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SPIRES-BOOKS: FIND KEYWORD DISTRIBUTION PROBABILITY THEORY *END*INIT* use /tmp/qspiwww.webspi1/24028.19 QRY 131.225.70.96 . find keyword "distribution probability theory" ( in books using www Cover
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Call number:9783319513133:ONLINE Show nearby items on shelf
Title:Analytical Methods in Statistics AMISTAT, Prague, November 2015
Author(s):
Date:2017
Size:1 online resource (IX, 207 p. 12 illus., 4 illus. in color p.)
Contents:Preface -- A Weighted Bootstrap Procedure for Divergence Minimization Problems (Michel Broniatowski) -- Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs (Xiyu Jiao and Bent Nielsen).-Regression
Quantile and Averaged Regression Quantile Processes (Jana Jurečková) -- Stability and Heavy-tailness (Lev B. Klebanov) -- Smooth Estimation of Error Distribution in Nonparametric Regression under Long Memory (Hira L. Koul and Lihong
Wang) -- Testing Shape Constrains in Lasso Regularized Joinpoint Regression (Matúš Maciak) -- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Michal Pešta and Zdeněk Hlávka) -- On Existence of
Explicit Asymptotically Normal Estimators in Non-Linear Regression Problems (Alexander Sakhanenko) -- On the Behavior of the Risk of a LASSO-Type Estimator (Silvelyn Zwanzig and M. Rauf Ahmad)
ISBN:9783319513133
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Statistics , Probabilities , Statistics , Statistical Theory and Methods , Probability Theory and Stochastic Processes , Statistics for Business/Economics/Mathematical Finance/Insurance
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Call number:9783319500386:ONLINE Show nearby items on shelf
Title:Stochastic Modeling
Author(s): Nicolas Lanchier
Date:2017
Size:1 online resource (XIII, 303 p. 63 illus., 6 illus. in color p.)
Contents:1. Basics of Measure and Probability Theory -- 2. Distribution and Conditional Expectation -- 3. Limit Theorems -- 4. Stochastic Processes: General Definition -- 5. Martingales -- 6. Branching Processes -- 7. Discrete-time Markov
Chains -- 8. Symmetric Simple Random Walks -- 9. Poisson Point and Poisson Processes -- 10. Continuous-time Markov Chains -- 11. Logistic Growth Process -- 12. Wright-Fisher and Moran Models -- 13. Percolation Models -- 14. Interacting
Particle Systems -- 15. The Contact Process -- 16. The Voter Model -- 17. Numerical Simulations in C and Matlab
ISBN:9783319500386
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Mathematics , Mathematical models , Probabilities , Mathematics , Probability Theory and Stochastic Processes , Mathematical Modeling and Industrial Mathematics
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Call number:9781580536127:ONLINE Show nearby items on shelf
Title:Design of linear RF outphasing power amplifiers
Author(s): Xuejun Zhang
Lawrence E. Larson
Peter Asbeck
Date:2003
Publisher:Artech House
Size:1 online resource (200 p.)
Contents:Chapter 1 Introduction -- Power Amplifiers in Wireless Communication Systems -- Characterization of Power Amplifiers for Wireless Communications -- Power Amplifier Waveform Quality -- Measurements -- Power Efficiency Measurements -- Power Amplifier Linearization and Efficiency-Enhancement Techniques -- Outphasing Microwave Power Amplifiers -- Historical Perspectives on Outphasing Power Amplifiers -- Introduction to the Theory of Outphasing Amplification --Chapter 2 Linearity Performance of Outphasing Power Amplifier Systems -- Digital Modulation Techniques -- QPSK and Its Variations -- QAM -- Baseband Filtering of Digit al Data -- Raised Cosine Filter -- Gaussian Filter -- IS-95 Baseband Filter -- Signal Component Separation for Outphasing Amplifiers -- Path Imbalance and Its Effects on Linearity -- Two-Tone Linearity Analysis of an Outphased Amplifier with Path Mismatch Effects -- ACI Estimation with Gain and Phase Mismatch -- Effect of Quadrature Modulator Errors on Linearity -- Quadrature Modulator Error Minimization . Quadrature Modulator Error Effects on Outphasing Systems -- SCS Quantization Error Effects on Outpha sing Systems -- Error Effects of Quantization of the Source Signal -- Error Effects of Quantization of the Quadrature Signal -- Linearity Effects of Reconstruction Filter and DSP Sampling Rate
Chapter 3 Path Mismatch Reduction Techniques for Outphasing Amplifiers -- Correction Schemes Based on Training Vectors -- Baseband Preconditioning of Path Mismatch Errors -- Foreground Calibration Algorithm of Path Mismatch Errors -- Path Mismatch E rror Correction Schemes Transparent to Data Transmission -- Phase-Only Correction Approach -- Simplex Search Algorithm Correction -- Direct Search Algorithm -- Background Calibration Algorithm -- Mismatch Correction Scheme for Broadband Applications -- VC O-Derived Synthesis -- CALLUM -- VLL -- Chapter 4 Power-Combining and Efficiency-Enhancement Techniques -- Power-Combining Techniques for Outphasing Amplifiers -- Amplifier Choices for Outphasing Systems -- Outphasing Amplifier Design Using Class A, B, an d C Amplifiers -- Chireix Power-Combining Technique -- Combiner Design for Switching-Mode (Class D and Class E) Amplifiers -- Analysis of MOSFET-Based Class D Outphasing Amplifier with Lossless Combining -- Simulation and Discussion of MOS-Based Class D w ith Lossless Combining -- Application of Lossy Power Combiners to Outphasing Power Amplifiers -- Probability Distribution of Output Power and Its Impact on Efficiency -- Power Recycling in Outphasing Amplifiers -- Analysis of the Power-Recycling Network f or a Continuous-Wave Signal -- Analysis and Discussion for Linear-Modulated Signals -- Appendix 4A -- Available Power from the Hybrid Combiner -- Recycling Efficiency and VSWR for Arbitrary Diode Model
ISBN:1580533744
Series:Artech House microwave library
Series:eBooks
Series:Artech eBooks
Keywords: Phase shifters. , Amplifiers, Radio frequency. , Power amplifiers.
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Call number:9781493965724:ONLINE Show nearby items on shelf
Title:Statistics and Analysis of Scientific Data
Author(s): Massimiliano Bonamente
Date:2017
Edition:2nd ed. 2017
Size:1 online resource (XVII, 318 p. 40 illus., 4 illus. in color p.)
Contents:Theory of Probability -- Random Variables and Their Distribution -- Sum and Functions of Random Variables -- Estimate of Mean and Variance and Confidence Intervals -- Median, Weighted Mean and Linear Average (NEW) -- Distribution
Function of Statistics and Hypothesis Testing -- Maximum Likelihood Fit to a Two-Variable Dataset -- Goodness of Fit and Parameter Uncertainty -- Systematic Errors and Intrinsic Scatter (NEW) -- Fitting Data with Bivariate Errors (NEW)
-- Comparison Between Models -- Monte Carlo Methods -- Markov Chains and Monte Carlo Markov Chains -- Statistics for Business Sciences and Addition of Multi–Variate Analysis (NEW)
ISBN:9781493965724
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Physics , System theory , Statistics , Applied mathematics , Engineering mathematics , Physics , Mathematical Methods in Physics , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Statistics for Business/Economics/Mathematical Finance/Insurance , Appl.Mathematics/Computational Methods of Engineering , Complex Systems , Statistical Physics and Dynamical Systems
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Call number:SPRINGER-2016-9789462391154:ONLINE Show nearby items on shelf
Title:Lectures on the Mathematics of Quantum Mechanics II: Selected Topics
Author(s): Gianfausto Dell'Antonio
Date:2016
Size:1 online resource (381 p.)
Note:10.2991/978-94-6239-115-4
Contents:Wigner functions Husimi distribution Semiclassical -- Pseudodiffential operators Calderon-Vaillantcourt -- Compact, Shatten-class Carleman operators -- Periodic potentials Theory of Bloch-Floquet-Zak -- Connection with the properties
of a crystal -- Lie-Trotter-Kato formula Wiener process -- Elements of probability theory Sigma algebras -- Ornstein-Uhlenbeck process -- Modular Operator Tomita-Takesaki theory -- Scattering theory Time-dependent formalism -- Time
independent formalisms Flux-across surfaces -- The method of Enss Propagation estimates -- The N-body Quantum System -- Positivity preserving maps -- Hypercontractivity. Logarithmic Sobolev inequalities -- Measure (gage) spaces.
