Tous les ebooks de la collection "SpringerBriefs in Probability and Mathematical Statistics" - Springer

15 Livre(s)
Télécharger le livre : Non-Gaussian Selfsimilar Stochastic Processes
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Non-Gaussian Selfsimilar Stochastic Processes
Ciprian Tudor
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this...

Editeur : Springer
Parution : 2023-07-04
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
Haesung Lee , Wilhelm Stannat , Gerald Trutnau
This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial differential equations is...

Editeur : Springer
Parution : 2022-08-27
Collection : SpringerBriefs in Probability and Mathematical Statistics
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58,01 €
Télécharger le livre : Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Zheng Gao , Stilian Stoev
This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition...

Editeur : Springer
Parution : 2021-09-07
Collection : SpringerBriefs in Probability and Mathematical Statistics
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68,56 €
Télécharger le livre : Asymptotic Properties of Permanental Sequences
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Asymptotic Properties of Permanental Sequences
Michael B. Marcus , Jay Rosen
This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes...

Editeur : Springer
Parution : 2021-03-30
Collection : SpringerBriefs in Probability and Mathematical Statistics
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73,84 €
Télécharger le livre : An Invitation to Statistics in Wasserstein Space
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An Invitation to Statistics in Wasserstein Space
Victor M. Panaretos , Yoav Zemel
This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides...

Editeur : Springer
Parution : 2020-03-10
Collection : SpringerBriefs in Probability and Mathematical Statistics
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Gratuit
Télécharger le livre : Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
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Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
J. Adolfo Minjárez-Sosa
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The...

Editeur : Springer
Parution : 2020-01-27
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
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Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
Alfonso Rocha-Arteaga , Ken-Iti Sato
This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of...

Editeur : Springer
Parution : 2019-11-02
Collection : SpringerBriefs in Probability and Mathematical Statistics
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63,29 €
Télécharger le livre : On Stein's Method for Infinitely Divisible Laws with Finite First Moment
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On Stein's Method for Infinitely Divisible Laws with Finite First Moment
Benjamin Arras , Christian Houdré
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods...

Editeur : Springer
Parution : 2019-04-24
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Path Coupling and Aggregate Path Coupling
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Path Coupling and Aggregate Path Coupling
Yevgeniy Kovchegov , Peter T. Otto
This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling.  In conjunction with large deviations estimates, the aggregate path coupling method is used...

Editeur : Springer
Parution : 2018-04-30
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Nonlinearly Perturbed Semi-Markov Processes
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Nonlinearly Perturbed Semi-Markov Processes
Sergei Silvestrov , Dmitrii Silvestrov
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov...

Editeur : Springer
Parution : 2017-09-06
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Stable Non-Gaussian Self-Similar Processes with Stationary Increments
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Stable Non-Gaussian Self-Similar Processes with Stationary Increments
Vladas Pipiras , Murad S. Taqqu
This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.  The authors present a way to describe and classify these processes by relating them to so-called deterministic...

Editeur : Springer
Parution : 2017-08-31
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Regularity and Irregularity of Superprocesses with (1 + ß)-stable Branching Mechanism
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Regularity and Irregularity of Superprocesses with (1 + ß)-stable Branching Mechanism
Leonid Mytnik , Vitali Wachtel
This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture of the state of the art in this area. It is a self-contained presentation of...

Editeur : Springer
Parution : 2017-01-03
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Lectures on Random Interfaces
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Lectures on Random Interfaces
Tadahisa Funaki
Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs. This book discusses randomly fluctuating interfaces in several different settings and from several points of view: discrete/continuum, microscopic/macroscopic, and...

Editeur : Springer
Parution : 2016-12-27
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Mod-? Convergence
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Mod-? Convergence
Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali
The canonical way to establish the central limit theorem for i.i.d. random variables is to use characteristic functions and Lévy’s continuity theorem. This monograph focuses on this characteristic function approach and presents a renormalization theory called mod-?...

Editeur : Springer
Parution : 2016-12-06
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €
Télécharger le livre : Poisson Point Processes and Their Application to Markov Processes
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Poisson Point Processes and Their Application to Markov Processes
Kiyosi Itô
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...

Editeur : Springer
Parution : 2015-12-24
Collection : SpringerBriefs in Probability and Mathematical Statistics
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52,74 €