Цена: 10012.37 RUR

ПодробнееB. L. S. Prakasa Rao Statistical Inference for Fractional Diffusion Processes

модель не указана

31229329

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.

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Цена: 10012.37 RUR

ПодробнееB. L. S. Prakasa Rao Statistical Inference for Fractional Diffusion Processes

модель не указана

34373168

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.

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Цена: 11780.79 RUR

ПодробнееYuliya Mishura Theory and Statistical Applications of Stochastic Processes

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34422054

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

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Цена: 7676.23 RUR

ПодробнееOliver Ibe C. Elements of Random Walk and Diffusion Processes

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34404656

Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.

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Цена: 9378.51 RUR

ПодробнееRomain Azais Statistical Inference for Piecewise-deterministic Markov Processes

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39841072

Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance… Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.

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Цена: 14213.1 RUR

ПодробнееStevan Pilipovic Fractional Calculus with Applications in Mechanics. Wave Propagation, Impact and Variational Principles

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34375312

The books Fractional Calculus with Applications in Mechanics: Vibrations and Diffusion Processes and Fractional Calculus with Applications in Mechanics: Wave Propagation, Impact and Variational Principles contain various applications of fractional calculus to the fields of classical mechanics. Namely, the books study problems in fields such as viscoelasticity of fractional order, lateral vibrations of a rod of fractional order type, lateral vibrations of a rod positioned on fractional order viscoelastic foundations, diffusion-wave phenomena, heat conduction, wave propagation, forced oscillations of a body attached to a rod, impact and variational principles of a Hamiltonian type. The books will be useful for graduate students in mechanics and applied mathematics, as well as for researchers in these fields. Part 1 of this book presents an introduction to fractional calculus. Chapter 1 briefly gives definitions and notions that are needed later in the book and Chapter 2 presents definitions and some of the properties of fractional integrals and derivatives. Part 2 is the central part of the book. Chapter 3 presents the analysis of waves in fractional viscoelastic materials in infinite and finite spatial domains. In Chapter 4, the problem of oscillations of a translatory moving rigid body, attached to a heavy, or light viscoelastic rod of fractional order type, is studied in detail. In Chapter 5, the authors analyze a specific engineering problem of the impact of a viscoelastic rod against a rigid wall. Finally, in Chapter 6, some results for the optimization of a functional containing fractional derivatives of constant and variable order are presented.

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Цена: 9857.14 RUR

ПодробнееMichael Panik J. Statistical Inference. A Short Course

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31222521

A concise, easily accessible introduction to descriptive and inferential techniques Statistical Inference: A Short Course offers a concise presentation of the essentials of basic statistics for readers seeking to acquire a working knowledge of statistical concepts, measures, and procedures. The author conducts tests on the assumption of randomness and normality, provides nonparametric methods when parametric approaches might not work. The book also explores how to determine a confidence interval for a population median while also providing coverage of ratio estimation, randomness, and causality. To ensure a thorough understanding of all key concepts, Statistical Inference provides numerous examples and solutions along with complete and precise answers to many fundamental questions, including: How do we determine that a given dataset is actually a random sample? With what level of precision and reliability can a population sample be estimated? How are probabilities determined and are they the same thing as odds? How can we predict the level of one variable from that of another? What is the strength of the relationship between two variables? The book is organized to present fundamental statistical concepts first, with later chapters exploring more advanced topics and additional statistical tests such as Distributional Hypotheses, Multinomial Chi-Square Statistics, and the Chi-Square Distribution. Each chapter includes appendices and exercises, allowing readers to test their comprehension of the presented material. Statistical Inference: A Short Course is an excellent book for courses on probability, mathematical statistics, and statistical inference at the upper-undergraduate and graduate levels. The book also serves as a valuable reference for researchers and practitioners who would like to develop further insights into essential statistical tools.

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Цена: 10788.52 RUR

ПодробнееDenis Bosq Mathematical Statistics and Stochastic Processes

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31238241

Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today’s practitioners. Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and robustness, second-order processes in discrete and continuous time and diffusion processes, statistics for discrete and continuous time processes, statistical prediction, and complements in probability. This book is aimed at students studying courses on probability with an emphasis on measure theory and for all practitioners who apply and use statistics and probability on a daily basis.

