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18th International Probabilistic Workshop [[electronic resource] ] : IPW 2020 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa
18th International Probabilistic Workshop [[electronic resource] ] : IPW 2020 / / edited by José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa
Edizione [1st ed. 2021.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Descrizione fisica 1 online resource (XVI, 855 p. 350 illus., 230 illus. in color.)
Disciplina 624
Collana Lecture Notes in Civil Engineering
Soggetto topico Civil engineering
Probabilities
Engineering economics
Engineering economy
Risk management
Civil Engineering
Probability Theory and Stochastic Processes
Engineering Economics, Organization, Logistics, Marketing
Risk Management
Soggetto genere / forma Electronic books.
ISBN 3-030-73616-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910484118503321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
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A caso : la sorte, la scienza e il mondo / Ivar Ekeland
A caso : la sorte, la scienza e il mondo / Ivar Ekeland
Autore Ekeland, Ivar
Pubbl/distr/stampa Torino : Boringhieri, 1992
Descrizione fisica 156 p. : ill. ; 22 cm.
Disciplina 501
519.2
Collana Saggi scientifici. Sezione di storia della scienza
Soggetto topico Mathematical statistics
Probabilities
Probabilità - Teoria
Probability - Theory
ISBN 8833907147
Classificazione 1:53
1:510
AMS 00A99
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISALENTO-b1092341x
Ekeland, Ivar  
Torino : Boringhieri, 1992
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Autore Benveniste Albert
Edizione [1st ed. 1990.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Descrizione fisica 1 online resource (XII, 364 p.)
Disciplina 519.2
Collana Stochastic Modelling and Applied Probability
Soggetto topico Probabilities
Chemometrics
Computational intelligence
Probability Theory and Stochastic Processes
Math. Applications in Chemistry
Computational Intelligence
ISBN 3-642-75894-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II.
Record Nr. UNINA-9910480530803321
Benveniste Albert  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive statistical procedures and related topics : proceedings of a symposium in honor of Herbert Robbins, June 7-11, 1985, Brookhaven National Laboratory, Upton, New York / / edited by John Van Ryzin [[electronic resource]]
Adaptive statistical procedures and related topics : proceedings of a symposium in honor of Herbert Robbins, June 7-11, 1985, Brookhaven National Laboratory, Upton, New York / / edited by John Van Ryzin [[electronic resource]]
Pubbl/distr/stampa Hayward, Calif., : Institute of Mathematical Statistics, c1986
Descrizione fisica 1 online resource (ix, 476 p. )
Disciplina 519.5
Altri autori (Persone) RobbinsHerbert
Van RyzinJohn
Collana Lecture notes-monograph series Adaptive statistical procedures and related topics
Lecture notes-monograph series
Soggetto topico Sequential analysis
Bayesian statistical decision theory
Stochastic approximation
Mathematical statistics
Probabilities
Sequential analysis - Congresses
Bayesian statistical decision theory - Congresses
Stochastic approximation - Congresses
Mathematical statistics - Congresses
Probabilities - Congresses
Mathematics
Physical Sciences & Mathematics
Mathematical Statistics
Soggetto genere / forma Electronic books
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910482880603321
Hayward, Calif., : Institute of Mathematical Statistics, c1986
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Autore Mareels Iven
Edizione [1st ed. 1996.]
Pubbl/distr/stampa Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Descrizione fisica 1 online resource (XVII, 342 p.)
