Ditemukan 220 dokumen yang sesuai dengan query
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. This volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information...
New York: [Springer, ], 2012
e20419174
eBooks Universitas Indonesia Library
Schuss, Zeev, author
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density....
New York: [Springer, ], 2012
e20419201
eBooks Universitas Indonesia Library
Paulo Eduardo, Oliveira, author
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many...
Berlin: [Springer-Verlag, ], 2012
e20419281
eBooks Universitas Indonesia Library
Zili, Mounir, editor
Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the...
Berlin: [Springer-Verlag, ], 2012
e20419577
eBooks Universitas Indonesia Library
Carmona, Rene A., editor
Based on presentations given at the workshop Numerical methods in finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical...
Berlin: [Springer, ], 2012
e20419967
eBooks Universitas Indonesia Library
Khasminskii, Rafail, author
The stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, and a significantly expanded bibliography.
This volume provides a solid foundation for...
Berlin: Springer, 2012
e20420567
eBooks Universitas Indonesia Library
Jinqiao, Duan, author
Effective dynamics of stochastic partial differential equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.
The authors’ experience...
London: Elsevier, 2014
e20426970
eBooks Universitas Indonesia Library
Kurtz, Thomas G., author
Population processes are stochastic models for systems involving a number of similar particles. Examples include models for chemical reactions and for epidemics. The model may involve a finite number of attributes, or even a continuum.
This monograph considers approximations that are possible when the number of particles is large. The...
Philadelphia: Society for Industrial and Applied Mathematics, 1981
e20450106
eBooks Universitas Indonesia Library
O`Gorman, Thomas W., author
Adaptive statistical tests, developed over the last 30 years, are often more powerful than traditional tests of significance, but have not been widely used. To date, discussions of adaptive statistical methods have been scattered across the literature and generally do not include the computer programs necessary to make these adaptive...
Philadelphia : Society for Industrial and Applied Mathematics, 2004
e20443005
eBooks Universitas Indonesia Library
Durbin, J., author
Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and...
Philadelphia: Society for Industrial and Applied Mathematics, 2004
e20451143
eBooks Universitas Indonesia Library
