The Fascination Of Probability Statistics And Their Applications

Author : Mark Podolskij,Robert Stelzer,Steen Thorbjørnsen,Almut E. D. Veraart
Publisher : Springer
Page : 527 pages
File Size : 42,7 Mb
Release : 2015-12-26
Category : Mathematics
ISBN : 9783319258263

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The Fascination of Probability, Statistics and their Applications by Mark Podolskij,Robert Stelzer,Steen Thorbjørnsen,Almut E. D. Veraart Pdf

Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.

Author : Richard J. Brook
Publisher : CRC Press
Page : 468 pages
File Size : 51,7 Mb
Release : 2020-08-14
Category : Mathematics
ISBN : 9781000146615

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The Fascination of Statistics by Richard J. Brook Pdf

This book demonstrates how numbers open up new ways of thinking about problems and addresses current issues for which statistics has practical applications. The articles are classified according to probability, condensing data, testing, estimation, experimental design, prediction, and modelling.

Author : Jan Kallsen,Antonis Papapantoleon
Publisher : Springer
Page : 496 pages
File Size : 43,9 Mb
Release : 2016-12-01
Category : Mathematics
ISBN : 9783319458755

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Advanced Modelling in Mathematical Finance by Jan Kallsen,Antonis Papapantoleon Pdf

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.

Author : Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E. D. Veraart
Publisher : Springer
Page : 402 pages
File Size : 48,7 Mb
Release : 2018-11-01
Category : Mathematics
ISBN : 9783319941295

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Ambit Stochastics by Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E. D. Veraart Pdf

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Author : Gunnar Blom
Publisher : Springer Science & Business Media
Page : 366 pages
File Size : 45,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461235668

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Probability and Statistics by Gunnar Blom Pdf

This is a somewhat extended and modified translation of the third edition of the text, first published in 1969. The Swedish edition has been used for many years at the Royal Institute of Technology in Stockholm, and at the School of Engineering at Link6ping University. It is also used in elementary courses for students of mathematics and science. The book is not intended for students interested only in theory, nor is it suited for those seeking only statistical recipes. Indeed, it is designed to be intermediate between these extremes. I have given much thought to the question of dividing the space, in an appropriate way, between mathematical arguments and practical applications. Mathematical niceties have been left aside entirely, and many results are obtained by analogy. The students I have in mind should have three ingredients in their course: elementary probability theory with applications, statistical theory with applications, and something about the planning of practical investiga tions. When pouring these three ingredients into the soup, I have tried to draw upon my experience as a university teacher and on my earlier years as an industrial statistician. The programme may sound bold, and the reader should not expect too much from this book. Today, probability, statistics and the planning of investigations cover vast areas and, in 356 pages, only the most basic problems can be discussed. If the reader gains a good understanding of probabilistic and statistical reasoning, the main purpose of the book has been fulfilled.

Author : Emmanuel Haven,Philip Molyneux,John Wilson,Sergei Fedotov,Meryem Duygun
Publisher : Springer
Page : 316 pages
File Size : 46,5 Mb
Release : 2016-04-29
Category : Business & Economics
ISBN : 9781137494498

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The Handbook of Post Crisis Financial Modelling by Emmanuel Haven,Philip Molyneux,John Wilson,Sergei Fedotov,Meryem Duygun Pdf

The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can accommodate those extreme events. This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis.

Author : Rabi Bhattacharya,Edward C. Waymire
Publisher : Springer Nature
Page : 502 pages
File Size : 49,8 Mb
Release : 2023-11-16
Category : Mathematics
ISBN : 9783031332968

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Continuous Parameter Markov Processes and Stochastic Differential Equations by Rabi Bhattacharya,Edward C. Waymire Pdf

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.

