabilities |
Soggetto genere / forma | Electronic books. |
ISBN |
0-429-06752-6
1-4665-0159-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front Cover; Dedication; Contents; Preface; 1. MATLAB; I: Linear Algebra; 2. Vectors; 3. Matrices; 4. Vector Spaces; 5. Algorithms; 6. Geometry; 7. Change of Basis, DFT, and SVD; II: Probability; 8. Probability; 9. Numerical Random Variables; 10. Markov Models; 11. Confidence Intervals; 12. Monte Carlo Methods; 13. Information and Entropy; 14. Maximum Likelihood Estimation; References; Notation |
Record Nr. | UNINA-9910460605803321 |
Davis Ernest | ||
Boca Raton, FL, : CRC Press, ©2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Linear algebra and probability for computer science applications / / Ernest Davis |
Autore | Davis Ernest |
Pubbl/distr/stampa | Boca Raton, FL, : CRC Press, ©2012 |
Descrizione fisica | 1 online resource (430 p.) |
Disciplina | 004.01/51 |
Collana | An A K Peters Book |
Soggetto topico |
Computer science - Mathematics
Algebras, Linear Probabilities |
ISBN |
0-429-06752-6
1-4665-0159-6 |
Classificazione | MAT000000MAT003000MAT029010 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front Cover; Dedication; Contents; Preface; 1. MATLAB; I: Linear Algebra; 2. Vectors; 3. Matrices; 4. Vector Spaces; 5. Algorithms; 6. Geometry; 7. Change of Basis, DFT, and SVD; II: Probability; 8. Probability; 9. Numerical Random Variables; 10. Markov Models; 11. Confidence Intervals; 12. Monte Carlo Methods; 13. Information and Entropy; 14. Maximum Likelihood Estimation; References; Notation |
Record Nr. | UNINA-9910797022203321 |
Davis Ernest | ||
Boca Raton, FL, : CRC Press, ©2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Linear algebra and probability for computer science applications / / Ernest Davis |
Autore | Davis Ernest |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Boca Raton, FL, : CRC Press, ©2012 |
Descrizione fisica | 1 online resource (430 p.) |
Disciplina | 004.01/51 |
Collana | An A K Peters Book |
Soggetto topico |
Computer science - Mathematics
Algebras, Linear Probabilities |
ISBN |
0-429-06752-6
1-4665-0159-6 |
Classificazione | MAT000000MAT003000MAT029010 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front Cover; Dedication; Contents; Preface; 1. MATLAB; I: Linear Algebra; 2. Vectors; 3. Matrices; 4. Vector Spaces; 5. Algorithms; 6. Geometry; 7. Change of Basis, DFT, and SVD; II: Probability; 8. Probability; 9. Numerical Random Variables; 10. Markov Models; 11. Confidence Intervals; 12. Monte Carlo Methods; 13. Information and Entropy; 14. Maximum Likelihood Estimation; References; Notation |
Record Nr. | UNINA-9910813133103321 |
Davis Ernest | ||
Boca Raton, FL, : CRC Press, ©2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Linear and Multiobjective Programming with Fuzzy Stochastic Extensions [[electronic resource] /] / by Masatoshi Sakawa, Hitoshi Yano, Ichiro Nishizaki |
Autore | Sakawa Masatoshi |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | New York, NY : , : Springer US : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (XIII, 339 p. 59 illus., 21 illus. in color.) |
Disciplina | 330 |
Collana | International Series in Operations Research & Management Science |
Soggetto topico |
Operations research
Decision making Management science Probabilities Operations Research/Decision Theory Operations Research, Management Science Probability Theory and Stochastic Processes |
ISBN | 1-4614-9399-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Linear Programming -- Multiobjective Linear Programming -- Fuzzy Linear Programming -- Stochastic Linear Programming -- Interactive Fuzzy Multiobjective Stochastic Linear Programming -- Purchase and Transportation Planning for Food Retailing -- Linear Algebra -- Nonlinear Programming -- Usage of Excel Solver. |
Record Nr. | UNINA-9910438084103321 |
Sakawa Masatoshi | ||
