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Linear algebra and probability for computer science applications / / Ernest Davis
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
Opac: Controlla la disponibilità qui
Linear algebra and probability for computer science applications / / Ernest Davis
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
Opac: Controlla la disponibilità qui
Linear algebra and probability for computer science applications / / Ernest Davis
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
Opac: Controlla la disponibilità qui
Linear and Multiobjective Programming with Fuzzy Stochastic Extensions [[electronic resource] /] / by Masatoshi Sakawa, Hitoshi Yano, Ichiro Nishizaki
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
Opac: Controlla la disponibilità qui
Linear Stochastic Systems [[electronic resource] ] : A Geometric Approach to Modeling, Estimation and Identification / / by Anders Lindquist, Giorgio Picci
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
Opac: Controlla la disponibilità qui
Local Limit Theorems for Inhomogeneous Markov Chains [[electronic resource] /] / by Dmitry Dolgopyat, Omri M. Sarig
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
Opac: Controlla la disponibilità qui
Local Limit Theorems for Inhomogeneous Markov Chains [[electronic resource] /] / by Dmitry Dolgopyat, Omri M. Sarig
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
Opac: Controlla la disponibilità qui
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
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
Opac: Controlla la disponibilità qui
Local Lyapunov Exponents [[electronic resource] ] : Sublimiting Growth Rates of Linear Random Differential Equations / / by Wolfgang Siegert
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
Opac: Controlla la disponibilità qui
Local Times and Excursion Theory for Brownian Motion [[electronic resource] ] : A Tale of Wiener and Itô Measures / / by Ju-Yi Yen, Marc Yor
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
Opac: Controlla la disponibilità qui

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