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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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【预订】Random Matrix Theory 9780821847374 国外库房发货,通常付款后3-5周到货!
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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【预订】Random Walk: A Modern Introduction 美国库房发货,通常付款后3-5周到货!
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【预订】Random Processes with Applications to Circuits and Commu 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783030222994 Author 作者 Levy Format 版本 平装-胶订 Pages Number 页数 464页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2020-09-28 Language 语种 英语 Book Contents 内容简介 This textbook is based on 20 years of teaching a graduate-level course in random processes to a constituency extending beyond signal processing, communications, control, and networking, and including in particular circuits, RF and optics graduate students. In order to accommodate today’s circuits students’ needs to understand noise modeling, while covering classical material on Brownian motion, Poisson processes, and power spectral densities, the author has inserted discussions of thermal noise, shot noise, quantization noise and oscillator phase noise. At the same time, techniques used to analyze modulated communications and radar signals, such as the baseband repr
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