Read and Download eBook Full
Author: Michael B. Marcus
Publisher: American Mathematical Soc.
Published: 1987
Total Pages: 193
ISBN-13: 0821824325
DOWNLOAD EBOOKA -radial process is a stochastic process whose finite joint distributions are defined in terms of a symmetric real valued infinitely divisible random variable . This monograph is a study of the sample path continuity of a certain class of stationary stochastic processes.
Author: Michel Talagrand
Publisher: Springer Science & Business Media
Published: 2014-02-12
Total Pages: 630
ISBN-13: 3642540759
DOWNLOAD EBOOKThe book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
Author: Cambanis
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 329
ISBN-13: 1468467786
DOWNLOAD EBOOKThe Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.
Author: John Simon Guggenheim Memorial Foundation
Publisher:
Published: 1990
Total Pages: 778
ISBN-13:
DOWNLOAD EBOOKIncludes: biographies of fellows appointed; reappointments; publications, musical compositions, academic appointments and index of fellows.
Author: John Simon Guggenheim Memorial Foundation
Publisher:
Published: 1994
Total Pages: 154
ISBN-13:
DOWNLOAD EBOOKAuthor: Haagerup
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 298
ISBN-13: 1468467816
DOWNLOAD EBOOKThis volume contains a selection of papers by the participants of the 6. International Conference on Probability in Banach Spaces, Sand bjerg, Denmark, June 16-D1, 1986. The conference was attended by 45 participants from several countries. One thing makes this conference completely different from the previous five ones, namely that it was ar ranged jointly in Probability in Banach spaces and Banach space theory with almost equal representation of scientists in the two fields. Though these fields are closely related it seems that direct collaboration between researchers in the two groups has been seldom. It is our feeling that the conference, where the participants were together for five days taking part in lectures and intense discussions of mutual problems, has contributed to a better understanding and closer collaboration in the two fields. The papers in the present volume do not cover all the material pre sented in the lectures; several results covered have been published else where. The sponsors of the conference are: The Carlsberg Foundation, The Danish Natural Science Research Council, The Danish Department of Education, The Department of Mathematics, Odense University, The Department of Mathematics, Aarhus University, The Knudsen Foundation, Odense, Odense University, The Research Foundation of Aarhus University, The Thborg Foundation. The participants and the organizers would like to thank these institu tions for their support. The Organizers. Contents A. de Acosta and M. Ledoux, On the identification of the limits in the law of the iterated logarithm in Banach spaces. . . . .
Author: Michel Talagrand
Publisher: Springer Science & Business Media
Published: 2005-12-08
Total Pages: 227
ISBN-13: 3540274995
DOWNLOAD EBOOKThe fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.
Author: Alexandra Bellow
Publisher: Academic Press
Published: 2014-05-10
Total Pages: 288
ISBN-13: 1483265927
DOWNLOAD EBOOKAlmost Everywhere Convergence II presents the proceedings of the Second International Conference on Almost Everywhere Convergence in Probability and Ergodotic Theory, held in Evanston, Illinois on October 16–20, 1989. This book discusses the many remarkable developments in almost everywhere convergence. Organized into 19 chapters, this compilation of papers begins with an overview of a generalization of the almost sure central limit theorem as it relates to logarithmic density. This text then discusses Hopf's ergodic theorem for particles with different velocities. Other chapters consider the notion of a log–convex set of random variables, and proved a general almost sure convergence theorem for sequences of log–convex sets. This book discusses as well the maximal inequalities and rearrangements, showing the connections between harmonic analysis and ergodic theory. The final chapter deals with the similarities of the proofs of ergodic and martingale theorems. This book is a valuable resource for mathematicians.
Author: Malempati M. Rao
Publisher: Springer Science & Business Media
Published: 2006-03-15
Total Pages: 537
ISBN-13: 0387277307
DOWNLOAD EBOOKThis is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.
Author: Fred Espen Benth
Publisher: World Scientific
Published: 2008
Total Pages: 352
ISBN-13: 981281230X
DOWNLOAD EBOOKThe markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives.This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. Ornstein?Uhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice.
