Advances In Stochastic Inequalities
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Author | : Theodore Preston Hill |
Publisher | : American Mathematical Soc. |
Total Pages | : 226 |
Release | : 1999 |
Genre | : Mathematics |
ISBN | : 0821810863 |
Contains 15 articles based on invited talks given at an AMS Special Session on 'Stochastic Inequalities and Their Applications' held at Georgia Institute of Technology (Atlanta). This book includes articles that offer a comprehensive picture of this area of mathematical probability and statistics.
Author | : Moshe Shaked |
Publisher | : IMS |
Total Pages | : 434 |
Release | : 1992 |
Genre | : Mathematics |
ISBN | : 9780940600294 |
Author | : Tadashi Dohi |
Publisher | : World Scientific |
Total Pages | : 325 |
Release | : 2007 |
Genre | : Business & Economics |
ISBN | : 9812706682 |
Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."
Author | : Evariste Giné |
Publisher | : Birkhäuser |
Total Pages | : 362 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 3034880693 |
Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.
Author | : A. Bensoussan |
Publisher | : Elsevier |
Total Pages | : 577 |
Release | : 2011-08-18 |
Genre | : Mathematics |
ISBN | : 0080875335 |
Applications of Variational Inequalities in Stochastic Control
Author | : Stéphane Boucheron |
Publisher | : Oxford University Press |
Total Pages | : 492 |
Release | : 2013-02-07 |
Genre | : Mathematics |
ISBN | : 0199535256 |
Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.
Author | : Sergio Albeverio |
Publisher | : World Scientific |
Total Pages | : 471 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 9812561048 |
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.The proceedings have been selected for coverage in: ? Index to Scientific & Technical Proceedings? (ISTP? / ISI Proceedings)? Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)? CC Proceedings ? Engineering & Physical Sciences
Author | : Samuel N. Cohen |
Publisher | : World Scientific |
Total Pages | : 605 |
Release | : 2012 |
Genre | : Mathematics |
ISBN | : 9814383317 |
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
Author | : David L. Woodruff |
Publisher | : Springer Science & Business Media |
Total Pages | : 315 |
Release | : 2013-03-14 |
Genre | : Business & Economics |
ISBN | : 1475728077 |
Computer Science and Operations Research continue to have a synergistic relationship and this book - as a part of the Operations Research and Computer Science Interface Series - sits squarely in the center of the confluence of these two technical research communities. The research presented in the volume is evidence of the expanding frontiers of these two intersecting disciplines and provides researchers and practitioners with new work in the areas of logic programming, stochastic optimization, heuristic search and post-solution analysis for integer programs. The chapter topics span the spectrum of application level. Some of the chapters are highly applied and others represent work in which the application potential is only beginning. In addition, each chapter contains expository material and reviews of the literature designed to enhance the participation of the reader in this expanding interface.
Author | : Xiaobing Feng |
Publisher | : American Mathematical Soc. |
Total Pages | : 194 |
Release | : 2002 |
Genre | : Mathematics |
ISBN | : 082182970X |
This book is derived from lectures presented at the 2001 John H. Barrett Memorial Lectures at the University of Tennessee, Knoxville. The topic was computational mathematics, focusing on parallel numerical algorithms for partial differential equations, their implementation and applications in fluid mechanics and material science. Compiled here are articles from six of nine speakers. Each of them is a leading researcher in the field of computational mathematics and its applications. A vast area that has been coming into its own over the past 15 years, computational mathematics has experienced major developments in both algorithmic advances and applications to other fields. These developments have had profound implications in mathematics, science, engineering and industry. With the aid of powerful high performance computers, numerical simulation of physical phenomena is the only feasible method for analyzing many types of important phenomena, joining experimentation and theoretical analysis as the third method of scientific investigation. The three aspects: applications, theory, and computer implementation comprise a comprehensive overview of the topic. Leading lecturers were Mary Wheeler on applications, Jinchao Xu on theory, and David Keyes on computer implementation. Following the tradition of the Barrett Lectures, these in-depth articles and expository discussions make this book a useful reference for graduate students as well as the many groups of researchers working in advanced computations, including engineering and computer scientists.