Clifford algebra, C.A.R. relations
ISBN:9789462391154
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Atlantis Studies in Mathematical Physics: Theory and Applications: 2
Keywords: Physics , Mathematical physics , Quantum physics , Mechanics , Physics , Quantum Physics , Mathematical Physics , Mechanics
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Call number:SPRINGER-2016-9783319412139:ONLINE Show nearby items on shelf
Title:The Statistical Physics of Fixation and Equilibration in Individual-Based Models
Author(s): Peter Ashcroft
Date:2016
Size:1 online resource (13 p.)
Note:10.1007/978-3-319-41213-9
Contents:Introduction -- Technical Background -- Finite Populations in Switching Environments -- Fixation Time Distribution -- Metastable States in Cancer Initiation -- The WKB Method: A User-guide -- Conclusions
ISBN:9783319412139
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Physics , Cancer research , Bioinformatics , Game theory , Probabilities , Biomathematics , Sociophysics , Econophysics , Physics , Socio- and Econophysics, Population and Evolutionary Models , Mathematical and Computational Biology , Bioinformatics , Probability Theory and Stochastic Processes , Game Theory, Economics, Social and Behav. Sciences , Cancer Research
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Call number:SPRINGER-2016-9783319263113:ONLINE Show nearby items on shelf
Title:Parametric and Nonparametric Inference for Statistical Dynamic Shape Analysis with Applications
Author(s): Chiara Brombin
Date:2016
Edition:1st ed. 2016
Size:1 online resource (27 p.)
Note:10.1007/978-3-319-26311-3
Contents:Part I Offset Normal Distribution for Dynamic Shapes -- Basic Concepts and Definitions -- Shape Inference and the Offset-Normal Distribution -- Dynamic Shape Analysis Through the Offset-Normal Distribution -- Part II Combination-Based Permutation T ests for Shape Analysis -- Parametric and Non-Parametric Testing of Mean Shapes -- Applications of NPC Methodology -- Shape Inference and the Offset-Normal Distribution.
ISBN:9783319263113
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Mathematical statistics , Computer mathematics , Statistics , Statistical Theory and Methods , Probability and Statistics in Computer Science , Computational Mathematics and Numerical Analysis
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Call number:SPRINGER-2016-9783319201764:ONLINE Show nearby items on shelf
Title:Statistical Methods for Data Analysis in Particle Physics
Author(s): Luca Lista
Date:2016
Edition:1st ed. 2016
Size:1 online resource (59 p.)
Note:10.1007/978-3-319-20176-4
Contents:Preface -- Probability theory -- Probability Distribution Functions -- Bayesian approach to probability -- Random numbers and Monte Carlo Methods -- Parameter estimate -- Confidence intervals -- Hypothesis tests -- Upper Limits --
Bibliography
ISBN:9783319201764
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Lecture Notes in Physics: 909
Keywords: Physics , Elementary particles (Physics) , Quantum field theory , Physical measurements , Measurement , Statistics , Physics , Elementary Particles, Quantum Field Theory , Measurement Science and Instrumentation , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien
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Call number:SPRINGER-2016-9783319072548:ONLINE Show nearby items on shelf
Title:Elements of Probability and Statistics An Introduction to Probability with de Finetti’s Approach and to Bayesian Statistics
Author(s): Francesca Biagini
Date:2016
Edition:1st ed. 2016
Size:1 online resource (27 p.)
Note:10.1007/978-3-319-07254-8
Contents:1 Random numbers -- 2 Discrete distributions -- 3 One-dimensional absolutely continuous distributions -- 4 Multi-dimensional absolutely continuous distributions -- 5 Convergence of distributions -- 6 Discrete time Markov chains -- 7 Continuous time Markov chains -- 8 Statistics -- 9 Combinatorics -- 10 Discrete distributions -- 11 One-dimensional absolutely continuous distributions -- 12 Absolutely continuous and multivariate distributions -- 13 Markov chains -- 14 Statistics -- 15 Elements of comb inatorics -- 16 Relations between discrete and absolutely continuous distributions -- 17 Some discrete distributions -- 18 Some one-dimensional absolutely continuous distributions -- 19 The normal distribution -- 20 Stirling's formula -- 21 Elements of an alysis -- 22 Bidimensional integrals
ISBN:9783319072548
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:UNITEXT: 98
Keywords: Mathematics , Business mathematics , Mathematical statistics , Probabilities , Physics , Statistics , Applied mathematics , Engineering mathematics , Mathematics , Probability Theory and Stochastic Processes , Statistical Theory and Methods , Probability and Statistics in Computer Science , Business Mathematics , Mathematical Methods in Physics , Appl.Mathematics/Computational Methods of Engineering
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Call number:SPRINGER-2014-9788876424991:ONLINE Show nearby items on shelf
Title:Introduction to Stochastic Analysis and Malliavin Calculus [electronic resource]
Author(s): Giuseppe Prato
Date:2014
Publisher:Pisa : Scuola Normale Superiore
Size:1 online resource
Contents:Introduction, Gaussian measures in Hilbert spaces, Gaussian random variables, The Malliavin derivative, Brownian Motion, Markov property of Brownian motion, Itos integral, Itos formula, Stochastic differential equations, Relationship between stocha stic and parabolic equations, Formulae of FeynmanKac and Girsanov, Malliavin calculus, Asymptotic behaviour of transition semigroups, The Dynkin Theorem, Conditional expectation, Martingales, Fixed points depending on parameters, E A basic ergodic theorem
ISBN:9788876424991
Series:eBooks
Series:Springerlink
Series:Publications of the Scuola Normale Superiore : v13
Keywords: Mathematics , Functional analysis , Distribution (Probability theory)
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Call number:SPRINGER-2014-9784431548348:ONLINE Show nearby items on shelf
Title:Advances in Mathematical Economics Volume 18 [electronic resource]
Author(s): Shigeo Kusuoka
Toru Maruyama
Date:2014
Publisher:Tokyo : Springer Japan : Imprint: Springer
Size:1 online resource
Note:A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arisingin economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in gettingnew challenging stimuli from economic th eories with those economists who are seeking effective mathematical tools for their research
Contents:Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M
Point Boundary Condition (Charles Castaing, C. Godet
Thobie, Le Xuan Truongz, Bianca Satco)
Stochastic Mesh Methods For HOrmander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto)
Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski)
A Characterization of Quasi
Concave Function in View of the Integrability Theory (Yuhki Hosoya)
ISBN:9784431548348
Series:eBooks
Series:SpringerLink
Series:Advances in Mathematical Economics, 1866-2226 : v18
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783662439203:ONLINE Show nearby items on shelf
Title:Geometry and Analysis of Fractals [electronic resource] : Hong Kong, December 2012
Author(s): De-Jun Feng
Ka-Sing Lau
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This volume collects thirteen expository or survey articles on topics including Fractal Geometry, Analysis of Fractals, Multifractal Analysis, Ergodic Theory and Dynamical Systems, Probability and Stochastic Analysis, written bythe leading experts in their respective fields. The articles are based on papers presented at the International Conference on Advances on Fractals and Related Topics, held on December 10-14, 2012 at the Chinese University of Hong Kong.The volume offers insights into a number o f exciting, cutting-edge developments in the area of fractals, which has close ties to and applications in other areas such as analysis, geometry, number theory, probability and mathematicalphysics.
