-PDF Download- Asymptotic Methods In The Theory Of Gaussian Processes And Fields EBOOK

Asymptotic Methods in the Theory of Gaussian Processes and Fields

Author: Vladimir I. Piterbarg

Publisher: American Mathematical Soc.

Published: 2012-03-28

Total Pages: 222

ISBN-13: 0821883313

This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.

Asymptotic Methods in Probability and Statistics with Applications

Author: N. Balakrishnan

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 541

ISBN-13: 1461202094

DOWNLOAD EBOOK →

Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.

Level Sets and Extrema of Random Processes and Fields

Author: Jean-Marc Azais

Publisher: John Wiley & Sons

Published: 2009-02-17

Total Pages: 407

ISBN-13: 0470434635

DOWNLOAD EBOOK →

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.

The Asymptotic Distribution of Eigenvalues of Partial Differential Operators

Author: Yu Safarov

Publisher: American Mathematical Soc.

Published: 1997

Total Pages: 372

ISBN-13: 9780821845776

DOWNLOAD EBOOK →

This work studies the eigenvalues of elliptic linear boundary value problems. Its main content is a set of asymptotic formulas describing the distribution of eigenvalues with high sequential numbers, providing a basic introduction to mathematical concepts and tools.

Simulation of Stochastic Processes with Given Accuracy and Reliability

Author: Yuriy V. Kozachenko

Publisher: Elsevier

Published: 2016-11-22

Total Pages: 346

ISBN-13: 0081020856

DOWNLOAD EBOOK →

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces

Random Fields and Geometry

Author: R. J. Adler

Publisher: Springer Science & Business Media

Published: 2009-01-29

Total Pages: 455

ISBN-13: 0387481168

DOWNLOAD EBOOK →

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.

Sojourns And Extremes of Stochastic Processes

Author: Simeon Berman

Publisher: CRC Press

Published: 2017-07-12

Total Pages: 315

ISBN-13: 1351415646

DOWNLOAD EBOOK →

Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Gaussian Measures

Author: Vladimir I. Bogachev

Publisher: American Mathematical Soc.

Published: 2015-01-26

Total Pages: 450

ISBN-13: 147041869X

DOWNLOAD EBOOK →

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.

Metric Characterization of Random Variables and Random Processes

Author: Valeriĭ Vladimirovich Buldygin

Publisher: American Mathematical Soc.

Published: 2000-01-01

Total Pages: 276

ISBN-13: 9780821897911

DOWNLOAD EBOOK →

The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly strictly sub-Gaussian processes, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes "imbedded" into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of stochastic processes. The concluding sections, "Comments" and "References", gives references to the literature used by the authors in writing the book.

Gaussian Processes on Trees

Author: Anton Bovier

Publisher: Cambridge University Press

Published: 2017

Total Pages: 211

ISBN-13: 1107160499

DOWNLOAD EBOOK →

This book presents recent advances in branching Brownian motion from the perspective of extreme value theory and statistical physics, for graduates.