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Limit theorems for stochastic processes / par Jacod, Jean. Publication : [S.l.] : Springer, 2003 . 661 p. ; , Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrals, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. The second edition contains some additions to the text and references. Some parts are completely rewritten. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Mathematical analysis and numerical methods for science and technology : physical origins and classical methods / Volume 1 : par Dautray, Robert. Publication : [S.l.] : Springer, 2000 . 722 p. ; , These 6 volumes - the result of a 10 year collaboration between the authors, two of France's leading scientists and both distinguished international figures - compile the mathematical knowledge required by researchers in mechanics, physics, engineering, chemistry and other branches of application of mathematics for the theoretical and numerical resolution of physical models on computers. Since the publication in 1924 of the "Methoden der mathematischen Physik" by Courant and Hilbert, there has been no other comprehensive and up-to-date publication presenting the mathematical tools needed in applications of mathematics in directly implementable form. The advent of large computers has in the meantime revolutionised methods of computation and made this gap in the literature intolerable: the objective of the present work is to fill just this gap. Many phenomena in physical mathematics may be modeled by a system of partial differential equations in distributed systems:! a model here means a set of equations, which together with given boundary data and, if the phenomenon is evolving in time, initial data, defines the system. The advent of high-speed computers has made it possible for the first time to calculate values from models accurately and rapidly. Researchers and engineers thus have a crucial means of using numerical results to modify and adapt arguments and experiments along the way. Every facet of technical and industrial activity has been affected by these developments. Modeling by distributed systems now also supports work in many areas of physics (plasmas, new materials, astrophysics, geophysics), chemistry and mechanics and is finding increasing use in the life sciences. The main physical examples examined in the 6 volumes are presented in Chapter I: Classical Fluids and the Navier-Stokes System; Linear Elasticity, Linear Viscoelasticity, Electromagnetism and Maxwell's Equation, Neutronics, and Quantum Physics. Then a first examin! ation of the mathematical model. 24 cm. Date : 2000 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Metric structures for riemannian and non-riemannian spaces par Gromov,, Mikhail. Publication : [S.l.] Birkhäuser 2006 . 586 p. ; , This book is an English translation of the famous "Green Book" by Lafontaine and Pansu (1979). It has been enriched and expanded with new material to reflect recent progress. Additionally, four appendices, by Gromov on Levy's inequality, by Pansu on "quasiconvex" domains, by Katz on systoles of Riemannian manifolds, and by Semmes overviewing analysis on metric spaces with measures, as well as an extensive bibliography and index round out this unique and beautiful book. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Neural networks and sea time series:reconstruction and extreme-event analysis par Tirozzi, Brunello. Publication : Boston Birkhäuser 2006 . X-179 p. , Devoted to the application of neural networks to the concrete problem of time series of sea data Good reference for a diverse audience of grad students, researchers, and practitioners in applied mathematics, data analysis, meteorlogy, hydraulic, civil and marine engineering Methods, models and alogrithms developed in the work are useful for the construction of sea structures, ports, and marine experiments. 25 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Numerical approximation methods for elliptic boundary value problems : finite and boundary elements / par Steinbach, Olaf. Publication : [S.l.] : Springer, 2007 . 388 p. ; , The book contains chapter summaries and excercises at the end of each chapter. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Optimisation et contrôle stochastique appliqués à la finance / par Pham, Huyên. Publication : Berlin ; | New York : Springer, 2007 . 1 online resource (xv, 186 pages). Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Orthogonal polynomials of several variables / par Dunkl, Charles F. Publication : [S.l.] : Cambridge University Press, 2001 . 408 p. ; , This is the first modern book on orthogonal polynomials of several variables, which are valuable tools used in multivariate analysis, including approximations and numerical integration. The book presents the theory in elegant form and with modern concepts and notation. It introduces the general theory and emphasizes the classical types of orthogonal polynomials whose weight functions are supported on standard domains such as the cube, the simplex, the sphere and the ball. It also focuses on those of Gaussian type, for which fairly explicit formulae exist. The authors' approach blends classical analysis and symmetry-group-theoretic methods. The book will be welcomed by research mathematicians and applied scientists, including applied mathematicians, physicists, chemists and engineers. 24 cm. Date : 2001 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Pfaffian systems, K-symplectic systems / par Awane, A. Publication : [S.l.] : Springer, 2000 . 260 p. ; , The geometrical view of mechanics is based on the study of certain exterior systems, the most classical of which are Pfaffian systems. In this book, we present the classification theorems (Frobenius, Darboux) and the local classification of Pfaffian systems of five variables, following Cartan. We also present a new class of exterior systems, called k-symplectic systems, generalizing the notion of symplectic form. These systems permit us to write in the language of exterior forms the equations proposed by Nambu for a model of statistical mechanics. Audience: This book is aimed at graduate students and at research workers in the field of mathematics, differential geometry, statistical mechanics, mathematics of physics and Lie algebras. 25 cm. Date : 2000 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Probability a graduate course par Gut, Allan, Publication : New York Springer 2005 . xxiii, 603 pages 25 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Random matrices, frobenius eigenvalues, and monodromy par Katz, Nicholas M. Publication : [S.l.] American Mathematical Society 1999 . 419 p. , The main topic of this book is the deep relation between the spacings between zeros of zeta and $L$-functions and spacings between eigenvalues of random elements of large compact classical groups. This relation, the Montgomery-Odlyzko law, is shown to hold for wide classes of zeta and $L$-functions over finite fields. The book draws on and gives accessible accounts of many disparate areas of mathematics, from algebraic geometry, moduli spaces, monodromy, equidistribution, and the Weil conjectures, to probability theory on the compact classical groups in the limit as their dimension goes to infinity and related techniques from orthogonal polynomials and Fredholm determinants. 26 cm. Date : 1999 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Selected works of C. C. Heyde par Heyde, C. C. Publication : New York Springer. 2010 . xxxvii, 463 pages 25 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Statistical distributions par Forbes, Catherine Publication : Hoboke, NJ John Wiley & Sons 2011 . 1 vol. (xviii-212 p.) 24 cm. Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Statistical inference : the minimum distance approach / par Basu, Ayanendranath. Publication : Boca Raton, FL : CRC Press, 2011 . xix, 409 pages : 25 cm. Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Statistics of random processes i / par Liptser,, Robert S. Publication : [S.l.] : Springer, 2000 . 400 p. ; , "Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical presentation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering" -George Yin, SIAM Review The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years. 25 cm. Date : 2000 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Stochastic differential equations : an introduction with applications / par k̲sendal,, Bernt. Publication : [S.l.] : Springer, 2003 . 374 p. ; , This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

The Random-cluster model / par Grimmett, Geoffrey R. Publication : [S.l.] : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2006 . 380 p. ; , Relié. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Theory of p-adic distributions linear and nonlinear models par Albeverio, Sergio. Publication : Cambridge, UK | New York Cambridge University Press 2010 . xvi, 351 pages 23 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (2),

Theory of random sets / par Molchanov,, Ilya. Publication : [berne.] : Springer, 2005 . 504 p. , This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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