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Chaos: A Statistical Perspective

Chaos: A Statistical Perspective
Author: Kung-Sik Chan
Publisher: Springer Science & Business Media
Total Pages: 312
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475734646

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This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.


Chaos

Chaos
Author: Kung-Sik Chan
Publisher:
Total Pages: 324
Release: 2014-01-15
Genre:
ISBN: 9781475734652

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Nonlinear Dynamics, Chaos, and Instability

Nonlinear Dynamics, Chaos, and Instability
Author: William A. Brock
Publisher: MIT Press
Total Pages: 362
Release: 1991
Genre: Business & Economics
ISBN: 9780262023290

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Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.


Networks and Chaos - Statistical and Probabilistic Aspects

Networks and Chaos - Statistical and Probabilistic Aspects
Author: J L Jensen
Publisher: CRC Press
Total Pages: 324
Release: 1993-07-22
Genre: Mathematics
ISBN: 9780412465307

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This volume consists of a collection of tutorial papers by leading experts on statistical and probabilistic aspects of chaos and networks, in particular neural networks. While written for the non-expert, they are intended to bring the reader up to the forefront of knowledge and research in the subject areas concerned. The papers, which contain extensive references to the literature, can separately or in various combinations serve as bases for short- or full-length courses, at graduate or more advanced levels. The papers are directed not only to mathematical statisticians but also to students and researchers in related fields of biology, engineering, geology, physics and probability.


Statistical Decision Theory and Bayesian Analysis

Statistical Decision Theory and Bayesian Analysis
Author: James O. Berger
Publisher: Springer Science & Business Media
Total Pages: 633
Release: 2013-03-14
Genre: Mathematics
ISBN: 147574286X

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In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.


Chaos

Chaos
Author: Angelo Vulpiani
Publisher: World Scientific
Total Pages: 482
Release: 2010
Genre: Mathematics
ISBN: 9814277665

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Chaos: from simple models to complex systems aims to guide science and engineering students through chaos and nonlinear dynamics from classical examples to the most recent fields of research. The first part, intended for undergraduate and graduate students, is a gentle and self-contained introduction to the concepts and main tools for the characterization of deterministic chaotic systems, with emphasis to statistical approaches. The second part can be used as a reference by researchers as it focuses on more advanced topics including the characterization of chaos with tools of information theory and applications encompassing fluid and celestial mechanics, chemistry and biology. The book is novel in devoting attention to a few topics often overlooked in introductory textbooks and which are usually found only in advanced surveys such as: information and algorithmic complexity theory applied to chaos and generalization of Lyapunov exponents to account for spatiotemporal and non-infinitesimal perturbations. The selection of topics, numerous illustrations, exercises and proposals for computer experiments make the book ideal for both introductory and advanced courses. Sample Chapter(s). Introduction (164 KB). Chapter 1: First Encounter with Chaos (1,323 KB). Contents: First Encounter with Chaos; The Language of Dynamical Systems; Examples of Chaotic Behaviors; Probabilistic Approach to Chaos; Characterization of Chaotic Dynamical Systems; From Order to Chaos in Dissipative Systems; Chaos in Hamiltonian Systems; Chaos and Information Theory; Coarse-Grained Information and Large Scale Predictability; Chaos in Numerical and Laboratory Experiments; Chaos in Low Dimensional Systems; Spatiotemporal Chaos; Turbulence as a Dynamical System Problem; Chaos and Statistical Mechanics: Fermi-Pasta-Ulam a Case Study. Readership: Students and researchers in science (physics, chemistry, mathematics, biology) and engineering.


Chaos Theory Tamed

Chaos Theory Tamed
Author: Garnett Williams
Publisher: CRC Press
Total Pages: 518
Release: 1997-09-09
Genre: Mathematics
ISBN: 1482295415

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This text aims to bridge the gap between non-mathematical popular treatments and the distinctly mathematical publications that non- mathematicians find so difficult to penetrate. The author provides understandable derivations or explanations of many key concepts, such as Kolmogrov-Sinai entropy, dimensions, Fourier analysis, and Lyapunov exponents.


Chaos Theory in the Social Sciences

Chaos Theory in the Social Sciences
Author: L. Douglas Kiel
Publisher: University of Michigan Press
Total Pages: 364
Release: 1997-09-26
Genre: Business & Economics
ISBN: 9780472084722

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DIVApplications of chaos theory in political science, economics, and sociology /div


Growth Curve Models and Statistical Diagnostics

Growth Curve Models and Statistical Diagnostics
Author: Jian-Xin Pan
Publisher: Springer Science & Business Media
Total Pages: 406
Release: 2012-11-06
Genre: Mathematics
ISBN: 0387218122

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This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. Provided are complete proofs of theorems as well as practical data sets and MATLAB code.


Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes
Author: Yury A. Kutoyants
Publisher: Springer Science & Business Media
Total Pages: 493
Release: 2013-03-09
Genre: Mathematics
ISBN: 144713866X

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The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.