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SPIRES-BOOKS: FIND KEYWORD ECONOMICS,GENERAL *END*INIT* use /tmp/qspiwww.webspi1/14570.191 QRY 131.225.70.96 . find keyword economics,general ( in books using www Cover
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Call number:9783319510347:ONLINE Show nearby items on shelf
Title:Network Games, Control, and Optimization Proceedings of NETGCOOP 2016, Avignon, France
Author(s):
Date:2017
Size:1 online resource (XIV, 234 p. 49 illus., 38 illus. in color p.)
Contents:Altman, E., Jain, A., Hayel, Y., Finite Improvement Property in a Stochastic Game Arising in Competition over Popularity in Social Networks -- Altman, E., Jain, A., Shimkin, N., Touati, C., Overview on Dynamic Games for Analyzing
Competition in the Internet and in Online Social Networks -- Altman, E., Touati, C., Load Balancing Congestion Games and their Asymptotic Behavior -- Bachmann, I., Morales, F., Silva, A., Bustos-Jimenez, J., Go-Index: Applying Supply
Networks Principles as Internet Robustness Metrics -- Belhadj Amor, S., Perlaza, S., Decentralized K-User Gaussian Multiple Access Channels -- Berri, S., Varma, V., Lasaulce, S., Radjef, M., Correlated Equilibria in Wireless Power
Control Games -- Chorppath, A., Zappone, A., Jorswieck, E., Alpcan, T., An Energy-Efficiency Game in Relay-Assisted D2D Networks with Malicious Devices -- Courcoubetis, C., Dimakis, A., Kanakakis, M., Minimally Intrusive Server
Policies for Background Data Transfers -- De Pellegrini, F., Massaro, A., Goratti, L., Rachid, E., Bounded Generalized Kelly Mechanism for Multi-Tenant Caching in Mobile Edge Clouds -- Douros, V., Toumpis, S., Polyzos, G., Power
Control and Bargaining for Cellular Operator Revenue Increase under Licensed Spectrum Sharing -- Grammatico, S., An Incentive Mechanism for Agents Playing Competitive Aggregative Games -- Hamidouche, K., Saad, W., Debbah, M.,
Multi-Games for LTE and WiFi Coexistence over Unlicensed Channels -- Hasan, C., Marina, M., Energy-Efficient User Association in Broadcast Transmission -- Ju, M., Zhou, F., Xiao, S., Torres-Moreno, J., Spectrum Shared p-Cycle Design in
Elastic Optical Networks with/without Spectrum Conversion Capabilities -- Chaitanya, A., Mukherji, U., Sharma, V., Learning Equilibria of a Stochastic Game on Gaussian Interference Channels with Incomplete Information -- Legenvre, F.,
Altman, E., Hayal, Y., Potential Game Approach to Virus Attack in Network General Topology -- Marcastel, A., Belmega, E., Mertikopoulos, P., Fijalkow, I., Interfernce Mitigation via Pricing in Time-Varying Cognitive Radio Systems --
Silva, A., Opinion Manipulation in Social Networks -- Taynitskiy, V., Gubar, E., Zhu, Q., Optimal Security Policy for Protection against Heterogeneous Malware -- Wu, H., Zhou, F., Zhu, Z., Chen, Y., An Experimental Comparison of
Routing and Spectrum Assignment Algorithms in Elastic Optical Networks -- Zhang, C., Varma, V., Lasaulce, S., Robust Power Modulation for Channel State Information Exchange
ISBN:9783319510347
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Mathematics , Computer science , Game theory , System theory , Computer mathematics , Applied mathematics , Engineering mathematics , Mathematics , Game Theory, Economics, Social and Behav. Sciences , Systems Theory, Control , Mathematical Applications in Computer Science , Math Applications in Computer Science , Appl.Mathematics/Computational Methods of Engineering
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Call number:9783319459011:ONLINE Show nearby items on shelf
Title:First Complex Systems Digital Campus World E-Conference 2015
Author(s):
Date:2017
Size:1 online resource (VIII, 424 p. 120 illus., 96 illus. in color p.)