New York, NY : , : Springer US : , : Imprint : Springer, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Linear Stochastic Systems [[electronic resource] ] : A Geometric Approach to Modeling, Estimation and Identification / / by Anders Lindquist, Giorgio Picci |
Autore | Lindquist Anders |
Edizione | [1st ed. 2015.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
Descrizione fisica | 1 online resource (788 p.) |
Disciplina |
510
515.724 519 519.2 |
Collana | Contemporary mathematics |
Soggetto topico |
System theory
Probabilities Control engineering Systems Theory, Control Probability Theory and Stochastic Processes Control and Systems Theory |
ISBN | 3-662-45750-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Geometry of Second-Order Random Processes -- Spectral Representation of Stationary Processes -- Innovations, Wold Decomposition, and Spectral Factorization -- Wold Decomposition and Spectral Factorization in Continuous Time -- Linear Finite-Dimensional Stochastic Systems -- The Geometry of Splitting Subspaces -- Markovian Representations -- Proper Markovian Representations in Hardy Space -- Stochastic Realization Theory in Continuous Time -- Stochastic Balancing and Model Reduction -- Finite-Interval Stochastic Realization and Partial Realization Theory -- Subspace Identification for Time Series -- Zero Dynamics and the Geometry of the Riccati Inequality -- Smoothing and Interpolation -- Acausal Linear Stochastic Models and Spectral Factorization -- Stochastic Systems with Inputs -- Appendix A. Basic Principles of Deterministic Realization Theory -- Appendix B. Some Topics in Linear Algebra and Hilbert Space Theory. |
Record Nr. | UNINA-9910299783703321 |
Lindquist Anders | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Local Limit Theorems for Inhomogeneous Markov Chains [[electronic resource] /] / by Dmitry Dolgopyat, Omri M. Sarig |
Autore | Dolgopyat Dmitry |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
Descrizione fisica | 1 online resource (348 pages) |
Disciplina | 519.2 |
Altri autori (Persone) | SarigOmri M |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Stochastic processes Dynamical systems Probability Theory Stochastic Processes Dynamical Systems |
ISBN | 3-031-32601-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Acknowledgments -- Contents -- Notation -- 1 Overview -- 1.1 Setup and Aim -- 1.2 The Obstructions to the Local Limit Theorems -- 1.3 How to Show that the Obstructions Do Not Occur -- 1.4 What Happens When the Obstructions Do Occur -- 1.4.1 Lattice Case -- 1.4.2 Center-Tight Case -- 1.4.3 Reducible Case -- 1.5 Some Final Words on the Setup of this Work -- 1.6 Prerequisites -- 1.7 Notes and References -- 2 Markov Arrays, Additive Functionals, and Uniform Ellipticity -- 2.1 The Basic Setup -- 2.1.1 Inhomogeneous Markov Chains -- 2.1.2 Inhomogeneous Markov Arrays -- 2.1.3 Additive Functionals -- 2.2 Uniform Ellipticity -- 2.2.1 The Definition -- 2.2.2 Contraction Estimates and Exponential Mixing -- 2.2.3 Bridge Probabilities -- 2.3 Structure Constants -- 2.3.1 Hexagons -- 2.3.2 Balance and Structure Constants -- 2.3.3 The Ladder Process -- 2.4 γ-Step Ellipticity Conditions -- *2.5 Uniform Ellipticity and Strong Mixing Conditions -- 2.6 Reduction to Point Mass Initial Distributions -- 2.7 Notes and References -- 3 Variance Growth, Center-Tightness, and the CentralLimit Theorem -- 3.1 Main Results -- 3.1.1 Center-Tightness and Variance Growth -- 3.1.2 The Central Limit Theorem and theTwo-Series Theorem -- 3.2 Proofs -- 3.2.1 The Gradient Lemma -- 3.2.2 The Estimate of Var(SN) -- 3.2.3 McLeish's Martingale Central Limit Theorem -- 3.2.4 Proof of the Central Limit Theorem -- 3.2.5 Convergence of Moments -- 3.2.6 Characterization of Center-Tight Additive Functionals -- 3.2.7 Proof of the Two-Series Theorem -- *3.3 The Almost Sure Invariance Principle -- 3.4 Notes and References -- 4 The Essential Range and Irreducibility -- 4.1 Definitions and Motivation -- 4.2 Main Results -- 4.2.1 Markov Chains -- 4.2.2 Markov Arrays -- 4.2.3 Hereditary Arrays -- 4.3 Proofs -- 4.3.1 Reduction Lemma -- 4.3.2 Joint Reduction.
