This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process...Lasīt vairāk
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process...Lasīt vairāk
This book provides analytic tools to describe local and global behavior of solutions to Ito-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial different...Lasīt vairāk
This book provides analytic tools to describe local and global behavior of solutions to Ito-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrable drift. Regularity theory of partial different...Lasīt vairāk
This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel p...Lasīt vairāk
This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel p...Lasīt vairāk
This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory o...Lasīt vairāk
This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory o...Lasīt vairāk
This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it ...Lasīt vairāk
This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it ...Lasīt vairāk
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic differe...Lasīt vairāk
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic differe...Lasīt vairāk
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing...Lasīt vairāk
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing...Lasīt vairāk
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of...Lasīt vairāk
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of...Lasīt vairāk
This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling. In conjunction with large deviations estimates, the aggregate path coupl...Lasīt vairāk
This book describes and characterizes an extension to the classical path coupling method applied to statistical mechanical models, referred to as aggregate path coupling. In conjunction with large deviations estimates, the aggregate path coupl...Lasīt vairāk
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of...Lasīt vairāk
The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of...Lasīt vairāk
