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Almost periodic stochastic processes par Bezandry, Paul H. Publication : New York Springer. 2011 . xv, 235 pages , Includes bibliographical references (p. 225-232) and index. 24 cm. Date : 2011 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine par Capasso, Vincenzo. Publication : [S.l.] Birkhauser . 447 p. ; , Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. 24 cm. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

An introduction to fronts in random media / par Xin, Jack. Publication : London ; | New York : Springer, 2009 . x, 159 pages : 24 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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),

Asymptotic approximations for probability integrals par Breitung, Karl Wilhelm Publication : [S.l.] Springer 1994 . 146 p. , This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals. 24 cm. Date : 1994 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Combinatorial Stochastic Processes : Ecole d'Et ďe Probabilitš de Saint-Flour XXXII - 2002. par Pitman, Jim, Publication : New York : | Boulder : Springer | NetLibrary, Inc. [distributor] 2006 . 1 online resource. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Data assimilation the ensemble Kalman filter par Evensen, Geir. Publication : Berlin | New York Springer. 2007 . xxi, 279 pages 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

Dynamics of Stochastic Systems. par Klyatskin, Valery I. Publication : Burlington : Elsevier, 2005 . 1 online resource (211 pages) Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Experimental stochastics in physics / par Moeschlin, Otto. Publication : Berlin ; | New York : Springer, 2006 . 1 CD-ROM ; , Title from disc label. 4 3/4 in. + Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Genetics and randomness par Ruvinsky, Anatoly. Publication : Boca Raton, FL CRC Press 2010 . xiii, 169 pages 24 cm Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Interacting particle systems par Liggett,, Thomas M. Publication : [S.l.] Springer 2004 . 512 p. , From the reviews "This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years. None of this material has ever appeared in book form before. The high quality of this work [...] makes a fascinating subject and its open problem as accessible as possible." Mathematical Reviews. 24 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Introductory lectures on fluctuations of Levy processes with applications / par Kyprianou,, Andreas E. Publication : Berlin ; New York : Springer, 2006 . xiii, 373 p. ; , Textbook for graduates. 24 cm. Date : 2006 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Lectures on Probability Theory and Statistics : Ecole d'été de Probabilités de Saint-Flour XXXIII - 2003 / par Picard, Jean, Publication : Berlin Heidelberg : Springer-Verlag., 2005 . 1 online resource. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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),

Markov processes for stochastic modeling par Ibe,, Oliver. Publication : [S.l.] Academic Press 2008 . 512 p. , Markov processes are used to model systems with limited memory. They are used in many areas including communications systems, transportation networks, image segmentation and analysis, biological systems and DNA sequence analysis, random atomic motion and diffusion in physics, social mobility, population studies, epidemiology, animal and insect migration, queueing systems, resource management, dams, financial engineering, actuarial science, and decision systems. This book, which is written for upper level undergraduate and graduate students, and researchers, presents a unified presentation of Markov processes. In addition to traditional topics such as Markovian queueing system, the book discusses such topics as continuous-time random walk,correlated random walk, Brownian motion, diffusion processes, hidden Markov models, Markov random fields, Markov point processes and Markov chain Monte Carlo. Continuous-time random walk is currently used in econophysics to model the financial market, which has traditionally been modelled as a Brownian motion. Correlated random walk is popularly used in ecological studies to model animal and insect movement. Hidden Markov models are used in speech analysis and DNA sequence analysis while Markov random fields and Markov point processes are used in image analysis. Thus, the book is designed to have a very broad appeal. - Provides the practical, current applications of Markov processes - Coverage of HMM, Point processes, and Monte Carlo - Includes enough theory to help students gain throrough understanding of the subject - Principles can be immediately applied in many specific research projects, saving researchers time - End of chapter exercises provide reinforcement, practice and increased understanding to the student. 23 cm. Date : 2008 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

One thousand exercises in probability par Grimmett, Geoffrey R. Publication : [S.l.] Oxford University Press, USA 2011 . 448 p. , The companion volume to Probability and Random Processes, 3rd Edition this book contains 1000+ exercises on the subjects of elelmentary aspects of probability and random variables, sampling, Markov chains, convergence, stationary processes, renewals, queues, Martingales, Diffusion, Mathematical finanace and the Black-Scholes model. 24 cm. Date : 2011 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),

Partially observable linear systems under dependent noises par Bashirov, Agamirza E. Publication : [S.l.] Birkhuser Basel 2003 . 334 p. , This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media. From the reviews: "An excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft." --MATHEMATICAL REVIEWS. 24 cm. Date : 2003 Disponibilité : Exemplaires disponibles: La bibliothèque des sciences de l'ingénieur (1),

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