4.3.3 The Possible Values of the Co-Range -- 4.3.4 Calculation of the Essential Range -- 4.3.5 Existence of Irreducible Reductions -- 4.3.6 Characterization of Hereditary Additive Functionals -- 4.4 Notes and References -- 5 The Local Limit Theorem in the Irreducible Case -- 5.1 Main Results -- 5.1.1 Local Limit Theorems for Markov Chains -- 5.1.2 Local Limit Theorems for Markov Arrays -- 5.1.3 Mixing Local Limit Theorems -- 5.2 Proofs -- 5.2.1 Strategy of Proof -- 5.2.2 Characteristic Function Estimates -- 5.2.3 The LLT via Weak Convergence of Measures -- 5.2.4 The LLT in the Irreducible Non-Lattice Case -- 5.2.5 The LLT in the Irreducible Lattice Case -- 5.2.6 Mixing LLT -- 5.3 Notes and References -- 6 The Local Limit Theorem in the Reducible Case -- 6.1 Main Results -- 6.1.1 Heuristics and Warm Up Examples -- 6.1.2 The LLT in the Reducible Case -- 6.1.3 Irreducibility as a Necessary Condition for the Mixing LLT -- 6.1.4 Universal Bounds for Prob[SN-zN(a,b)] -- 6.2 Proofs -- 6.2.1 Characteristic Functions in the Reducible Case -- 6.2.2 Proof of the LLT in the Reducible Case -- 6.2.3 Necessity of the Irreducibility Assumption -- 6.2.4 Universal Bounds for Markov Chains -- 6.2.5 Universal Bounds for Markov Arrays -- 6.3 Notes and References -- 7 Local Limit Theorems for Moderate Deviationsand Large Deviations -- 7.1 Moderate Deviations and Large Deviations -- 7.2 Local Limit Theorems for Large Deviations -- 7.2.1 The Log Moment Generating Functions -- 7.2.2 The Rate Functions -- 7.2.3 The LLT for Moderate Deviations -- 7.2.4 The LLT for Large Deviations -- 7.3 Proofs -- 7.3.1 Strategy of Proof -- 7.3.2 A Parameterized Family of Changes of Measure -- 7.3.3 Choosing the Parameters -- 7.3.4 The Asymptotic Behavior of V"0365VξN(SN) -- 7.3.5 Asymptotics of the Log Moment Generating Functions -- 7.3.6 Asymptotics of the Rate Functions. 7.3.7 Proof of the Local Limit Theorem for Large Deviations -- 7.3.8 Rough Bounds in the Reducible Case -- 7.4 Large Deviations Thresholds -- 7.4.1 The Large Deviations Threshold Theorem -- 7.4.2 Admissible Sequences -- 7.4.3 Proof of the Large Deviations Threshold Theorem -- 7.4.4 Examples -- 7.5 Notes and References -- 8 Important Examples and Special Cases -- 8.1 Introduction -- 8.2 Sums of Independent Random Variables -- 8.3 Homogenous Markov Chains -- *8.4 One-Step Homogeneous Additive Functionals in L2 -- 8.5 Asymptotically Homogeneous Markov Chains -- 8.6 Equicontinuous Additive Functionals -- 8.7 Notes and References -- 9 Local Limit Theorems for Markov Chains in RandomEnvironments -- 9.1 Markov Chains in Random Environments -- 9.1.1 Formal Definitions -- 9.1.2 Examples -- 9.1.3 Conditions and Assumptions -- 9.2 Main Results -- 9.3 Proofs -- 9.3.1 Existence of Stationary Measures -- 9.3.2 The Essential Range is Almost Surely Constant -- 9.3.3 Variance Growth -- 9.3.4 Irreducibility and the LLT -- 9.3.5 LLT for Large Deviations -- 9.4 Notes and References -- A The Gärtner-Ellis Theorem in One Dimension -- A.1 The Statement -- A.2 Background from Convex Analysis -- A.3 Proof of the Gärtner-Ellis Theorem -- A.4 Notes and References -- B Hilbert's Projective Metric and Birkhoff's Theorem -- B.1 Hilbert's Projective Metric -- B.2 Contraction Properties -- B.3 Notes and References -- C Perturbations of Operators with Spectral Gap -- C.1 The Perturbation Theorem -- C.2 Some Facts from Analysis -- C.3 Proof of the Perturbation Theorem -- C.4 Notes and References -- References -- Index. |
Record Nr. | UNINA-9910736025503321 |
Dolgopyat Dmitry | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Local Limit Theorems for Inhomogeneous Markov Chains [[electronic resource] /] / by Dmitry Dolgopyat, Omri M. Sarig |
Autore | Dolgopyat Dmitry |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
Descrizione fisica | 1 online resource (348 pages) |
Disciplina | 519.2 |