Contents:Welcome to CS-DC’15 -- Reconstructing multi-scale dynamics -- Machine learning methods -- A formal model to compute uncertain continuous data -- Knowledge maps -- Analysis of a Planetary Scale Scientific Collaboration Dataset Reveals
Novel Patterns -- Epistemology of integrative and predictive sciences -- Information science and the complexity: are we orientated to a transdisciplinary science? -- Synthesis of ecology, biology and ethnographic data -- Bayesian
Causalities, Mappings, and Phylogenies: A Social Science Gateway for Modeling Complexity in Ethnographic, Archaeo-, Eco- and Bio-logical Variables -- Multi-level modeling -- Statistical and dynamical properties of networks -- Community
detection as an efficient way to attack real networks -- From particles to complex matter -- Chemical garden -- Assembly of molecular metal oxides from the nano to the macroscale via chemical gardens -- Physics of complex systems --
Viscosity scaling in hydrodynamic instabilities in porous media -- A general approach to the linear stability analysis of miscible viscous fingering in porous media -- From individual to social cognition -- From individual to social
cognition: Piaget, Jung and commons -- Ecological approach of sport and sport education -- Ecological Dynamics: a theoretical framework for understanding sport performance, physical education and physical -- Emerging dance movements
under ecological constraints in Contact Improvisation dancers with different background -- Emerging collective shared behaviors from individual exploration in football small-sided games -- Adaptability in swimming pattern: how do
swimmers adapt propulsive action as a function of speed? -- Backstroke start performance prediction -- Flexible perception-action strategies for follow-the-leader coordination -- Dynamic process of pulmonary data analysis: from the
athlete mouth to the coach’s hands -- From processing units to computational ecosystems to the cloud -- A multi-agent system approach to load-balancing and resource allocation for distributed computing -- Integrative science of
education -- POEM-COPA Collaborative Open Peer Assessment -- Implications of agent-based computational modeling and simulation for preventive education in children with ADHD -- MOOC as a complex system -- From fields to territories to
the planet -- Integrative logistics -- Logistics and Territory integrative approach -- Process modeling of an international transport chain through the simulation tool SIMPROCESS -- Dynamic emissions reduction from vehicles with
technical and behavioral approach -- 4p-factories (e-lab) -- Is the Lean Organisation a complex system? -- An artificial immune ecosystem model for hybrid cloud supervision -- Engineering of territory sustainability -- Spatialisation
of Soil Erosion Susceptibility Using USLE Model -- Social patterns in multicultural environments Matrimonial patterns and trans-ethnic entities -- Economics as a complex evolutionist system -- A study of heterogeneity in a stock market
simulator based on a model of agents that learn from experience in a market with multiple stocks -- Are innovation systems complex systems? -- From molecules to ecosphere -- Ocean biogeochemical dynamics -- Frontal systems as
mechanisms of fish aggregation -- Lagrangian approach to phytoplankton mesoscale biogeography in the Kerguelen region -- Lyapunov exponents and oceanic fronts.
ISBN:9783319459011
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Physics , Data mining , System theory , Computational intelligence , Complexity, Computational , Physics , Complex Systems , Complex Systems , Complexity , Data Mining and Knowledge Discovery , Computational Intelligence , Biological and Medical Physics, Biophysics
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Call number:SPRINGER-2016-9783662496961:ONLINE Show nearby items on shelf
Title:Generated Dynamics of Markov and Quantum Processes
Author(s): Martin Janßen
Date:2016
Size:1 online resource (1 p.)
Note:10.1007/978-3-662-49696-1
Contents:Introduction - Dynamics of Relevant Variables- Generated Dynamics -- Formal Solutions -- Special Solutions -- Observables, States, Entropy and Generating Functionals -- Symmetries and Breaking of Symmetries -- Topology -- Selected
Applications
ISBN:9783662496961
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Physics , Economics, Mathematical , Engineering , Physics , Theoretical, Mathematical and Computational Physics , Engineering, general , Quantitative Finance
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Call number:SPRINGER-2016-9783319310893:ONLINE Show nearby items on shelf
Title:Brownian Motion, Martingales, and Stochastic Calculus
Author(s): Jean-François Le Gall
Date:2016
Size:1 online resource (1 p.)
Note:10.1007/978-3-319-31089-3
Contents:Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stoch astic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
ISBN:9783319310893
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Graduate Texts in Mathematics: 274
Keywords: Mathematics , Measure theory , Economics, Mathematical , System theory , Mathematical models , Probabilities , Mathematics , Probability Theory and Stochastic Processes , Quantitative Finance , Measure and Integration , Mathematical Modeling and Industrial Mathematics , Systems Theory, Control
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Call number:SPRINGER-2016-9783319280615:ONLINE Show nearby items on shelf
Title:Applied Impulsive Mathematical Models
Author(s): Ivanka Stamova
Date:2016
Size:1 online resource (318 p.)
Note:10.1007/978-3-319-28061-5
Contents:Introduction.-Basic Theory -- Impulsive Biological Models -- Impulsive Models in Population Dynamics -- Impulsive Neural Networks -- Impulsive Models in Economics -- References -- Index
ISBN:9783319280615
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , System theory , Statistical physics , Mathematics , Systems Theory, Control , Nonlinear Dynamics , Mathematical Biology in General , Quantitative Finance
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Call number:SPRINGER-2016-9783319279398:ONLINE Show nearby items on shelf
Title:Mathematics in Everyday Life
Author(s): John Haigh
Date:2016
Edition:1st ed. 2016
Size:1 online resource (14 p.)