Contents:Mandelbrot cascades and related topics
Law of pure types and some exotic spectra of fractal spectral measures
The role of transfer operators and shifts in the study of fractals: encoding
models, analysis and geometry, commutative and non
commutative
Generalized energy inequalities and higher multifractal moments
Some Aspects of Multifractal analysis
Heat kernels on metric measure spaces
Stochastic completeness of jump processes on metric measure spaces
Self similar sets, entropy and additive combinatorics
Quasisymmetric modification of metrics on self
similar sets
Re
ISBN:9783662439203
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v88
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783662437391:ONLINE Show nearby items on shelf
Title:Explosive Percolation in Random Networks [electronic resource]
Author(s): Wei Chen
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This thesis is devoted to the study of the Bohman-Frieze-Wormald percolation model, which exhibits a discontinuous transition at the critical threshold, while the phase transitions in random networks are originally considered tobe robust continuous p hase transitions. The underlying mechanism that leads to the discontinuous transition in this model is carefully analyzed and many interesting critical behaviors, including multiple giant components, multiplephase transitions, and unstable giant component s are revealed. These findings should also be valuable with regard to applications in other disciplines such as physics, chemistry and biology
Contents:Introduction
Discontinuous Explosive Percolation with Multiple Giant Components
Deriving An Underlying Mechanism for Discontinuous Percolation Transitions
Continuous Phase Transitions in Supercritical Explosive Percolation
Unstable Supercritical Discontinuous Percolation Transitions
Algorithm of percolation models
ISBN:9783662437391
Series:eBooks
Series:SpringerLink
Series:Springer Theses, Recognizing Outstanding Ph.D. Research, 2190-5053
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Numerical analysis , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783662436967:ONLINE Show nearby items on shelf
Title:Semigroups, Boundary Value Problems and Markov Processes [electronic resource]
Author(s): Kazuaki Taira
Date:2014
Edition:2nd ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and ellipticboundary value probl ems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of ellipticboundary value problems provides a general clas s of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumpsand continuously in the state space until it 'dies' at the time whe n it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eightre-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with N otes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors inthe first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bib liography. Researchers and graduate students interested in PDEs, functional analysis and probability will find thisvolume useful
Contents:1.Introduction and Main Results
Part I Elements of Analysis
2.Elements of Probability Theory
3.Elements of Functional Analysis
4.Theory of Semigroups
Part II Elements of Partial Differential Equations
5.Theory of Distributions
6.Sobolev and Besov Spaces
7.Theory of Pseudo
Differential Operators
8.Waldenfels Operators and Maximum Principles
Part III Markov Processes, Semigroups and Boundary Value problems
9.Markov Processes, Transition Functions and Feller Semigroups
10.Feller Semigroups and Elliptic Boundary Value Problems
11.Proof of Theorem 1.3
12.Ma
ISBN:9783662436967
Series:eBooks
Series:SpringerLink
Series:Springer Monographs in Mathematics, 1439-7382
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Harmonic analysis , Functional analysis , Differential equations, partial , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783658058296:ONLINE Show nearby items on shelf
Title:Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection [electronic resource]
Author(s): Benedict Baur
Date:2014
Publisher:Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum
Size:1 online resource
Note:Benedict Baur presents modern functional analytic methods for construction and analysis of Feller processes in general and diffusion processes in particular. Topics covered are: Construction of Lp-strong Feller processes usingDirichlet form methods, regularity for solutions of elliptic boundary value problems, construction of elliptic diffusions with singular drift and reflection, Skorokhod decomposition and applications to Mathematical Physics like finiteparticle systems with singular interaction. E mphasize is placed on the handling of singular drift coefficients, as well as on the discussion of pointwise and pathwise properties of the constructed processes rather than just thequasi-everywhere properties commonly known from the general Dirichlet for m theory. Contents Construction of Lp-Strong Feller Processes Elliptic Boundary Value Problems Skorokhod Decomposition for Reflected Diffusions with SingularDrift Particle Systems with singular interaction Target Groups Graduate and PhD students, research ers of Mathematics in the field (Functional) Analysis, Stochastics, Partial Differential Equations and Mathematical Physics The AuthorBenedict Baur has done his doctors degree at the University of Kaiserslautern in topics on Stochastics and Functional Ana lysis.
Contents:Introduction
Construction of Lp
Strong Feller Processes
Elliptic Regularity up to the Boundary
Construction of Elliptic Diffusions
Applications
Construction of the Local Time and Skorokhod Decomposition
Appendix
ISBN:9783658058296
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783642546167:ONLINE Show nearby items on shelf
Title:Modles et mthodes stochastiques [electronic resource] : Une introduction avec applications
Author(s): Pierre Del Moral
Christelle Verg
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:La thorie des probabilits et des processus stochastiques est sans aucun doute l'un des plus importants outils mathmatiques des sciences modernes. Le thorie des probabilit s'illustre dans de nombreux domaines issus de labiologie, de la physique, et de s sciences de l'ingnieur : dynamique des populations, traitement du signal et de l'image, chimie molculaire, conomtrie, sciences actuarielles, mathmatiques financires, ainsi qu'en analyse derisque. Le but de cet ouvrage est de parcourir les principaux mod les et mthodes stochastiques de cette thorie en pleine expansion. Ce voyage ne ncessite aucun bagage spcifique sur la thorie des processus stochastiques. Lesoutils d'analyses ncessaires une bonne comprhension sont donns au fur et mesure de leur construc tion, rvlant ainsi leur ncessit. La thorie des processus stochastiques est une extension naturelle de la thorie desystmes dynamiques des phnomnes alatoires. Elle contient des formalisation d'volutions de phnomnes alatoires rencontrs en physique, en biolo gique, en conomie, ou en sciences de l'ingnieur, mais aussi desalgorithmes d'exploration stochastique d'espaces de solutions complexes pour rsoudre des problmes d'estimation, d'optimisation et d'apprentissage statistique. Des techniques de rsolution avanc es en statistique baysienne, entraitement du signal, en analyse dvnements rares, en combinatoire numrative, en optimisation combinatoire, ainsi qu'en physique et chimie quantique sont exposes dans cet ouvrage. Stochastic Models andMethods Probabilitytheor y and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences:population dynamics, signal and image processing, molecular chemistry, econometrics, actuarial science, financial mathematics, a
ISBN:9783642546167
Series:eBooks
Series:SpringerLink
Series:Mathmatiques et Applications, 1154-483X : v75
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algorithms , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783642542718:ONLINE Show nearby items on shelf
Title:From Particle Systems to Partial Differential Equations [electronic resource] : Particle Systems and PDEs, Braga, Portugal, December 2012
Author(s): Cdric Bernardin
Patricia Gonalves
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th tothe 7th of December, 2 012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants wereresearchers in probability, partial different ial equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and itsrelation with partial differential equations or kinetics theory, a nd to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by Franois Golse onthe derivation of hydrodynamic equations (compressible and incompressible Euler and Navier -Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered bythe short papers are hydrodynamic limits fluctuations phase transitions motions of shocks and antishocks in ex clusion processes large number asymptotics for systems with self-consistent coupling quasi-variational inequalities
Contents:Mini
Course: Fluid dynamic Limits of the Kinetic theory of gases : F. Golse
Short Papers: Stationary quasivariational inequalities with gradient constraint and nonhomogeneous boundary conditions:A. Azevedo, F. Miranda, and L. Santos
Shocks and antishocks in the ASEP conditioned on a low current: V. Belitsky and G.M. Schtz
Superdiffusion of energy in Hamiltonian systems perturbed by a conservative noise: C. Bernardin
Equilibrium fluctuations of additive functionals of zero
range models: C. Bernardin, P. Gonalves, and S. Sethuraman
A survey on Bogoliubov generating functiona
ISBN:9783642542718
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v75
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Differential equations, partial , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783642540752:ONLINE Show nearby items on shelf
Title:Upper and Lower Bounds for Stochastic Processes [electronic resource] : Modern Methods and Classical Problems
Author(s): Michel Talagrand
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:The book develops modern methods and in particular the generic chaining to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given tostable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given incomplete detail, and an ambitious program for future re search is laid out
Contents:0. Introduction
1. Philosophy and Overview of the Book
2. Gaussian Processes and the Generic Chaining
3. Random Fourier Series and Trigonometric Sums, I
4. Matching Theorems I
5. Bernouilli Processes
6. Trees and the Art of Lower Bounds
7. Random Fourier Series and Trigonometric Sums, II
8. Processes Related to Gaussian Processes
9. Theory and Practice of Empirical Processes
10. Partition Scheme for Families of Distances
11. Infinitely Divisible Processes
12. The Fundamental Conjectures
13. Convergence of Orthogonal Series Majorizing Measures
14. Matc
ISBN:9783642540752
Series:eBooks
Series:SpringerLink
Series:Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge / A Series of Modern Surveys in Mathematics, 0071-1136 : v60
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783642405235:ONLINE Show nearby items on shelf
Title:An Introduction to Markov Processes [electronic resource]
Author(s): Daniel W Stroock
Date:2014
Edition:2nd ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including studentsfrom engineering, econ omics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes.Applications are dispersed throughout the book. In addition, a whole chapter isdevoted to reversible processes and the use of thei r associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm.The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing isthe section with a new technique for computing stationarymeasures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for span ning trees in a connected graph
Contents:Preface
Random Walks, a Good Place to Begin
Doeblin's Theory for Markov Chains
Stationary Probabilities
More about the Ergodic Theory of Markov Chains
Markov Processes in Continuous Time
Reversible Markov Processes
A minimal Introduction to Measure Theory
Notation
References
Index
ISBN:9783642405235
Series:eBooks
Series:SpringerLink
Series:Graduate Texts in Mathematics, 0072-5285 : v230
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783642400759:ONLINE Show nearby items on shelf
Title:Lvy Processes and Their Applications in Reliability and Storage [electronic resource]
Author(s): Mohamed Abdel-Hameed
Date:2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This book covers Lvy processes and their applications in the contexts of reliability and storage. Special attention is paid to life distributions and the maintenance of devices subject to degradation estimating the parametersof the degradation proces s is also discussed, as is the maintenance of dams subject to Lvy input
Contents:Preface
Notation and Terminology
Lvy Processes and Their Characteristics
Degradation Processes
Storage Models: Control of Dams Using P^M_{\lambda,\tau}Policies
Appendix
Index.
