Modern Stochastics

Modern Stochastics
Author :
Publisher :
Total Pages : 553
Release :
ISBN-10 : OCLC:772632986
ISBN-13 :
Rating : 4/5 (86 Downloads)

Synopsis Modern Stochastics by : International Conference Modern Stochatics: Theory and Applications

Mathematical Reviews

Mathematical Reviews
Author :
Publisher :
Total Pages : 1518
Release :
ISBN-10 : UVA:X006195256
ISBN-13 :
Rating : 4/5 (56 Downloads)

Synopsis Mathematical Reviews by :

Asymptotic methods in stochastics

Asymptotic methods in stochastics
Author :
Publisher :
Total Pages : 530
Release :
ISBN-10 : 1470430789
ISBN-13 : 9781470430788
Rating : 4/5 (89 Downloads)

Synopsis Asymptotic methods in stochastics by : M. Csèorgèo

This volume, honoring over forty years of Miklós Csörgő's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview. Contributions were made by an international group of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted.

Stochastic Programming: Applications In Finance, Energy, Planning And Logistics

Stochastic Programming: Applications In Finance, Energy, Planning And Logistics
Author :
Publisher : World Scientific
Total Pages : 549
Release :
ISBN-10 : 9789814407526
ISBN-13 : 9814407526
Rating : 4/5 (26 Downloads)

Synopsis Stochastic Programming: Applications In Finance, Energy, Planning And Logistics by : Horand I Gassmann

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems./a

Stochastic Differential Equations

Stochastic Differential Equations
Author :
Publisher : World Scientific
Total Pages : 416
Release :
ISBN-10 : 9789812706621
ISBN-13 : 9812706623
Rating : 4/5 (21 Downloads)

Synopsis Stochastic Differential Equations by : Peter H. Baxendale

The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.

Environmental Consequences of the Chernobyl Accident and Their Remediation

Environmental Consequences of the Chernobyl Accident and Their Remediation
Author :
Publisher : IAEA
Total Pages : 166
Release :
ISBN-10 : 9201147058
ISBN-13 : 9789201147059
Rating : 4/5 (58 Downloads)

Synopsis Environmental Consequences of the Chernobyl Accident and Their Remediation by : International Atomic Energy Agency

The explosion on 26 April 1986 at the Chernobyl nuclear power plant and the consequent reactor fire resulted in an unprecedented release of radioactive material from a nuclear reactor and adverse consequences for the public and the environment. Although the accident occurred nearly two decades ago, controversy still surrounds the real impact of the disaster. Therefore the IAEA, in cooperation with other UN bodies, the World Bank, as well as the competent authorities of Belarus, the Russian Federation and Ukraine, established the Chernobyl Forum in 2003. The mission of the Forum was to generate 'authoritative consensual statements' on the environmental consequences and health effects attributable to radiation exposure arising from the accident as well as to provide advice on environmental remediation and special health care programmes, and to suggest areas in which further research is required. This report presents the findings and recommendations of the Chernobyl Forum concerning the environmental effects of the Chernobyl accident.

Fractional Brownian Motion

Fractional Brownian Motion
Author :
Publisher : John Wiley & Sons
Total Pages : 288
Release :
ISBN-10 : 9781786302601
ISBN-13 : 1786302608
Rating : 4/5 (01 Downloads)

Synopsis Fractional Brownian Motion by : Oksana Banna

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.

Applications of Measure Theory to Statistics

Applications of Measure Theory to Statistics
Author :
Publisher : Springer
Total Pages : 147
Release :
ISBN-10 : 9783319455785
ISBN-13 : 3319455788
Rating : 4/5 (85 Downloads)

Synopsis Applications of Measure Theory to Statistics by : Gogi Pantsulaia

This book aims to put strong reasonable mathematical senses in notions of objectivity and subjectivity for consistent estimations in a Polish group by using the concept of Haar null sets in the corresponding group. This new approach – naturally dividing the class of all consistent estimates of an unknown parameter in a Polish group into disjoint classes of subjective and objective estimates – helps the reader to clarify some conjectures arising in the criticism of null hypothesis significance testing. The book also acquaints readers with the theory of infinite-dimensional Monte Carlo integration recently developed for estimation of the value of infinite-dimensional Riemann integrals over infinite-dimensional rectangles. The book is addressed both to graduate students and to researchers active in the fields of analysis, measure theory, and mathematical statistics.

Advances in Computer Science for Engineering and Education III

Advances in Computer Science for Engineering and Education III
Author :
Publisher : Springer Nature
Total Pages : 689
Release :
ISBN-10 : 9783030555061
ISBN-13 : 3030555062
Rating : 4/5 (61 Downloads)

Synopsis Advances in Computer Science for Engineering and Education III by : Zhengbing Hu

This book comprises high-quality refereed research papers presented at the Third International Conference on Computer Science, Engineering and Education Applications (ICCSEEA2020), held in Kyiv, Ukraine, on 21–22 January 2020, organized jointly by National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, National Aviation University, and the International Research Association of Modern Education and Computer Science. The topics discussed in the book include state-of-the-art papers in computer science, artificial intelligence, engineering techniques, genetic coding systems, deep learning with its medical applications, and knowledge representation with its applications in education. It is an excellent source of references for researchers, graduate students, engineers, management practitioners, and undergraduate students interested in computer science and their applications in engineering and education.