Buch, Englisch, Band 47, 279 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 452 g
Buch, Englisch, Band 47, 279 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 452 g
Reihe: Mathematics and its Applications
ISBN: 978-94-010-5650-2
Verlag: Springer Netherlands
Springer Book Archives
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Kybernetik, Systemtheorie, Komplexe Systeme
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Mathematische Analysis
- Mathematik | Informatik Mathematik Stochastik
Weitere Infos & Material
0. Preliminary Informationh.- 0.1 Probability Space.- 0.2 Random Functions and Processes.- 0.3 Conditional Probabilities.- 0.4 Independence.- 1. Sums of Independent Random Variables.- 1.1 Main Inequalities.- 1.2 Renewal Scheme.- 1.3 Random Walks. Recurrence.- 1.4 Distribution of Ladder Functions.- 2. General Processes with Independent Increments (Random Measures).- 2.1 Nonnegative Random Measures with Independent Values (r.m.i.v.).- 2.2 Random Measures with Alternating Signs.- 2.3 Stochastic Integrals and Countably Additive r.m.i.v.- 2.4 Random Linear Functional and Generalized Functions.- 3. Processes with Independent Increments. General Properties.- 3.1 Decomposition of a Process. Properties of Sample Functions.- 3.2 Stochastically Continuous Processes.- 3.3 Properties of Sample Functions.- 3.4 Locally Homogeneous Processes with Independent Increments.- 4. Homogeneous Processes.- 4.1 General Properties.- 4.2 Additive Functionals.- 4.3 Composed Poisson Process.- 4.4 Homogeneous Processes in R.- 5. Multiplicative Processes.- 5.1 Definition and General Properties.- 5.2 Multiplicative Processes in Abelian Groups.- 5.3 Stochastic Semigroups of Linear Operators in Rd.- Notes.- References.