ISBN:9783642400759
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Industrial engineering
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Call number:SPRINGER-2014-9783642376320:ONLINE Show nearby items on shelf
Title:Fluctuations of Lvy Processes with Applications [electronic resource] : Introductory Lectures
Author(s): Andreas E Kyprianou
Date:2014
Edition:2nd ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Lvy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas ofclassical and modern stocha stic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markovprocesses. This textbook is based on a series of gradu ate courses concerning the theory and application of Lvy processes from the perspective of their path fluctuations. Central to the presentation is the decomposition of paths interms of excursions from the running maximum as well as an understanding of sho rt- and long-term behaviour. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results andapplications often focus on the case of Lvy processes with jumps in only one direction, for which re cent theoretical advances have yielded a higher degree of mathematical tractability. The second edition additionally addresses recentdevelopments in the potential analysis of subordinators, Wiener-Hopf theory, the theory of scale functions and their appli cation to ruin theory, as well as including an extensive overview of the classical and modern theory of positiveself-similar Markov processes. Each chapter has a comprehensive set of exercises. Andreas Kyprianou has a degree in Mathematics from the Univer sity of Oxford and a Ph.D. in Probability Theory from The University of Sheffield. He iscurrently a Professor of Probability at the University of Bath, having held academic positions in Mathematics and Statistics Departments at the London School of Econom ics, Edinburgh University, Utrecht University and Heriot-WattUniversity, besides working for nearly two years as a research mathematician in the oil industry. His research is focused on pure and a
Contents:Lvy Processes and Applications
The LvyIt Decomposition and Path Structure
More Distributional and Path
Related Properties
General Storage Models and Paths of Bounded Variation
Subordinators at First Passage and Renewal Measures
The WienerHopf Factorisation
Lvy Processes at First Passage
Exit Problems for Spectrally Negative Processes
More on Scale Functions
Ruin Problems and Gerber
Shiu Theory
Applications to Optimal Stopping Problems
Continuous
State Branching Processes
Positive Self
similar Markov Processes
Epilogue
Hints for Exercises
ISBN:9783642376320
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319083322:ONLINE Show nearby items on shelf
Title:A Course on Rough Paths [electronic resource] : With an Introduction to Regularity Structures
Author(s): Peter K Friz
Martin Hairer
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Lyons rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough andeasily accessible introduct ion to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory ofdeterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such aspredictability or the martingale property. The study of stochastic PDEs has recen tly led to a significant extension the theory of regularity structures and the last parts of this book are devoted to a gentle introduction. Mostof this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arg uments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upperundergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than It integration a gainst Brownian motion is required as background
Contents:Introduction
The space of rough paths
Brownian motion as a rough path
Integration against rough paths
Stochastic integration and Itos formula
DoobMeyer type decomposition for rough paths
Operations on controlled rough paths
Solutions to rough differential equations
Stochastic differential equations
Gaussian rough paths
CameronMartin regularity and applications
Stochastic partial differential equations
Introduction to regularity structures
Operations on modelled distributions
Application to the KPZ equation
ISBN:9783319083322
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential Equations , Differential equations, partial , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319081298:ONLINE Show nearby items on shelf
Title:Tychastic Measure of Viability Risk [electronic resource]
Author(s): Jean-Pierre Aubin
Luxi Chen
Olivier Dordan
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand, and measuring the risk by computing the hedgingexit time function assoc iating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term tychastic viability measure of risk is anevolutionary alternative to statistical measures, whe n dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners
Contents:Part I Description, Illustration and Comments of the Results
The Viabilist Portfolio Performance and Insurance Approach
Technical and Quantitative Analysis of Tubes
Uncertainty on Uncertainties
Part II Mathematical Proofs
Why Viability Theory? A Survival Kit
General Viabilist Portfolio Performance and Insurance Problem
ISBN:9783319081298
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319079653:ONLINE Show nearby items on shelf
Title:Problems from the Discrete to the Continuous [electronic resource] : Probability, Number Theory, Graph Theory, and Combinatorics
Author(s): Ross G Pinsky
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates. The book takes a number ofspecific problems and solves them, the needed tools developed along the way in the context of the particular problems. It treats a mlange of topics from combinatorial probability theory, number theory, random graph theory andcombinatorics. The problems in this book involve the asymp totic analysis of a discrete construct as some natural parameter of the system tends to infinity. Besides bridging discrete mathematics and mathematical analysis, the book makesa modest attempt at bridging disciplines. The problems were selected with an e ye toward accessibility to a wide audience, including advanced undergraduate students. The book could be used for a seminar course in which students presentthe lectures
Contents:Partitions With Restricted Summands or The Money Changing Problem
The Asymptotic Density of Relatively Prime Pairs and of Square
Free Numbers
A One
Dimensional Probabilistic Packing Problem
The Arcsine Laws for the One
Dimensional Simple Symmetric Random Walk
The Distribution of Cycles in Random Permutations
Chebyshev's Theorem on the Asymptotic Density of the Primes
Mertens' Theorems on the Asymptotic Behavior of the Primes
The Hardy
Ramanujan Theorem on the Number of Distinct Prime Divisors
The Largest Clique in a Random Graph and Applications to Tampering Detection
ISBN:9783319079653
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Combinatorics , Number theory , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319078427:ONLINE Show nearby items on shelf
Title:Probability on Compact Lie Groups [electronic resource]
Author(s): David Applebaum
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Probability theory on compact Lie groups deals with the interaction between chance and symmetry, a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applicationsin statistics and engineering (par ticularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topicspresented are: the study of measures via the non-commutative F ourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures, and the statistical problem of deconvolution. Theemphasis on compact (rather than general) Lie groups helps readers to get acquaint ed with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance ofthese groups for applications. The book is primarily aimed at researchers working in probability, stochast ic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists,statisticians and engineers who are working on related applications. A background in first year graduate level measure theoreti c probability and functional analysis is essential a background in Lie groups and representation theory iscertainly helpful but the first two chapters also offer orientation in these subjects
Contents:Introduction
1.Lie Groups
2.Representations, Peter
Weyl Theory and Weights
3.Analysis on Compact Lie Groups
4.Probability Measures on Compact Lie Groups
5.Convolution Semigroups of Measures
6.Deconvolution Density Estimation
Appendices
Index
Bibliography
ISBN:9783319078427
Series:eBooks
Series:SpringerLink
Series:Probability Theory and Stochastic Modelling, 2199-3130 : v70
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Topological Groups , Harmonic analysis , Fourier analysis , Functional analysis , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319077796:ONLINE Show nearby items on shelf
Title:Geometric Modeling in Probability and Statistics [electronic resource]
Author(s): Ovidiu Calin
Constantin Udrite
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions. This is a field that is increasingly attracting the interest ofresearchers from many different areas of science, including mathematics, statistics, geometry, computer science, signal processing, physics and neuroscience. It is the authors hope that the present book will be a valuable referencefor researchers and graduate students in one of the afo rementioned fields. This textbook is a unified presentation of differential geometry and probability theory, and constitutes a text for a course directed at graduate or advancedundergraduate students interested in applications of differential geometry in probability and statistics. The book contains over 100 proposed exercises meant to help students deepen their understanding, and it is accompanied bysoftware that is able to provide numerical computations of several information geometric objects. The read er will understand a flourishing field of mathematics in which very few books have been written so far
Contents:Part I: The Geometry of Statistical Models
Statistical Models
Explicit Examples
Entropy on Statistical Models
KullbackLeibler Relative Entropy
Informational Energy
Maximum Entropy Distributions
Part II: Statistical Manifolds
An Introduction to Manifolds
Dualistic Structure
Dual Volume Elements
Dual Laplacians
Contrast Functions Geometry
Contrast Functions on Statistical Models
Statistical Submanifolds
Appendix A: Information Geometry Calculator
ISBN:9783319077796
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Geometry , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2014-9783319077284:ONLINE Show nearby items on shelf
Title:The Influence of Demographic Stochasticity on Population Dynamics [electronic resource] : A Mathematical Study of Noise-Induced Bistable States and Stochastic Patterns
Author(s): Tommaso Biancalani
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The dynamics of population systems cannot be understood within the framework of ordinary differential equations, which assume that the number of interacting agents is infinite. With recent advances in ecology, biochemistry andgenetics it is becoming increasingly clear that real systems are in fact subject to a great deal of noise. Relevant examples include social insects competing for resources, molecules undergoing chemical reactions in a cell and a poolof genomes subject to evolution.When the popul ation size is small, novel macroscopic phenomena can arise, which can be analyzed using the theory of stochastic processes. This thesis is centered on two unsolved problems in populationdynamics: the symmetry breaking observed in foraging populations, and the robustness of spatial patterns. We argue that these problems can be resolved with the help of two novel concepts: noise-induced bistable states and stochasticpatterns