Note:10.1007/978-3-319-27939-8
Contents:Money -- Differential Equations -- Sport and Games -- Business Applications -- Social Sciences -- TV Game Shows
ISBN:9783319279398
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Differential equations , Game theory , Mathematical models , Mathematics , Mathematics, general , Ordinary Differential Equations , Game Theory, Economics, Social and Behav. Sciences , Mathematical Modeling and Industrial Mathematics
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Call number:SPRINGER-2016-9783319255897:ONLINE Show nearby items on shelf
Title:Stochastic Analysis for Finance with Simulations
Author(s): Geon Ho Choe
Date:2016
Size:1 online resource (107 p.)
Note:10.1007/978-3-319-25589-7
Contents:Preface -- Acknowledgements -- List of Figures -- List of Tables -- List of Simulations -- Fundamental Concepts -- Financial Derivatives -- The Lebesgue Integral -- Basic Probability Theory -- Conditional Expectation -- Stochastic Processes -- Brown ian Motion -- Girsanov's Theorem -- The Reflection Principle of Brownian Motion -- The Ito Integral -- The Ito Formula -- Stochastic Differential Equations -- The Feynmann-Kac Theorem -- The Binomial Tree Method for Option Pricing -- The Black-Scholes-Mer ton Differential Equation -- The Martingale Method -- Pricing of Vanilla Options -- Pricing of Exotic Options -- American Options -- The Capital Asset Pricing Model -- Dynamic Programming -- Bond Pricing -- Interest Rate Models -- Numeraires -- Numerical Estimation of Volatility -- Time Series -- Random Numbers -- The Monte Carlo Method for Option Pricing -- Numerical Solution of the Black-Scholes-Merton Equation -- Numerical Solution of Stochastic Differential Equations. Appendices --
Solutions for Selected Problems -- Glossary -- References -- Index.
ISBN:9783319255897
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , Mathematics , Mathematics, general , Quantitative Finance
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Call number:SPRINGER-2014-9788132217862:ONLINE Show nearby items on shelf
Title:Optimal Mixture Experiments [electronic resource]
Author(s): B.K Sinha
N.K Mandal
Manisha Pal
P Das
Date:2014
Publisher:New Delhi : Springer India : Imprint: Springer
Size:1 online resource
Note:The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which includes topics like continuousdesigns, de la Garza p henomenon, Loewner order domination, Equivalence theorems for different optimality criteria and standard optimality results for single variable polynomial regression and multivariate linear and quadraticregression models. This is followed by a review of t he available literature on estimation of parameters in mixture models. Based on recent research findings, the volume also introduces optimal mixture designs for estimation of optimummixing proportions in different mixture models, which include Scheffs qua dratic model, Darroch-Waller model, log- contrast model, mixture-amount models, random coefficient models and multi-response model. Robust mixture designsand mixture designs in blocks have been also reviewed. Moreover, some applications of mixture designs in areas like agriculture, pharmaceutics and food and beverages have been presented. Familiarity with the basic concepts of designand analysis of experiments, along with the concept of optimality criteria are desirable prerequisites for a clear understan ding of the book. It is likely to be helpful to both theoreticians and practitioners working in the area ofmixture experiments
Contents:Chapter 1. Mixture Models and Mixture Designs: Scope of the Monograph
Chapter 2. Optimal Regression Designs
Chapter 3. Parameter Estimation in Linear and Quadratic Mixture Models
Chapter 4. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model
Chapter 5. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model under Constrained Factor Space
Chapter 6. Optimal Mixture Designs for Estimation of Natural Parameters in Other Mixture Models
Chapter 7. Optimal Designs for Estimation of Optimum Mixture in Scheffs Quadratic M
ISBN:9788132217862
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Statistics, 0930-0325 : v1028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical optimization , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9783319035185:ONLINE Show nearby items on shelf
Title:Networks of Networks: The Last Frontier of Complexity [electronic resource]
Author(s): Gregorio D'Agostino
Antonio Scala
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:The present work is meant as a reference to provide an organic and comprehensive view of the most relevant results in the exciting new field of Networks of Networks (NetoNets). Seminal papers have recently been published posingthe basis to study what happens when different networks interact, thus providing evidence for the emergence of new, unexpected behaviors and vulnerabilities. From those seminal works, the awareness on the importance understandingNetworks of Networks (NetoNets) has spread to the entire community of Complexity Science. The reader will benefit from the experience of some of the most well-recognized leaders in this field. The contents have been aggregated underfour headings General Theory, Phenomenology, Applications and Risk Asses sment. The reader will be impressed by the different applications of the general paradigm that span from physiology, to financial risk, to transports. We arecurrently making the first steps to reduce the distance between the language and the way of thinki ng of the two communities of experts in real infrastructures and the complexity scientists. Although this path may prove to be long, itis extremely promising, both in extending our understanding of complex systems and in finding concrete applications that can enhance the life quality of millions of people
Contents:Part I Theoretical Approaches
Network of Interdependent Networks: Overview of Theory and Applications (18 April 2013)
Avalanches in Multiplex and Interdependent Networks
Multiple Networks
Modeling Interconnected Networks as Random Graphs: Connectivity and Systemic Risk
Thresholds and Complex Dynamics of Interdependent Cascading Infrastructure Systems
Part II Applications
Characterizing Relevant Network Structure with Reliability Polynomials
Spatial Effects: Transport on Interdependent Networks
Electrical Networks An Introduction
Smart Grid as Multi
Layer In