Author : Patrick Brockett,Arnold Levine
Publisher : Harcourt Brace College Publishers
Page : 600 pages
File Size : 51,9 Mb
Release : 1984
Category : Mathematics
ISBN : STANFORD:36105032962719

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Statistics & Probability & Their Applications by Patrick Brockett,Arnold Levine Pdf

Author : Bernt Øksendal,Agnès Sulem
Publisher : Springer
Page : 439 pages
File Size : 41,5 Mb
Release : 2019-04-17
Category : Business & Economics
ISBN : 9783030027810

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Applied Stochastic Control of Jump Diffusions by Bernt Øksendal,Agnès Sulem Pdf

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.

Author : Nicolae Mazilu,Maricel Agop,Ioan Merches
Publisher : CRC Press
Page : 182 pages
File Size : 43,8 Mb
Release : 2019-09-24
Category : Science
ISBN : 9781000751260

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The Mathematical Principles of Scale Relativity Physics by Nicolae Mazilu,Maricel Agop,Ioan Merches Pdf

The Mathematical Principles of Scale Relativity Physics: The Concept of Interpretation explores and builds upon the principles of Laurent Nottale’s scale relativity. The authors address a variety of problems encountered by researchers studying the dynamics of physical systems. It explores Madelung fluid from a wave mechanics point of view, showing that confinement and asymptotic freedom are the fundamental laws of modern natural philosophy. It then probes Nottale’s scale transition description, offering a sound mathematical principle based on continuous group theory. The book provides a comprehensive overview of the matter to the reader via a generalization of relativity, a theory of colors, and classical electrodynamics. Key Features: Develops the concept of scale relativity interpreted according to its initial definition enticed by the birth of wave and quantum mechanics Provides the fundamental equations necessary for interpretation of matter, describing the ensembles of free particles according to the concepts of confinement and asymptotic freedom Establishes a natural connection between the Newtonian forces and the Planck’s law from the point of view of space and time scale transition: both are expressions of invariance to scale transition The work will be of great interest to graduate students, doctoral candidates, and academic researchers working in mathematics and physics.

Author : George Yin,Thaleia Zariphopoulou
Publisher : Springer Nature
Page : 466 pages
File Size : 51,5 Mb
Release : 2022-04-22
Category : Mathematics
ISBN : 9783030985196

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Stochastic Analysis, Filtering, and Stochastic Optimization by George Yin,Thaleia Zariphopoulou Pdf

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

Author : CH. A. Charalambides,M.V. Koutras,N. Balakrishnan
Publisher : CRC Press
Page : 665 pages
File Size : 49,7 Mb
Release : 2000-09-21
Category : Mathematics
ISBN : 9781420036084

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Probability and Statistical Models with Applications by CH. A. Charalambides,M.V. Koutras,N. Balakrishnan Pdf

This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probabili

Author : Indranil Ghosh,N. Balakrishnan,Hon Keung Tony Ng
Publisher : Springer Nature
Page : 443 pages
File Size : 52,7 Mb
Release : 2021-04-01
Category : Mathematics
ISBN : 9783030629007

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Advances in Statistics - Theory and Applications by Indranil Ghosh,N. Balakrishnan,Hon Keung Tony Ng Pdf

This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.

Author : Anonim
Publisher : Unknown
Page : 598 pages
File Size : 48,9 Mb
Release : 1956
Category : Electronic
ISBN : OCLC:929752763

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A History of Probability and Statistics and Their Applications Before 1750 by Anonim Pdf

Author : Frederick Mosteller,Robert E. K. Rourke,George Brinton Thomas
Publisher : Unknown
Page : 514 pages
File Size : 46,6 Mb
Release : 1961
Category : Mathematics
ISBN : UOM:39015000970304

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Probability with Statistical Applications by Frederick Mosteller,Robert E. K. Rourke,George Brinton Thomas Pdf

Probability and statistics: the atudy of variability: Permutations combinations,and the binomial theorem; Probability: equally likely outcomes; General theory of probability for discrete sample spaces; Numbers determined by experiments: random variables; Variability: mesures of spread; Joint distributins and binomial distribution by the normal: The central limit theorem; Some statistical applications probability; Theory of sanpling. Variances of suns and of avesages; Least squares, curve-fitting, and regression; Statistical inference for measuded variales; Projects for high-speed computers.