ISBN:9783319077284
Series:eBooks
Series:SpringerLink
Series:Springer Theses, Recognizing Outstanding Ph.D. Research, 2190-5053
Series:Physics and Astronomy (Springer-11651)
Keywords: Ecology , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319068749:ONLINE Show nearby items on shelf
Title:Geomathematics: Theoretical Foundations, Applications and Future Developments [electronic resource]
Author(s): Frits Agterberg
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This book provides a wealth of geomathematical case history studies performed by the author during his career at the Ministry of Natural Resources Canada, Geological Survey of Canada (NRCan-GSC). Several of the techniques newlydeveloped by the author and colleagues that are described in this book have become widely adopted, not only for further research by geomathematical colleagues, but by government organizations and industry worldwide. These includeWeights-of-Evidence modelling, mineral resource e stimation technology, trend surface analysis, automatic stratigraphic correlation and nonlinear geochemical exploration methods. The author has developed maximum likelihood methodologyand spline-fitting techniques for the construction of the international numerical geologic timescale. He has introduced the application of new theory of fractals and multifractals in the geostatistical evaluation of regional mineralresources and ore reserves and to study the spatial distribution of metals in rocks. The book also contains sections deemed important by the author but that have not been widely adopted because they require further research. Theseinclude the geometry of preferred orientations of contours and edge effects on maps, time series analysis of Quaternary retreating ice sheet related sedimentary data, estimation of first and last appearances of fossil taxa fromfrequency distributions of their observed first and last occurrences, tectonic reactivation along pre-existing schistosity planes in fold belts, us e of the grouped jackknife method for bias reduction in geometrical extrapolations, andnew applications of the theory of permanent, volume-independent frequency distributions
Contents:Foreword
Preface
1. Complexity of the Geological Framework and Use of Mathematics
2. Probability and Statistics
3.Maximum Likelihood, Lognormality and Compound Distributions
4.Correlation, Method of Least Squares, Linear Regression and the General Linear Model
5.Prediction of Occurrence of Discrete Events
6. Autocorrelation and Geostatistics
7.2D and 3D Trend Analysis
8.Statistical Analysis of Directional Features
9. Automated Stratigraphic Correlation, Splining and Geological Timescales
10. Fractals
11. Multifractals and Singularity Analysis
12
ISBN:9783319068749
Series:eBooks
Series:SpringerLink
Series:Quantitative Geology and Geostatistics, 0924-1973 : v18
Series:Mathematics and Statistics (Springer-11649)
Keywords: Geography , Geochemistry , GeologyxMathematics , Geology, Structural , Mines and mineral resources , Paleontology
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Call number:SPRINGER-2014-9783319066899:ONLINE Show nearby items on shelf
Title:Chemical Kinetics, Stochastic Processes, and Irreversible Thermodynamics [electronic resource]
Author(s): Moiss Santilln
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This book brings theories in nonlinear dynamics, stochastic processes, irreversible thermodynamics, physical chemistry, and biochemistry together in an introductory but formal and comprehensive manner. Coupled with examples, thetheories are developed stepwise, starting with the simplest concepts and building upon them into a more general framework. Furthermore, each new mathematical derivation is immediately applied to one or more biological systems. Thelast chapters focus on applying mathematical an d physical techniques to study systems such as: gene regulatory networks and ion channels. The target audience of this book are mainly final year undergraduate and graduate students with asolid mathematical background (physicists, mathematicians, and engi neers), as well as with basic notions of biochemistry and cellular biology. This book can also be useful to students with a biological background who are interestedin mathematical modeling, and have a working knowledge of calculus, differential equations, and a basic understanding of probability theory
Contents:Brief Introduction to Chemical Kinetics
Brief Introduction to Thermodynamics
Different Approaches to Analyzing a Simple Chemical Reaction
Molecule Synthesis and Degradation
Enzymatic Reactions
Receltor
Ligand Interaction
Cooperativity
Gene Expression and Regulation
Ion Channel Dynamics and Ion Transport Across Memberanes
References
Index
ISBN:9783319066899
Series:eBooks
Series:SpringerLink
Series:Lecture Notes on Mathematical Modelling in the Life Sciences, 2193-4789
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Chemistry Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319066745:ONLINE Show nearby items on shelf
Title:Input Modeling with Phase-Type Distributions and Markov Models [electronic resource] : Theory and Applications
Author(s): Peter Buchholz
Jan Kriege
Iryna Felko
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in thearea. Due to progress mad e in recent years with respect to new algorithms to generate PH distributions and Markovian arrival processes from measured data, the models outlined are useful alternatives to other distributions or stochasticprocesses used for input modeling. Graduate s tudents and researchers in applied probability, operations research and computer science along with practitioners using simulation or analytical models for performance analysis and capacityplanning will find the unified notation and up-to-date results pre sented useful. Input modeling is the key step in model based system analysis to adequately describe the load of a system using stochastic models. The goal of inputmodeling is to find a stochastic model to describe a sequence ofmeasurements from a real sys tem to model for example the inter-arrival times of packets in a computer network or failure times of components in a manufacturing plant.Typical application areas are performance and dependability analysis of computer systems, communication networks, log istics or manufacturing systems but also the analysis of biological or chemical reaction networks and similarproblems. Often the measured values have a high variability and are correlated. Its been known for a long time that Markov based models like phase type distributions or Markovian arrival processes are very general and allow one tocapture even complex behaviors. However, the parameterization of these models results often in a complex and non-linear optimization problem. Only recently, several new re sults about the modeling capabilities of Markov based models andalgorithms to fit the parameters of those models have been published
Contents:1. Introduction
2. Phase Type Distributions
3. Parameter Fitting for Phase Type Distributions
4. Markovian Arrival Processes
5. Parameter Fitting of MAPs
6. Stochastic Models including PH Distributions and MAPs
7. Software Tools
8. Conclusion
References
Index
ISBN:9783319066745
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Mathematics, 2191-8198
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer software , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319066530:ONLINE Show nearby items on shelf
Title:Modern Problems in Insurance Mathematics [electronic resource]
Author(s): Dmitrii Silvestrov
Anders Martin-Lf
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This book is a compilation of 21 papers presented at the International Cramr Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several largeresearch communities in mo dern insurance mathematics and its applications. The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems inlife and non-life insurance, and related topics i n applied and financial mathematics. The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers,research students and experts from the insurance business. In this way, Moder n Problems in Insurance Mathematics will contribute to the development of research and academyindustry co-operation in the area of insurance mathematicsand its applications
Contents:International Cramer Symposium on Insurance Mathematics
Harald Cramer and Insurance Mathematics
100 Years of the Scandinavian Actuarial Journal
A Note on GerberShiu Functions with an Application
Improved Asymptotics for Ruin Probabilities
Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non
Polynomial Perturbations
Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes
Coherent Risk Measures under Dominated Variation
Estimation of the Ruin Probability in Infinite Time for Heavy Right
Tailed Losses
A Si
ISBN:9783319066530
Series:eBooks
Series:SpringerLink
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319066325:ONLINE Show nearby items on shelf
Title:General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions [electronic resource]
Author(s): Qi L
Xu Zhang
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in thedeterministic infinite dimensi onal setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusionterm contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagintype maximum principle for thiskind of general control systems: this book aims to give a solution to thi s problem. This bookwill beuseful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations
ISBN:9783319066325
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Mathematics, 2191-8198
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Systems theory , Mathematical optimization , Distribution (Probability theory) , Statistics
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Call number:SPRINGER-2014-9783319061764:ONLINE Show nearby items on shelf
Title:Exercises in Analysis [electronic resource] : Part 1
Author(s): Leszek Gasiksi
Nikolaos S Papageorgiou
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Exercises in Analysis will be published in two volumes. This first volume covers problems in five core topics of mathematical analysis: metric spaces topological spaces measure, integration, and Martingales measure andtopology and functional analysis . Each of five topics correspond to a different chapter with inclusion of the basic theory and accompanying main definitions and results, followed by suitable comments and remarks for betterunderstanding of the material. At least 170 exercises/problems ar e presented for each topic, with solutions available at the end of each chapter. The entire collection of exercises offers a balanced and useful picture for theapplication surrounding each topic. This nearly encyclopedic coverage of exercises in mathemat ical analysis is the first of its kind and is accessible to a wide readership. Graduate students will find the collection of problemsvaluable in preparation for their preliminary or qualifying exams as well as for testing their deeper understanding of the material. Exercises are denoted by degree of difficulty. Instructors teaching courses that include one or all ofthe above-mentioned topics will find the exercises of great help in course preparation. Researchers in analysis may find this Work useful as a summary of analytic theories published in one accessible volume