Disciplina 519
Collana Systems & Control: Foundations & Applications
Soggetto topico System theory
Mathematical models
Probabilities
Systems Theory, Control
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
ISBN 0-8176-8142-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1 Adaptive Systems -- 1.1 Introduction -- 1.2 Adaptive systems: examples -- 1.3 General structure of adaptive control systems -- 1.4 Illustrating the concepts -- 1.5 Summary of chapter -- 1.6 Notes and references -- 1.7 Exercises -- 2 Systems And Their Representations -- 2.1 Introduction -- 2.2 Notation -- 2.3 The behavior -- 2.4 Latent variables -- 2.5 Equivalent representations -- 2.6 Controllability -- 2.7 Observability -- 2.8 Stability -- 2.9 Elimination of Latent variables -- 2.10 The ring ?[?,??1] -- 2.11 An example -- 2.12 A word about the notation -- 2.13 Summary of chapter -- 2.14 Notes and references -- 3 Adaptive systems : principles of identification -- 3.1 Introduction -- 3.2 Object of interest and model class -- 3.3 Identification criterion and algorithms -- 3.4 Data model assumptions -- 3.5 Analysis of identification algorithms -- 3.6 Persistency of excitation -- 3.7 Summary of chapter -- 3.8 Notes and references -- 3.9 Exercises -- 4 Adaptive Pole Assignment -- 4.1 Introduction -- 4.2 Preliminaries -- 4.3 The system and its representations -- 4.4 Equilibrium analysis -- 4.5 An algorithm for adaptive pole assignment -- 4.6 Analysis of the algorithm -- 4.7 Filtered signals -- 4.8 Modification of the projection algorithm -- 4.9 Summary of chapter -- 4.10 Notes and references -- 4.11 Exercises -- 5 Direct Adaptive Model Reference Control -- 5.1 Introduction -- 5.2 Basic problem definition -- 5.3 Model reference control: nonadaptive solution -- 5.4 Error model construction -- 5.5 Equilibrium analysis -- 5.6 Adaptive algorithm -- 5.7 Analysis of the adaptive system -- 5.8 Adaptive model reference control with disturbance rejection -- 5.9 Summary of chapter -- 5.10 Notes and references -- 5.11 Exercises -- 6 Universal Controllers -- 6.1 Introduction -- 6.2 Existence of solutions -- 6.3 The first order case -- 6.4 Higher order systems -- 6.5 Mårtensson’s algorithm -- 6.6 Summary of chapter -- 6.7 Notes and references -- 6.8 Exercises -- 7 The pole/zero cancellation problem -- 7.1 Introduction -- 7.2 The pole/zero cancellation problem in adaptive control -- 7.3 Combining direct and indirect adaptive control -- 7.4 Adaptive Excitation -- 7.5 A more fundamental viewpoint -- 7.6 Conclusions -- 7.7 Summary of chapter -- 7.8 Notes and references -- 7.9 Exercises -- 8 Averaging Analysis For Adaptive Systems -- 8.1 Introduction -- 8.2 Averaging -- 8.3 Transforming an adaptive system into standard form -- 8.4 Averaging approximation -- 8.5 Application: the MIT rule for adaptive control -- 8.6 Application: echo cancellation in telephony -- 8.7 Summary of chapter -- 8.8 Notes and references -- 8.9 Exercises -- 9 Dynamics of adaptive systems: A case study -- 9.1 Introduction -- 9.2 The example -- 9.3 Global analysis and bifurcations -- 9.4 Adaptive system behavior: ideal case -- 9.5 Adaptive system behavior: undermodelled case -- 9.6 Discussion -- 9.7 Summary of chapter -- 9.8 Notes and References -- 9.9 Exercises -- Epilogue -- A Background material -- A.1 A contraction result -- A.2 The Comparison Principle -- A.2.1 Bellman-Gronwall Lemma -- A.2.2 Perturbed linear stable systems -- A.3 Miscellaneous stability results -- A.3.1 Stability Definitions -- A.3.2 Some Lyapunov stability results -- A.4 Detectability -- A.5 An inequality for linear systems -- A.6 Finite horizon averaging result -- A.7 Maple code for solving Lyapunov equations -- A.8 Maple code for fixed points and two periodic solutions.
Record Nr. UNINA-9910478902103321
Mareels Iven  
Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advanced Modelling in Mathematical Finance [[electronic resource] ] : In Honour of Ernst Eberlein / / edited by Jan Kallsen, Antonis Papapantoleon
Advanced Modelling in Mathematical Finance [[electronic resource] ] : In Honour of Ernst Eberlein / / edited by Jan Kallsen, Antonis Papapantoleon
Edizione [1st ed. 2016.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Descrizione fisica 1 online resource (XXIV, 496 p. 79 illus., 69 illus. in color.)
