Narrow your search

Library

UGent (2)

FARO (1)

KU Leuven (1)

LUCA School of Arts (1)

Odisee (1)

Thomas More Kempen (1)

Thomas More Mechelen (1)

UCLL (1)

UHasselt (1)

ULB (1)

More...

Resource type

book (2)


Language

English (2)


Year
From To Submit

2019 (1)

1987 (1)

Listing 1 - 2 of 2
Sort by
Radically elementary probability theory
Author:
ISBN: 0691084734 0691084742 1400882141 Year: 1987 Publisher: Princeton Princeton University Press

Loading...
Export citation

Choose an application

Bookmark

Abstract

Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.

Keywords

Martingales (Mathematics) --- Stochastic processes. --- Probabilities. --- Martingales (Mathematics). --- Stochastic processes --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Random processes --- Probabilities --- Abraham Robinson. --- Absolute value. --- Addition. --- Algebra of random variables. --- Almost surely. --- Axiom. --- Axiomatic system. --- Borel set. --- Bounded function. --- Cantor's diagonal argument. --- Cardinality. --- Cartesian product. --- Central limit theorem. --- Chebyshev's inequality. --- Compact space. --- Contradiction. --- Convergence of random variables. --- Corollary. --- Correlation coefficient. --- Counterexample. --- Dimension (vector space). --- Dimension. --- Division by zero. --- Elementary function. --- Estimation. --- Existential quantification. --- Family of sets. --- Finite set. --- Hyperplane. --- Idealization. --- Independence (probability theory). --- Indicator function. --- Infinitesimal. --- Internal set theory. --- Joint probability distribution. --- Law of large numbers. --- Linear function. --- Martingale (probability theory). --- Mathematical induction. --- Mathematician. --- Mathematics. --- Measure (mathematics). --- N0. --- Natural number. --- Non-standard analysis. --- Norm (mathematics). --- Orthogonal complement. --- Parameter. --- Path space. --- Predictable process. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability theory. --- Probability. --- Product topology. --- Projection (linear algebra). --- Quadratic variation. --- Random variable. --- Real number. --- Requirement. --- Scientific notation. --- Sequence. --- Set (mathematics). --- Significant figures. --- Special case. --- Standard deviation. --- Statistical mechanics. --- Stochastic process. --- Subalgebra. --- Subset. --- Summation. --- Theorem. --- Theory. --- Total variation. --- Transfer principle. --- Transfinite number. --- Trigonometric functions. --- Upper and lower bounds. --- Variable (mathematics). --- Variance. --- Vector space. --- W0. --- Wiener process. --- Without loss of generality.


Book
Stochastic Processes with Applications
Authors: --- ---
ISBN: 3039217291 3039217283 Year: 2019 Publisher: MDPI - Multidisciplinary Digital Publishing Institute

Loading...
Export citation

Choose an application

Bookmark

Abstract

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.

Keywords

arithmetic progressions --- weighted quadratic variation --- fractional differential-difference equations --- small deviations --- periodic intensity functions --- realized volatility --- rate of convergence --- host-parasite interaction --- first Chebyshev function --- regularly varying functions --- Cohen and Grossberg neural networks --- mixture of Gaussian laws --- diffusion model --- transition densities --- re-service --- Strang–Marchuk splitting approach --- random delays --- nematode infection --- first-passage-time --- total variation distance --- forecast combinations --- products of primes --- discrete time stochastic model --- multiplicative noises --- slowly varying functions --- growth curves --- stochastic process --- loan interest rate regulation --- birth-death process --- non-Markovian queue --- catastrophes --- exogenous factors --- seasonal environment --- repairs --- proportional hazard rates --- structural breaks --- transient probabilities --- first passage time (FPT) --- bounds --- double-ended queues --- mixed Gaussian process --- stochastic order --- time between inspections --- busy period --- diffusion --- continuous-time Markov chains --- general bulk service --- time-non-homogeneous birth-death processes --- stand-by server --- reliability --- sensor networks --- random impulses --- scale family of distributions --- maximum likelihood estimation --- multi-state network --- totally positive of order 2 --- lognormal diffusion process --- fractional birth-death processes --- exact asymptotics --- stochastic orders --- time-non-homogeneous jump-diffusion processes --- asymptotic distribution --- inverse first-passage problem --- nonhomogeneous Poisson process --- two-dimensional signature --- multiple vacation --- first-passage time --- mean square stability --- fractional queues --- differential entropy --- random parameter matrices --- Wasserstein distance --- breakdown and repair --- fusion estimation

Listing 1 - 2 of 2
Sort by