Altri autori (Persone) | SarigOmri M |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Stochastic processes Dynamical systems Probability Theory Stochastic Processes Dynamical Systems |
ISBN | 3-031-32601-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Acknowledgments -- Contents -- Notation -- 1 Overview -- 1.1 Setup and Aim -- 1.2 The Obstructions to the Local Limit Theorems -- 1.3 How to Show that the Obstructions Do Not Occur -- 1.4 What Happens When the Obstructions Do Occur -- 1.4.1 Lattice Case -- 1.4.2 Center-Tight Case -- 1.4.3 Reducible Case -- 1.5 Some Final Words on the Setup of this Work -- 1.6 Prerequisites -- 1.7 Notes and References -- 2 Markov Arrays, Additive Functionals, and Uniform Ellipticity -- 2.1 The Basic Setup -- 2.1.1 Inhomogeneous Markov Chains -- 2.1.2 Inhomogeneous Markov Arrays -- 2.1.3 Additive Functionals -- 2.2 Uniform Ellipticity -- 2.2.1 The Definition -- 2.2.2 Contraction Estimates and Exponential Mixing -- 2.2.3 Bridge Probabilities -- 2.3 Structure Constants -- 2.3.1 Hexagons -- 2.3.2 Balance and Structure Constants -- 2.3.3 The Ladder Process -- 2.4 γ-Step Ellipticity Conditions -- *2.5 Uniform Ellipticity and Strong Mixing Conditions -- 2.6 Reduction to Point Mass Initial Distributions -- 2.7 Notes and References -- 3 Variance Growth, Center-Tightness, and the CentralLimit Theorem -- 3.1 Main Results -- 3.1.1 Center-Tightness and Variance Growth -- 3.1.2 The Central Limit Theorem and theTwo-Series Theorem -- 3.2 Proofs -- 3.2.1 The Gradient Lemma -- 3.2.2 The Estimate of Var(SN) -- 3.2.3 McLeish's Martingale Central Limit Theorem -- 3.2.4 Proof of the Central Limit Theorem -- 3.2.5 Convergence of Moments -- 3.2.6 Characterization of Center-Tight Additive Functionals -- 3.2.7 Proof of the Two-Series Theorem -- *3.3 The Almost Sure Invariance Principle -- 3.4 Notes and References -- 4 The Essential Range and Irreducibility -- 4.1 Definitions and Motivation -- 4.2 Main Results -- 4.2.1 Markov Chains -- 4.2.2 Markov Arrays -- 4.2.3 Hereditary Arrays -- 4.3 Proofs -- 4.3.1 Reduction Lemma -- 4.3.2 Joint Reduction.
4.3.3 The Possible Values of the Co-Range -- 4.3.4 Calculation of the Essential Range -- 4.3.5 Existence of Irreducible Reductions -- 4.3.6 Characterization of Hereditary Additive Functionals -- 4.4 Notes and References -- 5 The Local Limit Theorem in the Irreducible Case -- 5.1 Main Results -- 5.1.1 Local Limit Theorems for Markov Chains -- 5.1.2 Local Limit Theorems for Markov Arrays -- 5.1.3 Mixing Local Limit Theorems -- 5.2 Proofs -- 5.2.1 Strategy of Proof -- 5.2.2 Characteristic Function Estimates -- 5.2.3 The LLT via Weak Convergence of Measures -- 5.2.4 The LLT in the Irreducible Non-Lattice Case -- 5.2.5 The LLT in the Irreducible Lattice Case -- 5.2.6 Mixing LLT -- 5.3 Notes and References -- 6 The Local Limit Theorem in the Reducible Case -- 6.1 Main Results -- 6.1.1 Heuristics and Warm Up Examples -- 6.1.2 The LLT in the Reducible Case -- 6.1.3 Irreducibility as a Necessary Condition for the Mixing LLT -- 6.1.4 Universal Bounds for Prob[SN-zN(a,b)] -- 6.2 Proofs -- 6.2.1 Characteristic Functions in the Reducible Case -- 6.2.2 Proof of the LLT in the Reducible Case -- 6.2.3 Necessity of the Irreducibility Assumption -- 6.2.4 Universal Bounds for Markov Chains -- 6.2.5 Universal Bounds for Markov Arrays -- 6.3 Notes and References -- 7 Local Limit Theorems for Moderate Deviationsand Large Deviations -- 7.1 Moderate Deviations and Large Deviations -- 7.2 Local Limit Theorems for Large Deviations -- 7.2.1 The Log Moment Generating Functions -- 7.2.2 The Rate Functions -- 7.2.3 The LLT for Moderate Deviations -- 7.2.4 The LLT for Large Deviations -- 7.3 Proofs -- 7.3.1 Strategy of Proof -- 7.3.2 A Parameterized Family of Changes of Measure -- 7.3.3 Choosing the Parameters -- 7.3.4 The Asymptotic Behavior of V"0365VξN(SN) -- 7.3.5 Asymptotics of the Log Moment Generating Functions -- 7.3.6 Asymptotics of the Rate Functions. 