Disciplina 332.60151
Collana Springer Proceedings in Mathematics & Statistics
Soggetto topico Economics, Mathematical 
Probabilities
Quantitative Finance
Probability Theory and Stochastic Processes
ISBN 9783319458755
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface -- An Interview with Ernst Eberlein -- Part I: Flexible Lévy-based models. E. A. v. Hammerstein: Tail behaviour and tail dependence of generalized hyperbolic distributions -- O. Barndorff-Nielsen: Gamma kernels and BSS/LSS processes -- M. Mandjes and P. Spreij: Explicit computations for some Markov modulated counting processes -- Part II: Statistics and risk -- H. Geman and B. Liu: The outlook of energy markets in 2015: introducing distances between forward curves -- D. Madan: Three non-Gaussian models of dependence in returns -- A. Kimura and N. Yoshida: Estimation of correlation between latent processes -- J. Beirlant, W. Schoutens, J. De Spiegeleer, T. Reynkens, and K. Herrmann: Hunting for black swans in the European banking sector using extreme value analysis -- E. Lütkebohmert-Holtz and Y. Xiao: Collateralized borrowing and default risk -- G. Stahl: Model uncertainty in a holistic perspective -- Part III: Derivative pricing, hedging, and optimization -- Ch. Bayer and J. Schoenmakers: Option pricing in affine generalized Merton models -- G. Jahncke and J. Kallsen: Approximate pricing of call options on the quadratic variation in Lévy models -- A. Černý: Dynamic discrete-time hedging of barrier options under leptokurtic returns driven by an exponential Lévy model -- M. Musiela, E. Sokolova, and Th. Zariphopoulou: Exponential forward indifference prices in incomplete binomial models -- M. Feodoria and J. Kallsen: Almost surely optimal portfolios under propotional transaction costs -- J. M. Corcuera, J. Fajardo, and O. Pamen: On the optimal payoffs -- L. Rüschendorf and V. Wolf: Construction and hedging of optimal payoffs in Lévy Models -- Part IV: Term-structure modelling -- I. Klein, Th. Schmidt, and J. Teichmann: No arbitrage theory for bond markets -- K. Glau, Z. Grbac, and Antonis Papapantoleon: A unified view of LIBOR models -- Z. Grbac, D. Krief, and P. Tankov: Approximate option pricing in the Lévy LIBOR model -- F. E. Benth: Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework.
Record Nr. UNINA-9910155301603321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advances in applied probability
Advances in applied probability
Pubbl/distr/stampa Sheffield, England, : Applied Probability Trust, 1969-
Descrizione fisica 1 online resource
Soggetto topico Probabilities
Mathematics
Probability
Statistics as Topic
Soggetto genere / forma Periodical
ISSN 1475-6064
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNINA-9910134149003321
Sheffield, England, : Applied Probability Trust, 1969-
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advances in applied probability
Advances in applied probability
Pubbl/distr/stampa Sheffield, England, : Applied Probability Trust, 1969-
Descrizione fisica 1 online resource
Soggetto topico Probabilities
Mathematics
Probability
Statistics as Topic
Soggetto genere / forma Periodical
ISSN 1475-6064
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNISA-996215974303316
Sheffield, England, : Applied Probability Trust, 1969-
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Advances in Mathematical Economics [[electronic resource] ] : Volume 23 / / edited by Toru Maruyama
Advances in Mathematical Economics [[electronic resource] ] : Volume 23 / / edited by Toru Maruyama
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020
Descrizione fisica 1 online resource (VII, 329 p. 23 illus.)
Disciplina 330.0151
Collana Advances in Mathematical Economics
Soggetto topico Game theory
Probabilities
Game Theory, Economics, Social and Behav. Sciences
Probability Theory and Stochastic Processes
ISBN 981-15-0713-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Twenty-three Years of Advances in Mathematical Economics -- Optimal Control over Infinite Time Horizon -- Sard-Smale Theorem.
Record Nr. UNISA-996418257703316
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Advances in Mathematical Economics [[electronic resource] ] : Volume 23 / / edited by Toru Maruyama
Advances in Mathematical Economics [[electronic resource] ] : Volume 23 / / edited by Toru Maruyama
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020
Descrizione fisica 1 online resource (VII, 329 p. 23 illus.)
Disciplina 330.0151
Collana Advances in Mathematical Economics
Soggetto topico Game theory
Probabilities
Game Theory, Economics, Social and Behav. Sciences
Probability Theory and Stochastic Processes
ISBN 981-15-0713-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Twenty-three Years of Advances in Mathematical Economics -- Optimal Control over Infinite Time Horizon -- Sard-Smale Theorem.
Record Nr. UNINA-9910483518803321
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui

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