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Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
| Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
| Pubbl/distr/stampa | New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 |
| Descrizione fisica | XVI, 406 p. ; 24 cm |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
| Soggetto non controllato |
Applied probability
Central Limit Theorem Change-point problems Functional limit theorems Laws of large numbers Planar processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113169 |
| New York, : Fields institute for research in the mathematical sciences, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors
| Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő / Donald Dawson ... [et al.] editors |
| Edizione | [New York : Fields institute for research in the mathematical sciences : Springer, 2015] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G15 - Gaussian processes [MSC 2020]
60J65 - Brownian motion [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 60J55 - Local time and additive functionals [MSC 2020] 60G17 - Sample path properties [MSC 2020] 60F15 - Strong limit theorems [MSC 2020] 62-XX - Statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62G30 - Order statistics; empirical distribution functions [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0113169 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Extreme Values, Regular Variation and Point Processes / Sidney I. Resnick
| Extreme Values, Regular Variation and Point Processes / Sidney I. Resnick |
| Autore | Resnick, Sidney I. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1987 |
| Descrizione fisica | xiv, 320 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Exx - Distribution theory [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Approximations
Distribution Karamata's Theorem Laplace Functionals Mathematics Max-Infinite Divisibility Multivariate Extremes Operations Research Point processes Poisson processes Probability Probability Theory Random measures Random variables Skorohod Spaces Statistics Stochastic processes Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268943 |
Resnick, Sidney I.
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| New York, : Springer-Verlag, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Fourier analysis and stochastic processes / Pierre Brémaud
| Fourier analysis and stochastic processes / Pierre Brémaud |
| Autore | Brémaud, Pierre |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 385 p. : ill. ; 24 cm |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 42B10 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 60G12 - General second-order stochastic processes [MSC 2020] |
| Soggetto non controllato |
Point processes
Power Spectral Measure Second-Order Stochastic Processes Stochastic processes Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103945 |
|
Brémaud, Pierre
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fourier analysis and stochastic processes / Pierre Brémaud
| Fourier analysis and stochastic processes / Pierre Brémaud |
| Autore | Brémaud, Pierre |
| Edizione | [Cham : Springer, 2014] |
| Pubbl/distr/stampa | XIII, 385 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 42B10 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 60G12 - General second-order stochastic processes [MSC 2020] |
| ISBN | 8-3-319-09589-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103945 |
|
Brémaud, Pierre
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| XIII, 385 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fractals, random shapes and point fields : methods of geometrical statistics / Dietrich Stoyan and Helga Stoyan
| Fractals, random shapes and point fields : methods of geometrical statistics / Dietrich Stoyan and Helga Stoyan |
| Autore | Stoyan, Dietrich |
| Pubbl/distr/stampa | Chichester, : J. Wiley & sons, 1994 |
| Descrizione fisica | XIV, 389 p. : ill. ; 23 cm. |
| Altri autori (Persone) | Stoyan, Helga |
| Soggetto topico |
28A80 - Fractals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Dxx - Geometric probability and stochastic geometry [MSC 2020] 62-XX - Statistics [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] |
| ISBN | 978-04-7193-757-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0048883 |
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Stoyan, Dietrich
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| Chichester, : J. Wiley & sons, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Fractals, random shapes and point fields : methods of geometrical statistics / Dietrich Stoyan and Helga Stoyan
| Fractals, random shapes and point fields : methods of geometrical statistics / Dietrich Stoyan and Helga Stoyan |
| Autore | Stoyan, Dietrich |
| Pubbl/distr/stampa | Chichester, : J. Wiley & sons, 1994 |
| Descrizione fisica | XIV, 389 p. : ill. ; 23 cm |
| Altri autori (Persone) | Stoyan, Helga |
| Soggetto topico |
28A80 - Fractals [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60Dxx - Geometric probability and stochastic geometry [MSC 2020] 62-XX - Statistics [MSC 2020] 62H11 - Directional data; spatial statistics [MSC 2020] 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 62M30 - Inference from spatial processes [MSC 2020] |
| ISBN | 978-04-7193-757-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0048883 |
|
Stoyan, Dietrich
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| Chichester, : J. Wiley & sons, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | ix, 300 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Soggetto non controllato |
BSDEs World Symposium
Enlargement of filtration Filtering Forward Utility Martingale representation Mathematical Finance McKean Equations Option pricing Partial differential equations Path Dependence Quantitative Finance SPDEs Stochastic Controls Uncertainty |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126881 |
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors]
| Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions / Samuel N. Cohen … [et al.] editors] |
| Edizione | [Cham : Springer, 2019] |
| Pubbl/distr/stampa | ix, 300 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020] 60Axx - Foundations of probability theory [MSC 2020] 91Bxx - Mathematical economics [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0126881 |
| ix, 300 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier
| Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier |
| Autore | Kulik, Rafal |
| Pubbl/distr/stampa | New York, : Springer, 2020 |
| Descrizione fisica | xix, 681 p. : ill. ; 24 cm |
| Altri autori (Persone) | Soulier, Philippe |
| Soggetto topico |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] |
| Soggetto non controllato |
Extremal processes
Extreme value theory Point processes Stable Processes Statistics of extreme values Tail inference Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250532 |
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Kulik, Rafal
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| New York, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
(30)
- 60-XX - Probability theory and stochastic processes [MSC 2020] (15)
- 60Dxx - Geometric probability and stochastic geometry [MSC 2020] (11)
- 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] (7)
- 60F05 - Central limit and other weak theorems [MSC 2020] (6)