Contents:1. Metric Spaces
2. Topological Spaces
3. Measure, Integral, and Martingales
4. Measures and Topology
5. Functional Analysis
Other Problem Books
List of Symbols
Index
ISBN:9783319061764
Series:eBooks
Series:SpringerLink
Series:Problem Books in Mathematics, 0941-3502
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Distribution (Probability theory) , Topology
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Call number:SPRINGER-2014-9783319058559:ONLINE Show nearby items on shelf
Title:Renewal Processes [electronic resource]
Author(s): Kosto V Mitov
Edward Omey
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This monograph serves as an introductory text to classical renewal theory and some of its applications for graduate students and researchers in mathematics and probability theory. Renewal processes play an important part inmodeling many phenomena in insurance, finance, queuing systems, inventory control and other areas. In this book, an overview of univariate renewal theory is given and renewal processes in the non-lattice and lattice case are discussed.A pre-requisite is a basic knowledge of probabi lity theory
Contents:Preface
Renewal Processes
Discrete Time Renewal Processes
Extensions and Applications
Appendix: Convolutions and Laplace Transforms
ISBN:9783319058559
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2014-9783319058528:ONLINE Show nearby items on shelf
Title:An Introduction to Random Interlacements [electronic resource]
Author(s): Alexander Drewitz
Balzs Rth
Artm Sapozhnikov
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Thisbook gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn about the fundamental resultsand methods of this rap idly emerging field of research. The model was introduced by Sznitman in 2007 in order to describe the local picture left by the trace of a random walk on a large discrete torus when it runs up to timesproportional to the volume of the torus. Random inter lacements is a new percolation model on the d-dimensional lattice. The main results covered by the book include the full proof of the local convergence of random walk trace on thetorus to random interlacements and the full proof of the percolation phase t ransition of the vacant set of random interlacements in all dimensions. The reader will become familiar with the techniques relevant to working with theunderlying Poisson Process and the method of multi-scale renormalization, which helps in overcoming the challenges posed by the long-range correlations present in the model. The aim is to engage the reader in the world of randominterlacements by means of detailed explanations, exercises and heuristics. Each chapter ends with short survey of related results with up-to date pointers to the literature
Contents:Random Walk, Green Function, Equilibrium Measure
Random Interlacements: First Definition and Basic Properties
Random Walk on the Torus and Random Interlacements
Poisson Point Processes
Random Interlacements Point Process
Percolation of the Vacant Set
Source of Correlations and Decorrelation via Coupling
Decoupling Inequalities
Phase Transition of Vu
Coupling of Point Measures of Excursions
ISBN:9783319058528
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Mathematics, 2191-8198
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319057231:ONLINE Show nearby items on shelf
Title:Invariant Probabilities of Transition Functions [electronic resource]
Author(s): Radu Zaharopol
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transitionfunctions, and are studied in this book. The results obtained are useful in ergodic theory and the theory of dynamical systems, which, in turn, can be applied in various other areas (like number theory). They are illustrated usingtransition functions defined by flows, semiflows, a nd one-parameter convolution semigroups of probability measures. In this book, all results on transition probabilities that have been published by the author between 2004 and 2008 areextended to transition functions. The proofs of the results obtained are new. For transition functions that satisfy very general conditions the book describes an ergodic decomposition that provides relevant information on the structureof the corresponding set of invariant probabilities. Ergodic decomposition means a splitting of the state space, where the invariant ergodic probability measures play a significant role. Other topics covered include: characterizationsof the supports of various types of invariant probability measures and the use of these to obtain criteria for un ique ergodicity, and the proofs of two mean ergodic theorems for a certain type of transition functions. The book will beof interest to mathematicians working in ergodic theory, dynamical systems, or the theory of Markov processes. Biologists, physicists and economists interested in interacting particle systems and rigorous mathematics will also findthis book a valuable resource. Parts of it are suitable for advanced graduate courses. Prerequisites are basic notions and results on functional analysis, gen eral topology, measure theory, the Bochner integral and some of itsapplications
Contents:Introduction
1.Transition Probabilities
2.Transition Functions
3.Vector Integrals and A.E. Convergence
4.Special Topics
5.The KBBY Ergodic Decomposition, Part I
6.The KBBY Ergodic Decomposition, Part II
7.Feller Transition Functions
Appendices: A.Semiflows and Flows: Introduction
B.Measures and Convolutions
Bibliography
Index
ISBN:9783319057231
Series:eBooks
Series:SpringerLink
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Operator theory , Potential theory (Mathematics) , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319057149:ONLINE Show nearby items on shelf
Title:Stochastic Differential Equations, Backward SDEs, Partial Differential Equations [electronic resource]
Author(s): Etienne Pardoux
Aurel Rcanu
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations(PDEs), and financial mathe matics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. Theauthors present in particular the theory of ref lected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K.It in the 1940s, in order to construct the path of diffusion process es (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had beenstudied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has become an important subject of Mathematics and Applied Mathematics, because of its mathematical richness and its importance forapplications in many areas of Physics, Biology, Economics and Finance, where random processes play an increasingly important role. One important aspect is the connection between diffusion processes and linear partial differentialequations of second order, which is in particular the basis for Monte Carlo numerical methods for linear PDEs. Since the pioneering work of Peng and P ardoux in the early 1990s, a new type of SDEs called backward stochastic differentialequations (BSDEs) has emerged. The two main reasons why this new class of equations is important are the connection between BSDEs and semilinear PDEs, and the fact that B SDEs constitute a natural generalization of the famous Black andScholes model from Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models in Finan
Contents:Introduction
Background of Stochastic Analysis
Itos Stochastic Calculus
Stochastic Differential Equations
SDE with Multivalued Drift
Backward SDE
Annexes
Bibliography
Index
ISBN:9783319057149
Series:eBooks
Series:SpringerLink
Series:Stochastic Modelling and Applied Probability, 0172-4568 : v69
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319053233:ONLINE Show nearby items on shelf
Title:New Advances in Statistical Modeling and Applications [electronic resource]
Author(s): Antnio Pacheco
Rui Santos
Maria do Rosrio Oliveira
Carlos Daniel Paulino
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This volume presents selected papers from the XIXth Congress of the Portuguese Statistical Society, held in the town of Nazar, Portugal, from September 28 to October 1, 2011. All contributions were selected after a thoroughpeer-review process. It cov ers a broad range of papers in the areas of statistical science, probability and stochastic processes, extremes and statistical applications
Contents:Part I Statistical Science: The Non
Mathematical Side of Statistics(Joo A. Branco)
Outliers: The Strength of Minors (Fernando Rosado)
Resampling Methodologiesin the Field ofStatistics ofUnivariateExtremes(M. Ivette Gomes)
Robust Functional Principal Component Analysis (Juan Lucas Bali and Graciela Boente)
Testing the Maximum by the Mean in Quantitative Group (Joo Paulo Martins, Rui Santos and Ricardo Sousa)
Testing Serial Correlation Using the Gauss
Newton Regression (Efignio Rebelo, Patrcia Oom do Valle and Rui Nunes)
Part II Probability and Stochastic Pr
ISBN:9783319053233
Series:eBooks
Series:SpringerLink
Series:Studies in Theoretical and Applied Statistics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2014-9783319049724:ONLINE Show nearby items on shelf
Title:Statistical Theory and Inference [electronic resource]
Author(s): David J Olive
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum varianceestimators and the Cram er-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much moreaccessible to students by using the theory of exp onential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand namedistributions are used to illustrate the theory with many examples of exponentia l families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages ofsolutions
Contents:Probability and Expectations
Multivariate Distributions
Exponential Families
Sufficient Statistics
Point Estimation I
Point Estimation II
Testing Statistical Hypotheses
Large Sample Theory
Confidence Intervals
Some Useful Distributions
Bayesian Methods
Stuff for Students
ISBN:9783319049724
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics
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Call number:SPRINGER-2014-9783319048611:ONLINE Show nearby items on shelf
Title:Janus-Faced Probability [electronic resource]
Author(s): Paolo Rocchi
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The problem of probability interpretation was long overlooked before exploding in the 20th century, when the frequentist and subjectivist schools formalized two conflicting conceptions of probability. Beyond the radical followersof the two schools, a circle of pluralist thinkers tends to reconcile the opposing concepts. The author uses two theorems in order to prove that the various interpretations of probability do not come into opposition and can be used indifferent contexts. The goal here is to cl arify the multifold nature of probability by means of a purely mathematical approach and to show how philosophical arguments can only serve to deepen actual intellectual contrasts. The book canbe considered as one of the most important contributions in th e analysis of probability interpretation in the last 10-15 years