7.3.7 Proof of the Local Limit Theorem for Large Deviations -- 7.3.8 Rough Bounds in the Reducible Case -- 7.4 Large Deviations Thresholds -- 7.4.1 The Large Deviations Threshold Theorem -- 7.4.2 Admissible Sequences -- 7.4.3 Proof of the Large Deviations Threshold Theorem -- 7.4.4 Examples -- 7.5 Notes and References -- 8 Important Examples and Special Cases -- 8.1 Introduction -- 8.2 Sums of Independent Random Variables -- 8.3 Homogenous Markov Chains -- *8.4 One-Step Homogeneous Additive Functionals in L2 -- 8.5 Asymptotically Homogeneous Markov Chains -- 8.6 Equicontinuous Additive Functionals -- 8.7 Notes and References -- 9 Local Limit Theorems for Markov Chains in RandomEnvironments -- 9.1 Markov Chains in Random Environments -- 9.1.1 Formal Definitions -- 9.1.2 Examples -- 9.1.3 Conditions and Assumptions -- 9.2 Main Results -- 9.3 Proofs -- 9.3.1 Existence of Stationary Measures -- 9.3.2 The Essential Range is Almost Surely Constant -- 9.3.3 Variance Growth -- 9.3.4 Irreducibility and the LLT -- 9.3.5 LLT for Large Deviations -- 9.4 Notes and References -- A The Gärtner-Ellis Theorem in One Dimension -- A.1 The Statement -- A.2 Background from Convex Analysis -- A.3 Proof of the Gärtner-Ellis Theorem -- A.4 Notes and References -- B Hilbert's Projective Metric and Birkhoff's Theorem -- B.1 Hilbert's Projective Metric -- B.2 Contraction Properties -- B.3 Notes and References -- C Perturbations of Operators with Spectral Gap -- C.1 The Perturbation Theorem -- C.2 Some Facts from Analysis -- C.3 Proof of the Perturbation Theorem -- C.4 Notes and References -- References -- Index. |
Record Nr. | UNISA-996542671903316 |
Dolgopyat Dmitry | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert |
Autore | Siegert Wolfgang |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (IX, 254 p.) |
Disciplina | 515.35 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Global analysis (Mathematics) Manifolds (Mathematics) Game theory Biomathematics Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Global Analysis and Analysis on Manifolds Game Theory, Economics, Social and Behav. Sciences Genetics and Population Dynamics |
ISBN | 3-540-85964-0 |
Classificazione |
MAT 606f
SI 850 60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
Record Nr. | UNISA-996466520803316 |
Siegert Wolfgang | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert |
Autore | Siegert Wolfgang |
Edizione | [1st ed. 2009.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 |
Descrizione fisica | 1 online resource (IX, 254 p.) |
Disciplina | 515.35 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Global analysis (Mathematics) Manifolds (Mathematics) Game theory Biomathematics Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Global Analysis and Analysis on Manifolds Game Theory, Economics, Social and Behav. Sciences Genetics and Population Dynamics |
ISBN | 3-540-85964-0 |
Classificazione |
MAT 606f
SI 850 60F1060H1037H1534F0434C1158J3591B2837N1092D1592D25 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Linear differential systems with parameter excitation -- Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory -- Exit probabilities for degenerate systems -- Local Lyapunov exponents. |
Record Nr. | UNINA-9910484132603321 |
Siegert Wolfgang | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor |
Autore | Yen Ju-Yi |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (IX, 135 p. 9 illus., 8 illus. in color.) |
Disciplina | 519.2 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
ISBN | 3-319-01270-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths -- Some applications of Excursion Theory -- Index. |
Record Nr. | UNISA-996466653003316 |
Yen Ju-Yi | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|