5,469円 This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second...

6,076円 This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-ar...

6,928円 Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those w...

15,953円 A timely collection of advanced, original material in the area of statistical methodology motivated by geometric problems, dedicated to the influential work of Kanti V. Mardia This volume celebrates Kanti V. Mardia's long and influential career in statistics. A common theme unifying much of Mardi...

17,016円 This text presents a wide-ranging and rigorous overview of nearest neighbor methods, one of the most important paradigms in machine learning. Now in one self-contained volume, this book systematically covers key statistical, probabilistic, combinatorial and geometric ideas for understanding, anal...

4,248円 Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences (for instance in financial mathematics or theoretical quantum mechanics...

18,231円 The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas – reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus –...

5,469円 This work starts with the study of those limit theorems in probability theory for which classical methods do not work. In many cases some form of linearization can help to solve the problem, because the linearized version is simpler. But in order to apply such a method we have to show that the li...

4,254円 In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting fro...

6,076円 An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and...

2,726円 Dieses Begleitbuch ist eine Bereicherung für alle Mathematik-Studenten, denen ihre Stochastik-Vorlesung den Angstschweiß auf die Stirn treibt – für viele Studierende gehört diese Veranstaltung zu den unbeliebtesten überhaupt und wird zudem als besonders anspruchsvoll empfunden. Das vorliegende Be...

2,349円 Ausgehend vom Shannon-Wiener-Zugang zur mathematischen Informationstheorie, die eine mathematische "Messung" einer Informationsmenge erlaubt, beginnt das Buch mit einer Abgrenzung der Begriffe Nachricht und Information und der axiomatischen Zuordnung einer Informationsmenge zu einer Wahrscheinlic...