Alexander Bulinski's Books

Limit Theorems For Associated Random Fields And Related Systems

By: Alexander Bulinski,Alexey Shashkin

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Limit Theorems For Associated Random Fields And Related Systems

By: Alexander Bulinski,Alexey Shashkin

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.).

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Page Count

447

Publisher

World Scientific

Published Date

ISBN 10

9814474576

ISBN 13

9789814474573

A Course of Stochastic Analysis

By: Alexander Melnikov

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A Course of Stochastic Analysis

By: Alexander Melnikov

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.

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Page Count

214

Publisher

Springer Nature

Published Date

ISBN 10

3031253264

ISBN 13

9783031253263

Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

By: Dmytro Gusak,Alexander Kukush,Alexey Kulik,Yuliya Mishura,Andrey Pilipenko

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Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

By: Dmytro Gusak,Alexander Kukush,Alexey Kulik,Yuliya Mishura,Andrey Pilipenko

Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

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Page Count

379

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387878629

ISBN 13

9780387878621

Limit Theorems For Associated Random Fields And Related Systems

By: Alexander Bulinski,Alexey Shashkin

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Limit Theorems For Associated Random Fields And Related Systems

By: Alexander Bulinski,Alexey Shashkin

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

447

Publisher

World Scientific

Published Date

ISBN 10

9814474576

ISBN 13

9789814474573

Book's by Alexander Bulinski

Limit Theorems For Associated Random Fields And Related Systems

Limit Theorems For Associated Random Fields And Related Systems

A Course of Stochastic Analysis

A Course of Stochastic Analysis

Theory of Stochastic Processes

Theory of Stochastic Processes

Limit Theorems For Associated Random Fields And Related Systems

Limit Theorems For Associated Random Fields And Related Systems

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