Prokhorov and Contemporary Probability Theory
Prokhorov and Contemporary Probability Theory

Author: Albert N. Shiryaev

Publisher: Springer Science & Business Media

Published: 2013-01-09

Total Pages: 468

ISBN-13: 3642335497

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The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.​

Modern Trends in Constructive Function Theory
Modern Trends in Constructive Function Theory

Author: E. B. Saff

Publisher: American Mathematical Soc.

Published: 2016-03-31

Total Pages: 312

ISBN-13: 1470425343

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Contains the proceedings of the conference Constructive Functions 2014, held in May 2014. The papers in this volume include results on polynomial approximation, rational approximation, Log-optimal configurations on the sphere, random continued fractions, ratio asymptotics for multiple orthogonal polynomials, the bivariate trigonometric moment problem, and random polynomials.

Stability Problems for Stochastic Models: Theory and Applications
Stability Problems for Stochastic Models: Theory and Applications

Author: Alexander Zeifman

Publisher: MDPI

Published: 2021-03-05

Total Pages: 370

ISBN-13: 3036504524

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The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.

Probability and Analysis in Interacting Physical Systems
Probability and Analysis in Interacting Physical Systems

Author: Peter Friz

Publisher: Springer

Published: 2019-05-24

Total Pages: 303

ISBN-13: 303015338X

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This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influential researchers in probability of the last fifty years, grew out of a workshop held at the Technical University of Berlin, 15–19 August, 2016. This volume contains ten research articles authored by several of Varadhan's former PhD students or close collaborators. The topics of the contributions are more or less closely linked with some of Varadhan's deepest interests over the decades: large deviations, Markov processes, interacting particle systems, motions in random media and homogenization, reaction-diffusion equations, and directed last-passage percolation. The articles present original research on some of the most discussed current questions at the boundary between analysis and probability, with an impact on understanding phenomena in physics. This collection will be of great value to researchers with an interest in models of probability-based statistical mechanics.

XI Symposium on Probability and Stochastic Processes
XI Symposium on Probability and Stochastic Processes

Author: Ramsés H. Mena

Publisher: Birkhäuser

Published: 2015-07-17

Total Pages: 288

ISBN-13: 3319139843

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This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Modern Stochastics and Applications
Modern Stochastics and Applications

Author: Volodymyr Korolyuk

Publisher: Springer Science & Business Media

Published: 2014-01-30

Total Pages: 352

ISBN-13: 3319035126

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This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.

Recent Developments in Stochastic Methods and Applications
Recent Developments in Stochastic Methods and Applications

Author: Albert N. Shiryaev

Publisher: Springer Nature

Published: 2021-08-02

Total Pages: 370

ISBN-13: 303083266X

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Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020. The contributions deal with diverse topics such as stochastic analysis, stochastic methods in computer science, analytical modeling, asymptotic methods and limit theorems, Markov processes, martingales, insurance and financial mathematics, queueing theory and stochastic networks, reliability theory, risk analysis, statistical methods and applications, machine learning and data analysis. The 29 articles in this volume are a representative sample of the 87 high-quality papers accepted and presented during the conference. The aim of the ICSM-5 conference is to promote the collaboration of researchers from Russia and all over the world, and to contribute to the development of the field of stochastic analysis and applications of stochastic models.

Infinite Dimensional Analysis, Quantum Probability and Applications
Infinite Dimensional Analysis, Quantum Probability and Applications

Author: Luigi Accardi

Publisher: Springer Nature

Published: 2022-10-04

Total Pages: 369

ISBN-13: 3031061705

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This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021. The works cover recent developments in quantum probability and infinite dimensional analysis, with a special focus on applications to mathematical physics and quantum information theory. Covered topics include white noise theory, quantum field theory, quantum Markov processes, free probability, interacting Fock spaces, and more. By emphasizing the interconnection and interdependence of such research topics and their real-life applications, this reputed conference has set itself as a distinguished forum to communicate and discuss new findings in truly relevant aspects of theoretical and applied mathematics, notably in the field of mathematical physics, as well as an event of choice for the promotion of mathematical applications that address the most relevant problems found in industry. That makes this volume a suitable reading not only for researchers and graduate students with an interest in the field but for practitioners as well.

The Abel Prize 2013-2017
The Abel Prize 2013-2017

Author: Helge Holden

Publisher: Springer

Published: 2019-02-23

Total Pages: 762

ISBN-13: 3319990284

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The book presents the winners of the Abel Prize in mathematics for the period 2013–17: Pierre Deligne (2013); Yakov G. Sinai (2014); John Nash Jr. and Louis Nirenberg (2015); Sir Andrew Wiles (2016); and Yves Meyer (2017). The profiles feature autobiographical information as well as a scholarly description of each mathematician’s work. In addition, each profile contains a Curriculum Vitae, a complete bibliography, and the full citation from the prize committee. The book also includes photos for the period 2003–2017 showing many of the additional activities connected with the Abel Prize. As an added feature, video interviews with the Laureates as well as videos from the prize ceremony are provided at an accompanying website (http://extras.springer.com/). This book follows on The Abel Prize: 2003-2007. The First Five Years (Springer, 2010) and The Abel Prize 2008-2012 (Springer 2014), which profile the work of the previous Abel Prize winners.

Advanced Modelling in Mathematical Finance
Advanced Modelling in Mathematical Finance

Author: Jan Kallsen

Publisher: Springer

Published: 2016-12-01

Total Pages: 508

ISBN-13: 3319458752

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This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.