Stochastic Models

Stochastic Models
Author: Donald Andrew Dawson
Publisher: American Mathematical Soc.
Total Pages: 492
Release: 2000
Genre: Mathematics
ISBN: 9780821810637

This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.

From Markov Chains To Non-equilibrium Particle Systems

From Markov Chains To Non-equilibrium Particle Systems
Author: Mu-fa Chen
Publisher: World Scientific Publishing Company
Total Pages: 562
Release: 1992-03-24
Genre: Mathematics
ISBN: 9813104473

This volume is representative of the work of Chinese probabilitists on probability theory and its applications in physics. Many interesting results of Jump Markov Processes are discussed, and a very fashionable new class of Markov processes — Markov interacting processes with noncompact states, including the important Schlögl model taken from statistical physics, is also considered. The main body of this book is self-contained and can be used in a course on “Stochastic Processes” for graduate students.

Monte Carlo and Quasi-Monte Carlo Methods 2012

Monte Carlo and Quasi-Monte Carlo Methods 2012
Author: Josef Dick
Publisher: Springer Science & Business Media
Total Pages: 680
Release: 2013-12-05
Genre: Mathematics
ISBN: 3642410952

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Feynman-Kac Formulae

Feynman-Kac Formulae
Author: Pierre Del Moral
Publisher: Springer Science & Business Media
Total Pages: 584
Release: 2004-03-30
Genre: Mathematics
ISBN: 9780387202686

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

Probability in Complex Physical Systems

Probability in Complex Physical Systems
Author: Jean-Dominique Deuschel
Publisher: Springer Science & Business Media
Total Pages: 518
Release: 2012-04-23
Genre: Mathematics
ISBN: 3642238114

Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical issues – one focal point is the parabolic Anderson model, which is considered with various novel aspects including moving catalysts, acceleration and deceleration and fron propagation, for both time-dependent and time-independent potentials. The authors are among the world’s leading experts. This Festschrift honours two eminent researchers, Erwin Bolthausen and Jürgen Gärtner, whose scientific work has profoundly influenced the field and all of the present contributions.