ISBN:9783319035185
Series:eBooks
Series:SpringerLink
Series:Understanding Complex Systems, 1860-0832
Series:Physics and Astronomy (Springer-11651)
Keywords: Engineering , Economics, Mathematical
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Call number:SPRINGER-2014-9781461495338:ONLINE Show nearby items on shelf
Title:Genericity in Nonlinear Analysis [electronic resource]
Author(s): Simeon Reich
Alexander J Zaslavski
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:This book presents an extensive collection of state-of-the-art results and references in nonlinear functional analysis demonstrating how the generic approach proves to be very useful in solving many interesting and importantproblems. Nonlinear analys is plays an ever-increasing role in theoretical and applied mathematics, as well as in many other areas of science such as engineering, statistics, computer science, economics, finance, and medicine. The textmay be used as supplementary material for gradu ate courses in nonlinear functional analysis, optimization theory and approximation theory, and is a treasure trove for instructors, researchers, and practitioners in mathematics and inthe mathematical sciences. Each chapter is self-contained proofs are solid and carefully communicated. Genericity in Nonlinear Analysis is the first book to systematically present the generic approach to nonlinear analysis. Topicspresented include convergence analysis of powers and infinite products via the Baire Category Theorem, fixed point theory of both single- and set-valued mappings, best approximation problems, discrete and continuous descent methods forminimization in a general Banach space, and the structure of minimal energy configurations with rational numbers i n the AubryMather theory
Contents:Preface
1. Introduction
2. Fixed Point Results and Convergence of Powers of Operators
3. Contractive Mappings
4. Dynamical Systems with Convex Lyapunov Functions
5. Relatively Nonexpansive Operators with Respect to Bregman Distances
6. Infinite Products
7.Best Approximation
8. Descent Methods
9. Set
Valued Mappings
References
Index
ISBN:9781461495338
Series:eBooks
Series:SpringerLink
Series:Developments in Mathematics, 1389-2177 : v34
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Operator theory , Mathematical optimization
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Call number:SPRINGER-2013-9789491216831:ONLINE Show nearby items on shelf
Title:An Introduction to Order Statistics [electronic resource]
Author(s): Mohammad Ahsanullah
Valery B Nevzorov
Mohammad Shakil
Date:2013
Publisher:Paris : Atlantis Press : Imprint: Atlantis Press
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents the theory of order statistics in a way, such that beginners can get easily acquainted with the very basis of the theory without having to work through heavily involved techniques. At the same time moreexperienced readers can check their level of understanding and polish their knowledge with certain details. This is achieved by, on the one hand, stating the basic formulae and providing many useful examples to illustrate thetheoretical statements, while on the other hand an upgraded list of references will make it easier to gain insight into more specialized results. Thus this book is suitable for a readership working in statistics, actuarial mathematics,reliability engineering, meteorology, hydrology, business economics, sports ana lysis and many more
Note:Springer eBooks
Contents:Basic definitions
Distributions of order statistics
Sample quantiles and ranges
Representations for order statistics
Conditional distributions of order statistics
Order statistics for discrete distributions
Moments of order statistics: general relations
Moments of uniform and exponential order statistics
Moment relations for order statistics: normal distribution
Asymptotic behavior of the middle and intermediate order statistics
Asymptotic behavior of the extreme order statistics
Some properties of estimators based on order statistics
Minimum variance linear u
ISBN:9789491216831
Series:e-books
Series:SpringerLink (Online service)
Series:Atlantis Studies in Probability and Statistics, 1879-6893 : v3
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Mathematical statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9783642368097:ONLINE Show nearby items on shelf
Title:Analyzing Compositional Data with R [electronic resource]
Author(s): K. Gerald van den Boogaart
Raimon Tolosana-Delgado
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents the statistical analysis of compositional data sets, i.e., data in percentages, proportions, concentrations, etc. The subject is covered from its grounding principles to the practical use in descriptiveexploratory analysis, robust linear models and advanced multivariate statistical methods, including zeros and missing values, and paying special attention to data visualization and model display issues. Many illustrated examples andcode chunks guide the reader into their modeling and interpretation. And, though the book primarily serves as a reference guide for the R package compositions, it is also a general introductory text on Compositional DataAnalysis. Awareness of their special characteristics spread in the Geosciences in the e arly sixties, but a strategy for properly dealing with them was not available until the works of Aitchison in the eighties. Since then, research hasexpanded our understanding of their theoretical principles and the potentials and limitations of their inte rpretation. This is the first comprehensive textbook addressing these issues, as well as their practical implications withregard to software. The book is intended for scientists interested in statistically analyzing their compositional data. The subject e njoys relatively broad awareness in the geosciences and environmental sciences, but the spectrum ofrecent applications also covers areas like medicine, official statistics, and economics. Readers should be familiar with basic univariate and multivariate s tatistics. Knowledge of R is recommended but not required, as the book isself-contained
Note:Springer eBooks
Contents:Introduction
Fundamental Concepts of Compositional Data Analysis
Distributions for Random Compositions
Descriptive Analysis of Compositional Data
Linear Models for Compositions
Multivariate Statistics
Zeroes, Missings and Outliers
References
Index.
