XI Symposium on Probability and Stochastic Processes

XI Symposium on Probability and Stochastic Processes
Author: Ramsés H. Mena
Publisher: Birkhäuser
Total Pages: 288
Release: 2015-07-17
Genre: Mathematics
ISBN: 3319139843

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.

Ambit Stochastics

Ambit Stochastics
Author: Ole E. Barndorff-Nielsen
Publisher: Springer
Total Pages: 418
Release: 2018-11-01
Genre: Mathematics
ISBN: 3319941291

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Advanced Modelling in Mathematical Finance

Advanced Modelling in Mathematical Finance
Author: Jan Kallsen
Publisher: Springer
Total Pages: 508
Release: 2016-12-01
Genre: Mathematics
ISBN: 3319458752

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.

Probability and Stochastic Processes

Probability and Stochastic Processes
Author: Frederick Solomon
Publisher: Prentice Hall
Total Pages: 464
Release: 1987
Genre: Computers
ISBN:

An intuitive, algorithmic approach to probability and stochastic processes.

Probability, Statistics, and Stochastic Processes

Probability, Statistics, and Stochastic Processes
Author: Peter Olofsson
Publisher: John Wiley & Sons
Total Pages: 573
Release: 2012-05-22
Genre: Mathematics
ISBN: 0470889748

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Handbook of Discrete-Valued Time Series

Handbook of Discrete-Valued Time Series
Author: Richard A. Davis
Publisher: CRC Press
Total Pages: 484
Release: 2016-01-06
Genre: Mathematics
ISBN: 1466577746

Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca

Pattern Recognition

Pattern Recognition
Author: Karina Mariela Figueroa Mora
Publisher: Springer Nature
Total Pages: 348
Release: 2020-06-17
Genre: Computers
ISBN: 3030490769

This book constitutes the proceedings of the 12th Mexican Conference on Pattern Recognition, MCPR 2020, which was due to be held in Morelia, Mexico, in June 2020. The conference was held virtually due to the COVID-19 pandemic. The 31 papers presented in this volume were carefully reviewed and selected from 67 submissions. They were organized in the following topical sections: pattern recognition techniques; image processing and analysis; computer vision; industrial and medical applications of pattern recognition; natural language processing and recognition; artificial intelligence techniques and recognition.

Concise Computer Vision

Concise Computer Vision
Author: Reinhard Klette
Publisher: Springer Science & Business Media
Total Pages: 441
Release: 2014-01-04
Genre: Computers
ISBN: 1447163206

This textbook provides an accessible general introduction to the essential topics in computer vision. Classroom-tested programming exercises and review questions are also supplied at the end of each chapter. Features: provides an introduction to the basic notation and mathematical concepts for describing an image and the key concepts for mapping an image into an image; explains the topologic and geometric basics for analysing image regions and distributions of image values and discusses identifying patterns in an image; introduces optic flow for representing dense motion and various topics in sparse motion analysis; describes special approaches for image binarization and segmentation of still images or video frames; examines the basic components of a computer vision system; reviews different techniques for vision-based 3D shape reconstruction; includes a discussion of stereo matchers and the phase-congruency model for image features; presents an introduction into classification and learning.

Proceedings of the 14th European Conference on Knowledge Management

Proceedings of the 14th European Conference on Knowledge Management
Author: Brigita Janiūnaitė
Publisher: Academic Conferences Limited
Total Pages: 965
Release: 2013-01-09
Genre: Computers
ISBN: 1909507385

The University of Jyvaskyla is proud to welcome the 12th edition of the European Conference in Cyber Warfare to Jyvaskyla. We intend to make this event as enjoyable as possible both on scientific and human aspects. As in previous years, ECCWS will address elements of both theory and practice of all aspects of Information Warfare and Security, and offers an opportunity for academics, practitioners and consultants involved in these areas to come together and exchange ideas. We also wish to attract operational papers dealing with the critical issue that the modern world has to face regarding the evolution of cyberwarfare capabilities development by nation states. The programme for the event promises an extensive range of peer-reviewed papers, networking opportunities and presentations from leaders in the field."

Gerber–Shiu Risk Theory

Gerber–Shiu Risk Theory
Author: Andreas E. Kyprianou
Publisher: Springer Science & Business Media
Total Pages: 95
Release: 2013-10-02
Genre: Mathematics
ISBN: 3319023039

Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the deficit at ruin. Recent developments in exotic ruin theory are also considered. In particular, by making dividend or tax payments out of the surplus process, the effect on ruin is explored. Gerber-Shiu Risk Theory can be used as lecture notes and is suitable for a graduate course. Each chapter corresponds to approximately two hours of lectures.