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Цена: 6456.83 RUR

ПодробнееCatherine Forbes Statistical Distributions

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34378136

A new edition of the trusted guide on commonly used statistical distributions Fully updated to reflect the latest developments on the topic, Statistical Distributions, Fourth Edition continues to serve as an authoritative guide on the application of statistical methods to research across various disciplines. The book provides a concise presentation of popular statistical distributions along with the necessary knowledge for their successful use in data modeling and analysis. Following a basic introduction, forty popular distributions are outlined in individual chapters that are complete with related facts and formulas. Reflecting the latest changes and trends in statistical distribution theory, the Fourth Edition features: A new chapter on queuing formulas that discusses standard formulas that often arise from simple queuing systems Methods for extending independent modeling schemes to the dependent case, covering techniques for generating complex distributions from simple distributions New coverage of conditional probability, including conditional expectations and joint and marginal distributions Commonly used tables associated with the normal (Gaussian), student-t, F and chi-square distributions Additional reviewing methods for the estimation of unknown parameters, such as the method of percentiles, the method of moments, maximum likelihood inference, and Bayesian inference Statistical Distributions, Fourth Edition is an excellent supplement for upper-undergraduate and graduate level courses on the topic. It is also a valuable reference for researchers and practitioners in the fields of engineering, economics, operations research, and the social sciences who conduct statistical analyses.

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Цена: 8664.87 RUR

ПодробнееMohammad Arashi Statistical Inference for Models with Multivariate t-Distributed Errors

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34436552

This book summarizes the results of various models under normal theory with a brief review of the literature. Statistical Inference for Models with Multivariate t-Distributed Errors: Includes a wide array of applications for the analysis of multivariate observations Emphasizes the development of linear statistical models with applications to engineering, the physical sciences, and mathematics Contains an up-to-date bibliography featuring the latest trends and advances in the field to provide a collective source for research on the topic Addresses linear regression models with non-normal errors with practical real-world examples Uniquely addresses regression models in Student's t-distributed errors and t-models Supplemented with an Instructor's Solutions Manual, which is available via written request by the Publisher

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Цена: 14213.1 RUR

ПодробнееNikolaos Limnios Statistical Models and Methods for Reliability and Survival Analysis

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34440288

Statistical Models and Methods for Reliability and Survival Analysis brings together contributions by specialists in statistical theory as they discuss their applications providing up-to-date developments in methods used in survival analysis, statistical goodness of fit, stochastic processes for system reliability, amongst others. Many of these are related to the work of Professor M. Nikulin in statistics over the past 30 years. The authors gather together various contributions with a broad array of techniques and results, divided into three parts – Statistical Models and Methods, Statistical Models and Methods in Survival Analysis, and Reliability and Maintenance. The book is intended for researchers interested in statistical methodology and models useful in survival analysis, system reliability and statistical testing for censored and non-censored data.

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Цена: 10261.41 RUR

ПодробнееKatsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory

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34403935

Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.

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Цена: 13833.07 RUR

ПодробнееStevan Pilipovic Fractional Calculus with Applications in Mechanics. Vibrations and Diffusion Processes

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34439040

This book contains mathematical preliminaries in which basic definitions of fractional derivatives and spaces are presented. The central part of the book contains various applications in classical mechanics including fields such as: viscoelasticity, heat conduction, wave propagation and variational Hamilton–type principles. Mathematical rigor will be observed in the applications. The authors provide some problems formulated in the classical setting and some in the distributional setting. The solutions to these problems are presented in analytical form and these solutions are then analyzed numerically. Theorems on the existence of solutions will be presented for all examples discussed. In using various constitutive equations the restrictions following from the second law of thermodynamics will be implemented. Finally, the physical implications of obtained solutions will be discussed in detail.

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Цена: 8731.72 RUR

ПодробнееRoger Hoerl Statistical Thinking. Improving Business Performance

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28320603

How statistical thinking and methodology can help you make crucial business decisions Straightforward and insightful, Statistical Thinking: Improving Business Performance, Second Edition, prepares you for business leadership by developing your capacity to apply statistical thinking to improve business processes. Unique and compelling, this book shows you how to derive actionable conclusions from data analysis, solve real problems, and improve real processes. Here, you'll discover how to implement statistical thinking and methodology in your work to improve business performance. Explores why statistical thinking is necessary and helpful Provides case studies that illustrate how to integrate several statistical tools into the decision-making process Facilitates and encourages an experiential learning environment to enable you to apply material to actual problems With an in-depth discussion of JMP® software, the new edition of this important book focuses on skills to improve business processes, including collecting data appropriate for a specified purpose, recognizing limitations in existing data, and understanding the limitations of statistical analyses.