ISBN:9783642368097
Series:e-books
Series:SpringerLink (Online service)
Series:Use R!
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Geochemistry , Mathematical statistics
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Call number:SPRINGER-2013-9783642335907:ONLINE Show nearby items on shelf
Title:Mathematical Risk Analysis [electronic resource] : Dependence, Risk Bounds, Optimal Allocations and Portfolios
Author(s): Ludger Rschendorf
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical riskanalysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text thatpresents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence andto the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant tooptimal risk allocation, optimal portfolio problems as well as to the optimization of insuran ce contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortablyreading and working with the present volume, which is intended for graduate students, practitioners and researchers a nd can serve as a reference resource for the main concepts and techniques.
Note:Springer eBooks
Contents:Preface
Part I: Stochastic Dependence and Extremal Risk
1 Copulas, Sklar's Theorem, and Distributional Transform
2 Frchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Ma
ISBN:9783642335907
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2013-9783642331312:ONLINE Show nearby items on shelf
Title:Quasi-Stationary Distributions [electronic resource] : Markov Chains, Diffusions and Dynamical Systems
Author(s): Pierre Collet
Servet Martnez
Jaime San Martn
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present theQSDs as the ones that al low describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. Theauthors provide the exponential distribution pr operty of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains anddiffusions, the existence of a single or a continuum of QSDs is described. Th ey study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs forsymbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to re searchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is acentral concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of indiv iduals who survive in a decaying population for a very long time. It also provides the background forapplications in mathematical ecology, statistical physics, computer sciences, and economics
Note:Springer eBooks
Contents:1.Introduction
2.Quasi
stationary Distributions: General Results
3.Markov Chains on Finite Spaces
4.Markov Chains on Countable Spaces
5.Birth and Death Chains
6.Regular Diffusions on [0,)
7.Infinity as Entrance Boundary
8.Dynamical Systems
References
Index
Table of Notations
Citations Index.
ISBN:9783642331312
Series:e-books
Series:SpringerLink (Online service)
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Differential equations, partial , Genetics Mathematics , Distribution (Probability theory)
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Call number:SPRINGER-2013-9783642317422:ONLINE Show nearby items on shelf
Title:Discrete Time Series, Processes, and Applications in Finance [electronic resource]
Author(s): Gilles Zumbach
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing thedynamic behavior of financ ial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications forimportant financial applications used in many ar eas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empiricalstatistics provide a solid benchmark of stylized facts (heteroskedasticity, l ong memory, fat-tails, leverage), in order to assess various mathematical structures that can capture the observed regularities. The author introduces abroad range of processes and evaluates them systematically against the benchmark, summarizing the succe sses and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with longmemory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process,whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market riskevaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, includinggraduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics. Gilles Zumbach
Note:Springer eBooks
Contents:Preface
List of Figures
List of Tables
1. Introduction
2.Notation, naming and general definitions
3.Stylized facts
4.Empirical mug shots
5.Process Overview
6.Logarithmic versus relative random walks
7.ARCH processes
8.Stochastic volatility processes
9.Regime switching process
10.Price and volatility using high
frequency data
11.Time reversal asymmetry
12.Characterizing heteroskedasticity
13.The innovation distributions
14.Leverage effect
15.Processes and market risk evaluation
16.Option pricing
17.Properties of large covariance matrices
ISBN:9783642317422
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance, 1616-0533
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2013-9781461485117:ONLINE Show nearby items on shelf
Title:Finance with Monte Carlo [electronic resource]
Author(s): Ronald W Shonkwiler
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed onexploiting the power of th e Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications.The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methodsallows for students to travel a short road from theory to practical ap plications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jumpdiffusion and exponential Lvy alternative models, and the Kelly criterion for maximizing investment growth. Novel features: inclusion of both portfolio theory and contingent claim analysis in a single text pricing methodology forexotic options expectation analysis of option trading strategies pricing models that transcend the BlackScholes framework opt imizing investment allocations concepts thoroughly explored through numerous simulation exercises numerousworked examples and illustrations The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions o f linear systems, and a knowledge of probability including expectation, densities andthe normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. The mathematicalbackground required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge o
