Seminar on Stochastic Processes, 1991

Seminar on Stochastic Processes, 1991
Author: E. Cinlar
Publisher: Springer Science & Business Media
Total Pages: 249
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461203813

The 1991 Seminar on Stochastic Processes was held at the University of California, Los Angeles, from March 23 through March 25, 1991. This was the eleventh in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, the University of Florida, the University of Virginia, the University of California, San Diego, and the University of British Columbia. Following the successful format of previous years there were five invited lectures. These were given by M. Barlow, G. Lawler, P. March, D. Stroock, M. Talagrand. The enthusiasm and interest of the participants created a lively and stimulating atmosphere for the seminar. Some of the topics discussed are represented by the articles in this volume. P. J. Fitzsimmons T. M. Liggett S. C. Port Los Angeles, 1991 In Memory of Steven Orey M. CRANSTON The mathematical community has lost a cherished colleague with the passing of Steven Orey. This unique and thoughtful man has left those who knew him with many pleasant memories. He has also left us with important contributions in the development of the theory of Markov processes. As a friend and former student, I wish to take this chance to recall to those who know and introduce to those who do not a portion of his lifework.

Seminar on Stochastic Processes, 1992

Seminar on Stochastic Processes, 1992
Author: Cinlar
Publisher: Springer Science & Business Media
Total Pages: 278
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461203392

The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S. J. Taylor and R. Williams, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants cre ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J.

Combinatorial Stochastic Processes

Combinatorial Stochastic Processes
Author: Jim Pitman
Publisher: Springer Science & Business Media
Total Pages: 257
Release: 2006-05-11
Genre: Mathematics
ISBN: 354030990X

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Stochastic Processes, Physics and Geometry: New Interplays. I

Stochastic Processes, Physics and Geometry: New Interplays. I
Author: Sergio Albeverio
Publisher: American Mathematical Soc.
Total Pages: 348
Release: 2000
Genre: Mathematics
ISBN: 9780821819593

This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Stochastic Processes, Physics And Geometry Ii - Proceedings Of The Iii International Conference

Stochastic Processes, Physics And Geometry Ii - Proceedings Of The Iii International Conference
Author: Sergio Albeverio
Publisher: World Scientific
Total Pages: 758
Release: 1995-02-17
Genre:
ISBN: 981454969X

As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related. In fact the trend in recent years has been towards stronger interactions between these areas. As a result, a large component of the contributions is concerned with the theory of stochastic processes, quantum theory, and their relations.

Algebraic Methods in Statistics and Probability

Algebraic Methods in Statistics and Probability
Author: Marlos A. G. Viana
Publisher: American Mathematical Soc.
Total Pages: 354
Release: 2001
Genre: Mathematics
ISBN: 0821826875

The 23 papers report recent developments in using the technique to help clarify the relationship between phenomena and data in a number of natural and social sciences. Among the topics are a coordinate-free approach to multivariate exponential families, some rank-based hypothesis tests for covariance structure and conditional independence, deconvolution density estimation on compact Lie groups, random walks on regular languages and algebraic systems of generating functions, and the extendibility of statistical models. There is no index. c. Book News Inc.

Pseudo-Differential Equations And Stochastics Over Non-Archimedean Fields

Pseudo-Differential Equations And Stochastics Over Non-Archimedean Fields
Author: Anatoly Kochubei
Publisher: CRC Press
Total Pages: 344
Release: 2001-08-03
Genre: Mathematics
ISBN: 9780203908167

Provides comprehensive coverage of the most recent developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastics and mathematical physics--offering current methods of construction for stochastic processes in the field of p-adic numbers and related structures. Develops a new theory for parabolic equat

Stochastic Analysis and Applications

Stochastic Analysis and Applications
Author: Ana Bela Cruzeiro
Publisher: Springer Science & Business Media
Total Pages: 216
Release: 1991
Genre: Mathematics
ISBN: 9780817635671

At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu gal). This meeting was made possible with the help of INIC and JNICT, two organizations devoted to the encouragement of scientific research in Portugal. The meeting was interdiciplinary since mathematicians and mathematical physicists from around the world were invited to present their recent works involving probability theory, analysis, geometry and physics, a wide area of cross fertilization in recent years. Portuguese scientific research is expanding fast, these days, faster, some times, than the relevant academic structures. The years to come will be determinant for the orientation of those young Portuguese willing to take an active part in the international scientific community. Lisbon's summer 89 meeting should initiate a new Iberic tradition, attrac tive both for these researchers to be and, of course, for the selected guests. Judging by the quality of contributions collected here, it is not unrealistic to believe that a tradition of "southern randomness" may well be established.