Contents:1 Interpretations of Probability
2 A Mathematical Approach to the Interpretation Problem
3 Probability Validation
4 About the Compatibility of Methods
5 Criticism on the Philosophical Pollution
6Some Remarks on the Argument of Probability
7Classical Modeling of the Probability Argument
8 Structural Modeling of the Probability Argument
9Mathematical Definitions of Probability on the Basis of the Structural Model
10 Exploring into the Essence of Events.
ISBN:9783319048611
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Logic, Symbolic and mathematical , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319048079:ONLINE Show nearby items on shelf
Title:Analytic and Probabilistic Approaches to Dynamics in Negative Curvature [electronic resource]
Author(s): Franoise Dal'Bo
Marc Peign
Andrea Sambusetti
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The work of E. Hopf and G.A. Hedlund, in the 1930s, on transitivity and ergodicity of the geodesic flow for hyperbolic surfaces, marked the beginning of the investigation of the statistical properties and stochastic behavior ofthe flow. The first cen tral limit theorem for the geodesic flow was proved in the 1960s by Y. Sinai for compact hyperbolic manifolds. Since then, strong relationships have been found between the fields of ergodic theory, analysis, andgeometry. Different approaches and new tools have been developed to study the geodesic flow, including measure theory, thermodynamic formalism, transfer operators, Laplace operators, and Brownian motion. All these different points ofview have led to a deep understanding of more general dynamical sy stems, in particular the so-called Anosov systems, with applications to geometric problems such as counting, equirepartition, mixing, and recurrence properties of theorbits. This book comprises two independent texts that provide a self-contained introduct ion to two different approaches to the investigation of hyperbolic dynamics. The first text, by S. Le Borgne, explains the method of martingalesfor the central limit theorem. This approach can be used in several situations, even for weakly hyperbolic flow s, and the author presents a good number of examples and applications to equirepartition and mixing. The second text, by F.Faure and M. Tsujii, concerns the semiclassical approach, by operator theory: chaotic dynamics is described through the spectrum of the associated transfer operator, with applications to the asymptotic counting of periodic orbits. Thebook will be of interest for a broad audience, from PhD and Post-Doc students to experts working on geometry and dynamics
ISBN:9783319048079
Series:eBooks
Series:SpringerLink
Series:Springer INdAM Series, 2281-518X : v9
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Operator theory , Global differential geometry , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319047201:ONLINE Show nearby items on shelf
Title:Applications of Mathematics and Informatics in Science and Engineering [electronic resource]
Author(s): Nicholas J Daras
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Analysis, assessment, and data management are core competencies for operation research analysts. This volume addresses a number of issues and developed methods for improving those skills. It is an outgrowth of a conference heldin April 2013 at the He llenic Military Academy, and brings together a broad variety of mathematical methods and theories with several applications. It discusses directions and pursuits of scientists that pertain to engineeringsciences. It is also presents the theoretical backgr ound required for algorithms and techniques applied to a large variety of concrete problems. A number of open questions as well as new future areas are also highlighted. This bookwill appeal to operations research analysts, engineers, community decision m akers, academics, the military community, practitioners sharing the current state-of-the-art, and analysts from coalition partners. Topics coveredinclude Operations Research, Games and Control Theory, Computational Number Theory and Information Security, Scientific Computing and Applications, Statistical Modeling and Applications, Systems of Monitoring and Spatial Analysis
Contents:Parametric Design and Optimization of Multi
Rotor Aerial Vehicles (C. Ampatis, E. Papadopoulos)
Scattering Relations for a Multi
Layered Chiral Scatterer in an Achiral Environment (C. Athanasiadis, E. Athanasiadou, S. Dimitroula, E. Kikeri)
Almost Periodic Solutions of NavierStokesOhm Type Equations in Megneto
Hydrodynamics (E.S. Athanasiadou, V.F. Dionysatos, P.N. Koumantos, P.K. Pavlakos)
Admission Control Policies in a Finite Capacity Geo/Geo/1 Queue under Partial State Observations (A. Burnetas, Ch. Kokaliaris)
Error Bounds for Trapezoid Type Quadrature Rules with Applica
ISBN:9783319047201
Series:eBooks
Series:SpringerLink
Series:Springer Optimization and Its Applications, 1931-6828 : v91
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Number theory , Mathematical optimization , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319044866:ONLINE Show nearby items on shelf
Title:Risk - A Multidisciplinary Introduction [electronic resource]
Author(s): Claudia Klppelberg
Daniel Straub
Isabell M Welpe
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across disciplines, promotes better risk management practices and contributes to thedevelopment of risk mana gement methodologies. Book chapters explain fundamental risk models and measurement, and address risk and security issues from diverse areas such as finance and insurance, health sciences, life sciences,engineering and information science. Integrated Risk Sciences is an emerging field, that considers risks in different fields aiming at a common language, and at sharing and improving methods developed in different fields. Readersshould have a Bachelor degree and at least one basic university course in stat istics and probability. The main goal of the book is to provide basic knowledge on risk and security in a common language the authors have taken particularcare to ensure that each chapter can be understood by doctoral students and researchers across disci plines. Each chapter provides simple case studies and examples, open research questions and discussion points, and a selectedbibliography inviting the reader to further studies
Contents:Introduction
Part One. Risk in History and Science: Zachmann, K.: Risk in historical perspective: concepts, contexts, and conjunctions
Ltge, C., Schnebel, E., Westphal, N.: Risk management and business ethics: integrating the human factor
Straub, D., Welpe, I.: Decision
making under risk: a normative and behavioral perspective
Mainzer, K.: The new role of mathematical modelling and its importance for society
Part Two. Quantitative Risk Methodology: Biagini, F. , Meyer
Brandis, T. and Svindland, G. :The mathematical concept of risk
Fasen, V., Klppelberg, C., Menzel, A.: Qu
ISBN:9783319044866
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Geology , Computer science , Distribution (Probability theory) , Statistics , System safety , Climatic changes
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Call number:SPRINGER-2014-9783319043944:ONLINE Show nearby items on shelf
Title:Brownian Motion and its Applications to Mathematical Analysis [electronic resource] : cole d't de Probabilits de Saint-Flour XLIII 2013
Author(s): Krzysztof Burdzy
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:These lecture notes provide an introduction to the applications of Brownian motion to analysis and, more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of realrandom phenomena, fro m chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in deterministicfields of mathematics. The notes include a brie f review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochasticanalysis to Neumann eigenfunctions, Neumann heat kernel and the heat equ ation in time-dependent domains
Contents:1. Brownian motion
2. Probabilistic proofs of classical theorems
3. Overview of the hot spots problem
4. Neumann eigenfunctions and eigenvalues
5. Synchronous and mirror couplings
6. Parabolic boundary Harnack principle
7. Scaling coupling
8. Nodal lines
9. Neumann heat kernel monotonicity
10. Reflected Brownian motion in time dependent domains
ISBN:9783319043944
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Mathematics, 0075-8434 : v2106
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Potential theory (Mathematics) , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319038865:ONLINE Show nearby items on shelf
Title:Superconcentration and Related Topics [electronic resource]
Author(s): Sourav Chatterjee