Note:Springer eBooks
Contents:1. Geometric Brownian Motion and the Efficient Market Hypothesis
2. Return and Risk
3. Forward and Option Contracts and their Pricing
4. Pricing Exotic Options
5. Option Trading Strategies
6. Alternative to GBM Prices
7. Kelly's Criterion
Appendices
A. Some Mathematical Background Topics
B. Stochastic Calculus
C. Convergence of the Binomial Method
D. Variance Reduction Techniques
E. Shell Sort
F. Next Day Prices Program
References
List of Notation
List of Algorithms
Index
ISBN:9781461485117
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Undergraduate Texts in Mathematics and Technology, 1867-5506
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Numerical analysis , Distribution (Probability theory)
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Call number:SPRINGER-2013-9781461481454:ONLINE Show nearby items on shelf
Title:Mathematics for Econometrics [electronic resource]
Author(s): Phoebus J Dhrymes
Date:2013
Edition:4th ed. 2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The fourth edition of this book continues to deal with a number of mathematical topics that are of great importance in the study of classical econometrics. The major expansion involves a more complete coverage of basic aspects ofmathematics that cont inue to play an increasingly significant role in the literature of econometrics. Thus, the chapter on difference equations has been expanded to include enhanced treatment of lag operators (backward shift operatorsin the statistical literature) that are im portant not only in the context of the dynamic simultaneous equation GLSEM (general linear structural econometric model), but also time series analysis. New features in this edition includechapters on probability theory and the probabilistic basis of clas sical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristicroots and vectors, symmetric, and orthogonal and positive (semi) definite matrices. The bo ok also covers pseudo-inverses, solutions to systems of linear equations, solutions of vector difference equations with constant coefficients andrandom forcing functions, matrix differentiation, and permutation matrices. Its novel features include an intr oduction to asymptotic expansions, and examples of applications to the general-linear model (regression) and the generallinear structural econometric model (simultaneous equations). Also unique to this edition are two fairly extensive chapters on applicat ions to the GLM (general linear model), GLSEM and time series analysis which treat issues relevantto their underlying theoretical bases, estimation and forecasting. Professor Dhrymes is currently Professor of Economics at Columbia University. Earlier he t aught at Harvard, University of Pennsylvania, University of California at LosAngeles, and Monash University in Australia. He is a fellow of the Econometric Society and the American Statistical Associati
Note:Springer eBooks
Contents:Preface
Chapters
Bibliography
References
ISBN:9781461481454
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematics , Economics Statistics , Econometrics
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Call number:SPRINGER-2013-9781461470854:ONLINE Show nearby items on shelf
Title:Stochastic Networked Control Systems [electronic resource] : Stabilization and Optimization under Information Constraints
Author(s): Serdar Yksel
Tamer Baar
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of such systems presents majorchallenges, requiring tool s from various disciplines within applied mathematics such as decentralized control, stochastic control, information theory, and quantization. A thorough, self-contained book, Stochastic Networked ControlSystems: Stabilization and Optimization under Infor mation Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects. Unique in the literature, it lays acomprehensive theoretical foundation for the study of networked control s ystems, and introduces an array of concrete tools for work in the field. Salient features include: Characterization, comparison and optimaldesign of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding andcontrol policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. Presentati on of mathematical methods for stochastic stability of networkedcontrol systems using random-time, state-dependent drift conditions and martingale methods. Characterization and study of information channels leading to various forms of stochastic stabilit y such asstationarity, ergodicity, and quadratic stability and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. Jointly optimal design ofencoding and control policies ov er various information channels and under general optimization criteria, including a detailed coverage of linear-
Note:Springer eBooks
Contents:Introduction
Part I Information Structures in Networked Control
Networked Control Systems as Stochastic Team Decision Problems: A General Introduction
Characterization and Comparison of Information Structures
Topological Properties of Information Structures: Comparison, Convergence and Optimization
Part II Stabilization of Networked Control Systems
Coding for Control and Connections with Information Theory
Stochastic Stability and Drift Criteria for Markov Chains in Networked Control
Stochastic Stabilization over Noiseless Channels
Stochastic Stabilization over Noisy
ISBN:9781461470854
Series:e-books
Series:SpringerLink (Online service)
Series:Systems & Control: Foundations & Applications, 2324-9749
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Computer network architectures , Information systems , Systems theory , Mathematical optimization , Telecommunication
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Call number:SPRINGER-2013-9781461469926:ONLINE Show nearby items on shelf
