Limit Theorems for Random Fields with Singular Spectrum

Limit Theorems for Random Fields with Singular Spectrum
Author: Nicolai Leonenko
Publisher: Springer Science & Business Media
Total Pages: 410
Release: 2012-12-06
Genre: Mathematics
ISBN: 9401146071

This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.

Limit Theorems for Associated Random Fields and Related Systems

Limit Theorems for Associated Random Fields and Related Systems
Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
Total Pages: 447
Release: 2007
Genre: Mathematics
ISBN: 9812709401

This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

Modern Stochastics and Applications

Modern Stochastics and Applications
Author: Volodymyr Korolyuk
Publisher: Springer Science & Business Media
Total Pages: 352
Release: 2014-01-30
Genre: Mathematics
ISBN: 3319035126

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.

Invariant Random Fields on Spaces with a Group Action

Invariant Random Fields on Spaces with a Group Action
Author: Anatoliy Malyarenko
Publisher: Springer Science & Business Media
Total Pages: 271
Release: 2012-10-26
Genre: Mathematics
ISBN: 3642334067

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.

Using the Mathematics Literature

Using the Mathematics Literature
Author: Kristine K. Fowler
Publisher: CRC Press
Total Pages: 412
Release: 2004-05-25
Genre: Language Arts & Disciplines
ISBN: 9780824750350

This reference serves as a reader-friendly guide to every basic tool and skill required in the mathematical library and helps mathematicians find resources in any format in the mathematics literature. It lists a wide range of standard texts, journals, review articles, newsgroups, and Internet and database tools for every major subfield in mathematics and details methods of access to primary literature sources of new research, applications, results, and techniques. Using the Mathematics Literature is the most comprehensive and up-to-date resource on mathematics literature in both print and electronic formats, presenting time-saving strategies for retrieval of the latest information.

Random Fields and Geometry

Random Fields and Geometry
Author: R. J. Adler
Publisher: Springer Science & Business Media
Total Pages: 455
Release: 2009-01-29
Genre: Mathematics
ISBN: 0387481168

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.

Advances and Challenges in Space-time Modelling of Natural Events

Advances and Challenges in Space-time Modelling of Natural Events
Author: Emilio Porcu
Publisher: Springer Science & Business Media
Total Pages: 263
Release: 2012-01-05
Genre: Mathematics
ISBN: 3642170862

This book arises as the natural continuation of the International Spring School "Advances and Challenges in Space-Time modelling of Natural Events," which took place in Toledo (Spain) in March 2010. This Spring School above all focused on young researchers (Master students, PhD students and post-doctoral researchers) in academics, extra-university research and the industry who are interested in learning about recent developments, new methods and applications in spatial statistics and related areas, and in exchanging ideas and findings with colleagues.

Commutative and Noncommutative Harmonic Analysis and Applications

Commutative and Noncommutative Harmonic Analysis and Applications
Author: Azita Mayeli
Publisher: American Mathematical Soc.
Total Pages: 218
Release: 2013-11-08
Genre: Mathematics
ISBN: 0821894935

This volume contains the proceedings of the AMS Special Session on Wavelet and Frame Theoretic Methods in Harmonic Analysis and Partial Differential Equations, held September 22-23, 2012, at the Rochester Institute of Technology, Rochester, NY, USA. The book features new directions, results and ideas in commutative and noncommutative abstract harmonic analysis, operator theory and applications. The commutative part includes shift invariant spaces, abelian group action on Euclidean space and frame theory; the noncommutative part includes representation theory, continuous and discrete wavelets related to four dimensional Euclidean space, frames on symmetric spaces, $C DEGREES*$-algebras, projective multiresolutions, and free probability algebras. The scope of the book goes beyond traditional harmonic analysis, dealing with Fourier tools, transforms, Fourier bases, and associated function spaces. A number of papers take the step toward wavelet analysis, and even more general tools for analysis/synthesis problems, including papers on frames (over-complete bases) and their practical applications to engineering, cosmology and astrophysics.Other applications in this book include explicit families of wavelets and frames, as they are used in signal processing, multiplexing, and the study of Cosmic Microwave Background (CMB) radiation. For the purpose of organisation, the book is divided into three parts: noncommutative, commutative, and applications. The first group of papers are devoted to problems in noncommutative harmonic analysis, the second to topics in commutative harmonic analysis, and the third to such applications as wavelet and frame theory and to some real-world applications.

Long-Range Dependence and Self-Similarity

Long-Range Dependence and Self-Similarity
Author: Vladas Pipiras
Publisher: Cambridge University Press
Total Pages: 693
Release: 2017-04-18
Genre: Business & Economics
ISBN: 1107039460

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.