kansrekening

Henri Poincaré, 1912-2012: Poincaré Seminar 2012

0 Type: Book

This thirteenth volume of the Poincaré Seminar Series, Henri Poincaré, 1912-2012, is published on the occasion of the centennial of the death of Henri Poincaré in 1912. It presents a scholarly approach to Poincaré's genius and creativity in mathematical physics and mathematics. …

Advances in Mathematical Economics Volume 19

0 Type: Book

The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulate…

Detection of Random Signals in Dependent Gaussian Noise

by Gualtierotti, Antonio F.

0 Type: Book

The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas - reproducing kernel Hilbert spaces, Cramér-Hida representations and sto…

Poisson Point Processes and Their Application to Markov Processes

by Itô, Kiyosi

0 Type: Book

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 process with…

Advances in Global Optimization

fromSpringer Proceedings in Mathematics and Statistics

0 Type: Book

This proceedings volume addresses advances in global optimization--a multidisciplinary research field that deals with the analysis, characterization, and computation of global minima and/or maxima of nonlinear, non-convex, and nonsmooth functions in continuous or discrete forms.…

Uncertainty Theory

by Liu, Baoding

0 Type: Book

When no samples are available to estimate a probability distribution, we have to invite some domain experts to evaluate the belief degree that each event will happen. Perhaps some people think that the belief degree should be modeled by subjective probability or fuzzy set theory…

Mean Field Theories and Dual Variation - Mathematical Structures of the Mesoscopic Model

by Suzuki, Takashi

0 Type: Book

Mean field approximation has been adopted to describe macroscopic phenomena from microscopic overviews. It is still in progress; fluid mechanics, gauge theory, plasma physics, quantum chemistry, mathematical oncology, non-equilibirum thermodynamics. spite of such a wide range of…

Analysis and Geometry in Control Theory and its Applications

0 Type: Book

Since the 1950s control theory has established itself as a major mathematical discipline, particularly suitable for application in a number of research fields, including advanced engineering design, economics and the medical sciences. However, since its emergence, there has been…

Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and …

by Lindquist, Anders, Picci, Giorgio

0 Type: Book

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in t…

Integral Equations with Difference Kernels on Finite Intervals: Second Edition, Revised and Extended

by Sakhnovich, Lev A.

fromOperator theory : advances and applications

0 Type: Book

This book focuses on solving integral equations with difference kernels on finite intervals. The corresponding problem on the semiaxis was previously solved by N. Wiener-E. Hopf and by M.G. Krein. The problem on finite intervals, though significantly more difficult, may be solve…

Affine Diffusions and Related Processes: Simulation, Theory and Applications

by Alfonsi, Aurélien

0 Type: Book

This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for …

Stochastic Equations for Complex Systems: Theoretical and Computational Topics

0 Type: Book

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized rele…

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochasti…

by Cohen, Guy, Carpentier, Pierre, Chancelier, Jean-Philippe, De Lara, Michel

fromProbability Theory and Stochastic Modelling

0 Type: Book

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in…

How to Count: An Introduction to Combinatorics and Its Applicat…

by Beeler, Robert A.

0 Type: Book

Providing a self-contained resource for upper undergraduate courses in combinatorics, this text emphasizes computation, problem solving, and proof technique. In particular, the book places special emphasis the Principle of Inclusion and Exclusion and the Multiplication Principle…

Branching Processes in Biology

by Kimmel, Marek, Axelrod, David E.

0 Type: Book

This book provides a theoretical background of branching processes and discusses their biological applications. Branching processes are a well-developed and powerful set of tools in the field of applied probability. The range of applications considered includes molecular biology…

Stochastic Integration in Banach Spaces: Theory and Applications

by Rudiger, Barbara, Mandrekar, Vidyadhar

fromProbability Theory and Stochastic Modelling

0 Type: Book

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of comple…