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Probabilistic Applications of Tauberian Theorems

Probabilistic Applications of Tauberian Theorems
Author: Arsen L. Yakimiv
Publisher: Walter de Gruyter
Total Pages: 236
Release: 2012-03-20
Genre: Mathematics
ISBN: 3110195291

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The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.


Probabilistic Applications of Tauberian Theorems

Probabilistic Applications of Tauberian Theorems
Author: Arsen Li︠u︡bomirovich I︠A︡kymiv
Publisher:
Total Pages: 233
Release: 2005
Genre: Differential equations, Elliptic
ISBN: 9789047411956

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The Tauberian theory has found a widespread application in probability theory. Despite the strong interest of probabilists in Tauberian theorems, no book specially devoted to this topic has been published yet. This monograph is intended to fill this gap.


Tauberian Theory and Its Applications

Tauberian Theory and Its Applications
Author: Alekseĭ Georgievich Postnikov
Publisher: American Mathematical Soc.
Total Pages: 150
Release: 1980
Genre: Mathematics
ISBN: 9780821830482

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AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, 2ND ED, VOL 2

AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, 2ND ED, VOL 2
Author: Willliam Feller
Publisher: John Wiley & Sons
Total Pages: 708
Release: 2008-08
Genre:
ISBN: 9788126518067

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· The Exponential and the Uniform Densities· Special Densities. Randomization· Densities in Higher Dimensions. Normal Densities and Processes· Probability Measures and Spaces· Probability Distributions in Rr· A Survey of Some Important Distributions and Processes· Laws of Large Numbers. Applications in Analysis· The Basic Limit Theorems· Infinitely Divisible Distributions and Semi-Groups· Markov Processes and Semi-Groups· Renewal Theory· Random Walks in R1· Laplace Transforms. Tauberian Theorems. Resolvents· Applications of Laplace Transforms· Characteristic Functions· Expansions Related to the Central Limit Theorem,· Infinitely Divisible Distributions· Applications of Fourier Methods to Random Walks· Harmonic Analysis


Tauberian Theorems for Generalized Functions

Tauberian Theorems for Generalized Functions
Author: V.S. Vladimirov
Publisher: Springer Science & Business Media
Total Pages: 308
Release: 2012-12-06
Genre: Mathematics
ISBN: 9400928319

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Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. The Scandal of Father G. K. Chesterton. 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.


Heavy-Tail Phenomena

Heavy-Tail Phenomena
Author: Sidney I. Resnick
Publisher: Springer Science & Business Media
Total Pages: 412
Release: 2007-12-03
Genre: Mathematics
ISBN: 0387450246

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This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. 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 a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.


Stability Problems for Stochastic Models: Theory and Applications

Stability Problems for Stochastic Models: Theory and Applications
Author: Alexander Zeifman
Publisher: MDPI
Total Pages: 370
Release: 2021-03-05
Genre: Mathematics
ISBN: 3036504524

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The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.


Tauberian Theory

Tauberian Theory
Author: Jacob Korevaar
Publisher: Springer Science & Business Media
Total Pages: 497
Release: 2013-03-09
Genre: Mathematics
ISBN: 3662102250

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Tauberian theory compares summability methods for series and integrals, helps to decide when there is convergence, and provides asymptotic and remainder estimates. The author shows the development of the theory from the beginning and his expert commentary evokes the excitement surrounding the early results. He shows the fascination of the difficult Hardy-Littlewood theorems and of an unexpected simple proof, and extolls Wiener's breakthrough based on Fourier theory. There are the spectacular "high-indices" theorems and Karamata's "regular variation", which permeates probability theory. The author presents Gelfand's elegant algebraic treatment of Wiener theory and his own distributional approach. There is also a new unified theory for Borel and "circle" methods. The text describes many Tauberian ways to the prime number theorem. A large bibliography and a substantial index round out the book.


Limit Theorems For Associated Random Fields And Related Systems

Limit Theorems For Associated Random Fields And Related Systems
Author: Alexander Bulinski
Publisher: World Scientific
Total Pages: 447
Release: 2007-09-05
Genre: Mathematics
ISBN: 9814474576

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This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).