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Цена: 9500.64 RUR

ПодробнееPeng Shi Robust Adaptive Control for Fractional-Order Systems with Disturbance and Saturation

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34437960

A treatise on investigating tracking control and synchronization control of fractional-order nonlinear systems with system uncertainties, external disturbance, and input saturation Robust Adaptive Control for Fractional-Order Systems, with Disturbance and Saturation provides the reader with a good understanding on how to achieve tracking control and synchronization control of fractional-order nonlinear systems with system uncertainties, external disturbance, and input saturation. Although some texts have touched upon control of fractional-order systems, the issues of input saturation and disturbances have rarely been considered together. This book offers chapter coverage of fractional calculus and fractional-order systems; fractional-order PID controller and fractional-order disturbance observer; design of fractional-order controllers for nonlinear chaotic systems and some applications; sliding mode control for fractional-order nonlinear systems based on disturbance observer; disturbance observer based neural control for an uncertain fractional-order rotational mechanical system; adaptive neural tracking control for uncertain fractional-order chaotic systems subject to input saturation and disturbance; stabilization control of continuous-time fractional positive systems based on disturbance observer; sliding mode synchronization control for fractional-order chaotic systems with disturbance; and more. Based on the approximation ability of the neural network (NN), the adaptive neural control schemes are reported for uncertain fractional-order nonlinear systems Covers the disturbance estimation techniques that have been developed to alleviate the restriction faced by traditional feedforward control and reject the effect of external disturbances for uncertain fractional-order nonlinear systems By combining the NN with the disturbance observer, the disturbance observer based adaptive neural control schemes have been studied for uncertain fractional-order nonlinear systems with unknown disturbances Considers, together, the issue of input saturation and the disturbance for the control of fractional-order nonlinear systems in the present of system uncertainty, external disturbance, and input saturation Robust Adaptive Control for Fractional-Order Systems, with Disturbance and Saturation can be used as a reference for the academic research on fractional-order nonlinear systems or used in Ph.D. study of control theory and engineering.

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Цена: 7596.9 RUR

ПодробнееSnehashish Chakraverty Fuzzy Arbitrary Order System. Fuzzy Fractional Differential Equations and Applications

модель не указана

34431598

Presents a systematic treatment of fuzzy fractional differential equations as well as newly developed computational methods to model uncertain physical problems Complete with comprehensive results and solutions, Fuzzy Arbitrary Order System: Fuzzy Fractional Differential Equations and Applications details newly developed methods of fuzzy computational techniquesneeded to model solve uncertainty. Fuzzy differential equations are solved via various analytical andnumerical methodologies, and this book presents their importance for problem solving, prototypeengineering design, and systems testing in uncertain environments. In recent years, modeling of differential equations for arbitrary and fractional order systems has been increasing in its applicability, and as such, the authors feature examples from a variety of disciplines to illustrate the practicality and importance of the methods within physics, applied mathematics, engineering, and chemistry, to name a few. The fundamentals of fractional differential equations and the basic preliminaries of fuzzy fractional differential equations are first introduced, followed by numerical solutions, comparisons of various methods, and simulated results. In addition, fuzzy ordinary, partial, linear, and nonlinear fractional differential equations are addressed to solve uncertainty in physical systems. In addition, this book features: Basic preliminaries of fuzzy set theory, an introduction of fuzzy arbitrary order differential equations, and various analytical and numerical procedures for solving associated problems Coverage on a variety of fuzzy fractional differential equations including structural, diffusion, and chemical problems as well as heat equations and biomathematical applications Discussions on how to model physical problems in terms of nonprobabilistic methods and provides systematic coverage of fuzzy fractional differential equations and its applications Uncertainties in systems and processes with a fuzzy concept Fuzzy Arbitrary Order System: Fuzzy Fractional Differential Equations and Applications is an ideal resource for practitioners, researchers, and academicians in applied mathematics, physics, biology, engineering, computer science, and chemistry who need to model uncertain physical phenomena and problems. The book is appropriate for graduate-level courses on fractional differential equations for students majoring in applied mathematics, engineering, physics, and computer science.

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Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.