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Product Details 基本信息 ISBN-13 书号 9783319520957 Author 作者 ZAMBOTTI Format 版本 平装-胶订 Pages Number 页数 162页 Publisher 出版社 Springer International Publishing Publication Date 出版日期 2017-03-01 Language 语种 英语 Book Contents 内容简介 Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-valued solutions to SPDEs. Inspired by the classical stochastic calculus for diffusions, which is unfortunately still unavailable in infinite dimensions, it uses integration by parts formulae on convex sets of paths in order to describe the behaviour of the solutions at the boundary and the contact set between the solution and the obstacle. The text may serve as an introduction to space-ti
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Product Details 基本信息 ISBN-13 书号 9780821847374 Author 作者 Percy Deift |Dimitri Gioev Format 版本 平装-胶订 Pages Number 页数 217页 Publisher 出版社 American Mathematical Society (AMS) Publication Date 出版日期 2009-07-30 Product Dimensions 商品尺寸 26 cm. Language 语种 其它(含多语) Book Contents 内容简介 This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles--orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors’ prior work. New, quantitative e
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Product Details 基本信息 ISBN-13 书号 9780367448622 Author 作者 Boris V. Gnedenko and Victor Yu. Korolev Format 版本 平装-胶订 Pages Number 页数 288页 Publisher 出版社 CRC Press Publication Date 出版日期 2020-06-30 Language 语种 英语 Book Contents 内容简介 This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a de*ion of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop.Attention is mainly focused on transfer theorems, de*ion of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice
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Product Details 基本信息 ISBN-13 书号 9783030320102 Author 作者 Martin T. Barlow Format 版本 精装 Pages Number 页数 356页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2019-12-12 Language 语种 英语 Book Contents 内容简介 The 2017 PIMS-CRM Summer School in Probability was held at the Pacific Institute for theMathematical Sciences (PIMS) at the University of British Columbia in Vancouver, Canada, duringJune 5-30, 2017.It had 125 participants from 20 different countries, and featured two main courses, three mini-courses, and twenty-nine lectures.The lecture notes contained in this volume provide introductory accounts of three of the mostactive and fascinating areas of research in modern probability theory, especially designed for graduate students entering research: Scaling limits of random trees and random graphs (Christina Goldschmidt)Lectures on the Ising and Potts models on
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