Catalogue Bibliothèque de L'IMIST/CNRST › Résultats de la recherche pour 'ccl=su:Probability and homebranch:SEN'

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		A Course of modern analysis / par Whittaker, E.T. Publication : [S.l.] : Cambridge University Press, 1996 . 616 p. ; , This classic text has entered and held the field as the standard book on the applications of analysis to the transcendental functions. The authors explain the methods of modern analysis in the first part of the book and then proceed to a detailed discussion of the transcendental function, unhampered by the necessity of continually proving new theorems for special applications. In this way the authors have succeeded in being rigorous without imposing on the reader the mass of detail that so often tends to make a rigorous demonstration tedious. Researchers and students will find this book as valuable as ever. 23 cm. Date : 1996 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Algebraic geometry V : fano varieties. Publication : [S.l.] : Springer, 2001 . 247 p. ; , The aim of this survey, written by V.A. Iskovskikh and Yu.G. Prokhorov, is to provide an exposition of the structure theory of Fano varieties, i.e. algebraic vareties with an ample anticanonical divisor. Such varieties naturally appear in the birational classification of varieties of negative Kodaira dimension, and they are very close to rational ones. This EMS volume covers different approaches to the classification of Fano varieties such as the classical Fano-Iskovskikh "double projection" method and its modifications, the vector bundles method due to S. Mukai, and the method of extremal rays. The authors discuss uniruledness and rational connectedness as well as recent progress in rationality problems of Fano varieties. The appendix contains tables of some classes of Fano varieties. This book will be very useful as a reference and research guide for researchers and graduate students in algebraic geometry. 25 cm. Date : 2001 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Applied stochastic processes / par Lefebvre, Mario. Publication : [S.l.] : Springer, 2006 . 382 p. ; , Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes. Key features: -Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory -Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes -Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration -Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications -Includes entertaining mini-biographies of mathematicians, giving an enriching historical context -Covers basic results in probability Two appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful. 23 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Fisher, Neyman, and the Creation of Classical Statistics. par Lehmann, Erich, Publication : New York : Springer 2010 . 1 online resource (iv, 150 pages) Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Handbook for Monte Carlo methods / par Kroese, Dirk P. Publication : Hoboken, N.J. : Wiley, 2011 . xix, 743 pages : , "The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than purely a monograph for researchers or a textbook for students. As the popularity of these methods continues to grow, and new methods are developed in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"-- 26 cm. Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Heavy-tail phenomena : probabilistic and statistical modeling / par Resnick, Sidney I. Publication : [S.l.] : Springer, 2006 . 406 p. ; , This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, transmission rates of files are all examples of heavy-tailed phenomena. Key features: * Unique text devoted to heavy-tails * Emphasizes both probability modeling and statistical methods for fitting models. Most treatments focus on one or the other but not both * Presents broad applicability of heavy-tails to the fields of data networks, finance (e.g., value-at- risk), insurance, and hydrology * Clear, efficient and coherent exposition, balancing theory and actual data to show the applicability and limitations of certain methods * Examines in detail the mathematical properties of the methodologies as well as their implementation in Splus or R statistical languages * Exposition driven by numerous examples and exercises Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		Physics and probability : essays in honor of edwin T. jaynes. Publication : [S.l.] : Cambridge University Press, 2004 . 296 p. ; , The pioneering work of Edwin T. Jaynes in the field of statistical physics, quantum optics, and probability theory has had a significant and lasting effect on the study of many physical problems, ranging from fundamental theoretical questions through to practical applications such as optical image restoration. Physics and Probability is a collection of papers in these areas by some of his many colleagues and former students, based largely on lectures given at a symposium celebrating Jaynes' contributions, on the occasion of his seventieth birthday and retirement as Wayman Crow Professor of Physics at Washington University. The collection contains several authoritative overviews of current research on maximum entropy and quantum optics, where Jaynes' work has been particularly influential, as well as reports on a number of related topics. In the concluding paper, Jaynes looks back over his career, and gives encouragement and sound advice to young scientists. All those engaged in research on any of the topics discussed in these papers will find this a useful and fascinating collection, and a fitting tribute to an outstanding and innovative scientist. 25 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		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), Réserver Ajouter au panier (Supprimer)
		Pas d'image disponible 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), Réserver Ajouter au panier (Supprimer)
		Wave propagation and time reversal in randomly layered media / par Fouque, Jean-Pierre. Publication : [S.l.] : Springer, 2007 . 612 p. ; , Wave propagation in random media is an interdisciplinary field that has emerged from the need in physics and engineering to model and analyze wave energy transport in complex environments. This book gives a systematic and self-contained presentation of wave propagation in randomly layered media using the asymptotic theory of ordinary differential equations with random coefficients. The first half of the book gives a detailed treatment of wave reflection and transmission in one-dimensional random media, after introducing gradually the tools from partial differential equations and probability theory that are needed for the analysis. The second half of the book presents wave propagation in three-dimensional randomly layered media along with several applications, primarily involving time reversal. Many new results are presented here for the first time. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Wavelets in physics. Publication : [S.l.] : Cambridge University Press, 2004 . 478 p. ; , This book surveys the application of the recently developed technique of the wavelet transform to a wide range of physical fields, including astrophysics, turbulence, meteorology, plasma physics, atomic and solid state physics, multifractals occurring in physics, biophysics (in medicine and physiology) and mathematical physics. The wavelet transform can analyze scale-dependent characteristics of a signal (or image) locally, unlike the Fourier transform, and more flexibly than the windowed Fourier transform developed by Gabor fifty years ago. The continuous wavelet transform is used mostly for analysis, but the discrete wavelet transform allows very fast compression and transmission of data and speeds up numerical calculation, and is applied, for example, in the solution of partial differential equations in physics. This book will be of interest to graduate students and researchers in many fields of physics, and to applied mathematicians and engineers interested in physical application. 25 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)
		Markov processes, Feller semigroups and evolution equations / par Casteren, J. A. van. Publication : Singapore ; \| Hackensack, NJ : World Scientific, 2011 . 1 online resource (xviii, 805 pages). Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1), Réserver Ajouter au panier (Supprimer)