This book is devoted to the study of multivariate discrete q-distributions, which is greatly facilitated by existing multivariate q-sequences and q-functions.
Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass.
This volume, containing selected papers presented during the COSMEX '89 meeting, provides readers with integrative and innovative articles on many aspects on many aspects of stochastic methods and their applications to experimental sciences.
As with previous symposiums, the main objective of the Sixth International Symposium is to publish papers (of both technical and practical nature) to present new findings uncovered by theoretical results which may have the potential to contribute solutions to real-life problems.
Main themes are complete integrability, bi-Hamiltonian structures, hierarchies, impact on string theory, links with quantum groups, random perturbations of deterministic dynamics and the onset of stochasticity/chaos/ in case of particle motion, and the relation between randomness and quantisation.
The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.
The main topics covered in this proceedings include: Interacting Particle Systems, Markov Processes and Potential Theory, Random Fields, Stochastic Analysis, Large Deviation Theory, Fractals and Superprocesses; Nonparametric Analysis, Robust Analysis, Multivariate Analysis, The Projection Pursuit, The Jackknife, Time Series, Linear Model, Regression and Limit Theorems.
The symposium discusses and explores the current and future development of some aspects of the theory of nonlinear control systems, adaptive control and filtering, robust control and Hinfinity optimization, stochastic systems and white noise analysis, etc.
This volume contains papers which were presented at a series of short meetings collectively entitled "e;Stochastics and Quantum Mechanics"e; held in Swansea over the summer of 1990.
This volume contains a selection of papers on recent developments in fields such as stochastic processes, multivariate data analysis and stochastic models in operations research, earth and life sciences and information theory, from an applicative perspective.
As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related.
This volume contains papers which were presented at a meeting entitled "e;Stochastic Analysis and Applications"e; held at Gregynog Hall, Powys, from the 9th - 14th July 1995.
The Taniguchi International workshop on 'New Trends in Stochastic Analysis' was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994.
This book describes some mathematical and physical aspects of emulsion behavior, starting from the fundamental theories of diffusion, Brownian movement and sedimentation of particles in a fluid (Chapters 1, 2 and 3 respectively).
This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity.
This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin.
New Edition: Ocean Surface Waves: Their Physics and Prediction (3rd Edition)This book is intended as a handbook for professionals and researchers in the areas of Physical Oceanography, Ocean and Coastal Engineering and as a text for graduate students in these fields.
This book is an exposition of a new approach to the Navier-Stokes equations, using powerful techniques provided by nonstandard analysis, as developed by the authors.
This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.
This research monograph discusses newly developed mathematical models and methods that provide biologically meaningful inferences from data on cancer latency produced by follow-up and discrete surveillance studies.
This book of lecture notes contains theoretical background material required for computer generation of random fields, which is of interest in various fields of applied mathematics.
Quantum Probability and Related Topics is a series of volumes whose goal is to provide a picture of the state of the art in this rapidly growing field where classical probability, quantum physics and functional analysis merge together in an original synthesis which, for 20 years, has been enriching these three areas with new ideas, techniques and results.
The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics.
This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field.
This book studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena.
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering.