Title:Bifurcation Theory of Functional Differential Equations [electronic resource]
Author(s): Shangjiang Guo
Jianhong Wu
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book provides a crash course on various methods from the bifurcation theory of Functional Differential Equations (FDEs). FDEs arise verynaturally in economics, life sciences and engineering and the study of FDEs hasbeen a major source of inspira tion for advancement in nonlinear analysis and infinite dimensional dynamical systems. The book summarizes some practical and general approaches and frameworks for the investigation of bifurcationphenomena of FDEs depending on parameters. The book aims to be self-contained so the readers will find in this book all relevant materials in bifurcation, dynamical systems with symmetry, functional differential equations, normal formsand center manifold reduction. This material was used in graduate courses on fu nctional differential equations at Hunan University (China) and York University (Canada)
Note:Springer eBooks
ISBN:9781461469926
Series:e-books
Series:SpringerLink (Online service)
Series:Applied Mathematical Sciences, 0066-5452 : v184
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional equations , Differentiable dynamical systems , Differential Equations
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Call number:SPRINGER-2013-9781461450221:ONLINE Show nearby items on shelf
Title:Mathematical Statistics for Economics and Business [electronic resource]
Author(s): Ron C Mittelhammer
Date:2013
Edition:2nd ed. 2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, andeconometrics. The sele ction of topics in this textbook is designed to provide studentswith a conceptual foundation that will facilitate a substantial understanding of statistical applications in these subjects. This new editionhas been updated throughout and now also includes a downloadable Student Answer Manual containing detailed solutions to half of the over 300 end-of-chapter problems. After introducing the concepts of probability, random variables, andprobability density functions, the author develops the key concepts of mathematical statistics, most notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted tothe theories of estimation and hypothesis testing with associated examples and problems that i ndicate their wide applicability in economics and business. Features of the new edition include: a reorganization of topic flow andpresentation to facilitate reading and understanding inclusion of additional topics of relevance to statistics and econometr ic applications a more streamlined and simple-to-understand notation for multiple integration and multiplesummation over general sets or vector arguments updated examples new end-of-chapter problems a solution manual for students a comprehensive answer ma nual for instructors anda theorem anddefinition map. This book has evolvedfrom numerous graduate courses in mathematical statistics and econometrics taught by the author, and will be ideal for students beginning graduate study as well as for advanced unde rgraduates.
Note:Springer eBooks
Contents:Elements of Probability Theory
Random Variables, Densities, and Cumulative Distribution Functions
Expectations and Moments of Random Variables
Parametric Families of Density Functions
Basic Asymptotics
Sampling, Sample Moments, Sampling Distributions, and Simulation
Point Estimation Theory
Point Estimation Methods
Hypothesis Testing Theory
Hypothesis Testing Methods and Confidence Regions
Appendix
ISBN:9781461450221
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Statistics , Economics Statistics , Econometrics
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Call number:SPRINGER-2012-9789491216473:ONLINE Show nearby items on shelf
Title:Stochastic Differential Games. Theory and Applications [electronic resource]
Author(s): Kandethody M Ramachandran
Chris P Tsokos
Date:2012
Publisher:Paris : Atlantis Press
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers toanalyze this subject with mathematical rigor. From the ground-breaking work of VonNeumann and Morgenston, modern game theory evolved enormously. In the last few decades, Dynamic game theory framework has been deepened and generalizedfrom the pioneering work on differential g ames by R. Isaacs, L.S. Pontryagin and his school, and on stochastic games by Shapley. This book will expose the reader to some of the fundamental methodology in non-cooperative game theory,and highlight some numerical methods, along with some relevant ap plications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systemstheory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich andchallenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theo ry to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumannand Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, game-theory has the potential to reshape the analysis of human interaction
Note:Springer eBooks
Contents:Introduction, Survey and Background Material
Stochastic Linear Pursuit
Evasion Game
Two Person Zero
Sum Differential Games
General Case
Formal Solutions for Some Classes of Stochastic Linear Pursuit
N
Person Noncooperative Differential Games
Weak Convergence in Two Player Stochastic Differential Games
Weak Convergence in Many Player Games
Some Numerical Methods
Applications to Finance
ISBN:9789491216473
Series:e-books
Series:SpringerLink (Online service)
Series:Atlantis Studies in Probability and Statistics, 1879-6893 : v2
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Economics, Mathematical
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Call number:SPRINGER-2012-9788847025387:ONLINE Show nearby items on shelf
Title:Financial Mathematics [electronic resource] : Theory and Problems for Multi-period Models
Author(s): Andrea Pascucci
Wolfgang J Runggaldier
Date:2012
