Hakutulokset: Sarja Springerbriefs in Probability and Mathematical Statistics
yhteensä 15 hakutulosta
Stable Non-Gaussian Self-Similar Processes with Stationary Increments
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 …
Asymptotic Properties of Permanental Sequences
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 …
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and …
Lectures on Random Interfaces
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 …
Regularity and Irregularity of Superprocesses with (1 + ß)-stable Branching Mechanism
This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture …
Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients
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 …
Non-Gaussian Selfsimilar Stochastic Processes
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 …
An Invitation to Statistics in Wasserstein Space
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 …
Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
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 …
Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
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 …
Nonlinearly Perturbed Semi-Markov Processes
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 …
Poisson Point Processes and Their Application to Markov Processes
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, …