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:A certain curious feature of random objects, introduced by the author as super concentration, and two related topics, chaos and multiple valleys, are highlighted in this book. Although super concentration hasestablished itself as a recognized feature in a number of areas of probability theory in the last twenty years (under a variety of names), the author was the first to discover and explore its connections with chaos and multiplevalleys. He achieves a substantial degree of simplification and clarit y in the presentation of these findings by using the spectral approach. Understanding the fluctuations of random objects is one of the major goals of probabilitytheory and a whole subfield of probability and analysis, called concentration of measure, is d evoted to understanding these fluctuations. This subfield offers a range of tools for computing upper bounds on the orders of fluctuations ofvery complicated random variables. Usually,concentration of measure is useful when more direct problem-specific ap proaches fail as a result, it has massively gained acceptance over the last forty years. And yet, there is a largeclass of problems in which classical concentration of measure produces suboptimal bounds on the order of fluctuations. Here lies the substant ial contribution of this book, which developed from a set of six lectures the author firstheld at the Cornell Probability Summer School in July 2012. The book is interspersed with a sizable number of open problems for professional mathematicians as well a s exercises for graduate students working in the fields of probabilitytheory and mathematical physics. The material is accessible to anyone who has attended a graduate course in probability
Contents:Preface
1.Introduction
2.Markov semigroups
3.Super concentration and chaos
4.Multiple valleys
5.Talagrands method for proving super concentration
6.The spectral method for proving super concentration
7.Independent flips
8.Extremal fields
9.Further applications of hypercontractivity
10.The interpolation method for proving chaos
11.Variance lower bounds
12.Dimensions of level sets
Appendix A. Gaussian random variables
Appendix B. Hypercontractivity
Bibliography
Indices
ISBN:9783319038865
Series:eBooks
Series:SpringerLink
Series:Springer Monographs in Mathematics, 1439-7382
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319035123:ONLINE Show nearby items on shelf
Title:Modern Stochastics and Applications [electronic resource]
Author(s): Volodymyr Korolyuk
Nikolaos Limnios
Yuliya Mishura
Lyudmyla Sakhno
Georgiy Shevchenko
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures, andexperiments. Accessible to re searchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas, and methodologies in the fields of optimization, physics, finance, probability,hydrodynamics, reliability, decision making, mathem atical finance, mathematical physics, and economics. Contributions to this Work include those of selected speakers from the international conference entitled Modern Stochastics:Theory and Applications III, held on September 10 14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochasticanalysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics, and information security.
Contents:Part I: Probability Distributions in Applications
Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch)
Application of
sub
Gaussian random processes in queueing theory (Kozachenko, Yamnenko)
A review on time
changed pseudo processes and the related distributions (Orsingher)
Reciprocal processes: a stochastic analysis approach (Roelly). Part II: Stochastic Equations
Probabilistic counterparts of nonlinear parabolic PDE systems (Belopolskaya)
Finite
time blowup and existence of global positive solutions of semilinear SPDEs with fractional noise (Dozzi,
ISBN:9783319035123
Series:eBooks
Series:SpringerLink
Series:Springer Optimization and Its Applications, 1931-6828 : v90
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Information systems , Matrix theory , Finance , Mathematical optimization , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319031521:ONLINE Show nearby items on shelf
Title:Random Walks on Disordered Media and their Scaling Limits [electronic resource] : cole d't de Probabilits de Saint-Flour XL - 2010
Author(s): Takashi Kumagai
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:In these lecture notes, we will analyze the behavior of random walk on disordered mediaby means ofboth probabilistic and analytic methods, and will study the scalinglimits. We will focus on the discrete potential theory andhow the theory is effective ly used in the analysis of disordered media.Thefirst few chapters of the notes can be used as an introduction to discrete potential theory. Recently, there has beensignificantprogress onthetheoryof random walkon disordered media such as fractals and rand om media.Random walk on a percolation cluster(the ant in the labyrinth)is one of the typical examples. In 1986, H. Kesten showedtheanomalousbehavior of a random walk on a percolation cluster at critical probability. Partly motivated by this work, analysis and diffusion processes on fractals have been developed since the late eighties. As a result, various new methods havebeen produced to estimate heat kernels on disordered media. These developments are summarized in the notes
Contents:Introduction
Weighted graphs and the associated Markov chains
Heat kernel estimates General theory
Heat kernel estimates using effective resistance
Heat kernel estimates for random weighted graphs
Alexander
Orbach conjecture holds when two
point functions behave nicely
Further results for random walk on IIC
Random conductance model
ISBN:9783319031521
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Mathematics, 0075-8434 : v2101
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Potential theory (Mathematics) , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319026428:ONLINE Show nearby items on shelf
Title:Multiple Wiener-It Integrals [electronic resource] : With Applications to Limit Theorems
Author(s): Pter Major
Date:2014
Edition:2nd ed. 2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here non-linearfunctionals of stationary Ga ussian fields are considered, and it is shown that the theory of WienerIt integrals provides a valuable tool in their study. More precisely, a version of these random integrals is introduced thatenables us to combine the technique of random integrals and Fourier analysis. The most important results of this theory are presented together with some non-trivial limit theorems proved with their help. This work is a new, revisedversion of a previous volume written with the goalof giving a better explanation of some of the details and the motivation behind the proofs. It does not contain essentially new results it was written to give a better insight to theold ones. In particular, a more detailed explanation of generalized fields is included to show that what is at the first sight a rather formal object is actually a useful tool for carryingout heuristic arguments
ISBN:9783319026428
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Mathematics, 0075-8434 : v849
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319022314:ONLINE Show nearby items on shelf
Title:Strong and Weak Approximation of Semilinear Stochastic Evolution Equations [electronic resource]
Author(s): Raphael Kruse
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finiteelement methods with Eu ler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error ofconvergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution.This approach is based on Bismuts integration by parts formula and the Malli avin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergenceis proven for linear SEEq
Contents:Introduction
Stochastic Evolution Equations in Hilbert Spaces
Optimal Strong Error Estimates for Galerkin Finite Element Methods
A Short Review of the Malliavin Calculus in Hilbert Spaces
A Malliavin Calculus Approach to Weak Convergence
Numerical Experiments
Some Useful Variations of Gronwalls Lemma
Results on Semigroups and their Infinitesimal Generators
A Generalized Version of Lebesgues Theorem
References
Index
ISBN:9783319022314
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Mathematics, 0075-8434 : v2093
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Numerical analysis , Distribution (Probability theory)
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Call number:SPRINGER-2014-9783319015897:ONLINE Show nearby items on shelf
Title:Non-commutative Multiple-Valued Logic Algebras [electronic resource]
Author(s): Lavinia Corina Ciungu
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This monograph provides a self-contained and easy-to-read introduction to non-commutative multiple-valued logic algebras a subject which has attracted much interest in the past few years because of its impact on informationscience, artificial intelli gence and other subjects. A study of the newest results in the field, the monograph includes treatment of pseudo-BCK algebras, pseudo-hoops, residuated lattices, bounded divisible residuated lattices,pseudo-MTL algebras, pseudo-BL algebras and pseudo-MV algebras. It provides a fresh perspective on new trends in logic and algebrasin thatalgebraic structures can be developed into fuzzy logics which connect quantum mechanics,mathematical logic, probability theory, algebra and soft computing. Written in a c lear, concise and direct manner, Non-Commutative Multiple-Valued Logic Algebras will be of interest to masters and PhD students, as well asresearchers in mathematical logic and theoretical computer science
Contents:Pseudo
BCK algebras
Pseudo
hoops
Residuated lattices
Other non
commutative multiple
valued logic algebras
Classes of non
commutative residuated structures
States on multiple
valued logic algebras
Measures on pseudo
BCK algebras
Generalized states on residuated structures
Pseudo
hoops with internal states
ISBN:9783319015897
Series:eBooks
Series:SpringerLink
Series:Springer Monographs in Mathematics, 1439-7382
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algebra , Logic, Symbolic and mathematical , Distribution (Probability theory)
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