Publisher:Milano : Springer Milan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions providenon negligible job oppo rtunities also for mathematicians, and scientists in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in usein financial mathematics are related to con tinuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics canhowever be transmitted to students also without the technicalities f rom stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to studentsnot only from science courses, but also from economics with quantitative curricula. There d o not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics infinancial mathematics and, for each topic, there is a theoretical section and a problem section. The latter includ es a great variety of possible problems with complete solution
Note:Springer eBooks
Contents:Pricing and hedging
Portfolio optimization
American options
Interest rates
ISBN:9788847025387
Series:e-books
Series:SpringerLink (Online service)
Series:Unitext, 2038-5714
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics
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Call number:SPRINGER-2012-9788847023086:ONLINE Show nearby items on shelf
Title:Elementi di management dei programmi spaziali [electronic resource]
Author(s): Marcello Spagnulo
Date:2012
Publisher:Springer Milan
Size:1 online resource
Note:Handbook
Note:Language: It
Note:Springer 2012 Physics and Astronomy eBook collection
Note:Springer e-book platform
ISBN:9788847023086
Series:e-books
Keywords: Extraterrestrial Physics, Space Sciences , Aerospace Technology and Astronautics , Economics/Management Science, general
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Call number:SPRINGER-2012-9783642284397:ONLINE Show nearby items on shelf
Title:Stochastic Models in Life Insurance [electronic resource]
Author(s): Michael Koller
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means ofMarkov chains. Two chapter s covering ALM and abstract valuation concepts on the background of Solvency II complete this volume. Numerous examples and a parallel treatment of discrete and continuous approaches help the reader toimplement the theory directly in practice
Note:Springer eBooks
Contents:1. A general life insurance model
2. Stochastic processes
3. Interest rate
4. Cash flows and the mathematical reserve
5. Difference equations and differential equations
6. Examples and problems from applications
7. Hattendorff's Theorem
8. Unit
linked policies
9. Policies with stochastic interest rate
10. Technical analysis
11. Abstract valuation
12. Policyholder bonus mechanism
A. Notes on stochastic integration
B. Examples
C. Mortality rates in Germany
D. Mortality rates in Switzerland
E. Java code for the calculation of the Markov model
Ref
ISBN:9783642284397
Series:e-books
Series:SpringerLink (Online service)
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2012-9783642240034:ONLINE Show nearby items on shelf
Title:Social Self-Organization [electronic resource]
Author(s): Dirk Helbing
Date:2012
Publisher:Springer Berlin Heidelberg
Size:1 online resource
Note:Monograph
Note:Springer 2012 Physics and Astronomy eBook collection
Note:Springer e-book platform
ISBN:9783642240034
Series:Understanding Complex Systems
Series:e-books
Keywords: Statistical Physics, Dynamical Systems and Complexity , Numerical and Computational Physics , Sociology, general , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Game Theory, Economics, Social and Behav. Sciences
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Call number:SPRINGER-2012-9783642223686:ONLINE Show nearby items on shelf
Title:Stochastic Differential Equations and Processes [electronic resource] : SAAP, Tunisia, October 7-9, 2010
Author(s): Mounir Zili
Darya V Filatova
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Selected papers submitted by participants of the international Conference Stochastic Analysis and Applied Probability 2010 ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9October, 2010, and was organi zed by the Applied Mathematics & Mathematical Physics research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical,numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomenathat evolve in time in a random way. Such phenomena appear in the fields of financ e, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.As this book emphasizes the importance of numerical and theoretical studies of the stochastic differenti al equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochasticnumerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have includeda survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz
Note:Springer eBooks
Contents:Preface
1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion
3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes
4.C. El
Nouty: The Lower Classes of the Sub
Fractional Brownian Motion
5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation
6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Bro
ISBN:9783642223686
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics, 2190-5614 : v7
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Distribution (Probability theory)
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Call number:SPRINGER-2012-9783642192548:ONLINE Show nearby items on shelf
Title:A Primer for Chiral Perturbation Theory [electronic resource]
Author(s): Stefan Scherer
Matthias R Schindler
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Chiral Perturbation Theory, as effective field theory, is a commonly accepted and well established working tool, approximating quantum chromodynamics at energies well below typical hadron masses. This volume, based on a number oflectures and suppleme nted with additional material, provides a pedagogical introduction for graduate students and newcomers entering the field from related areas of nuclear and particle physics. Starting with the the Lagrangian of thestrong interactions and general symmetry p rinciples, the basic concepts of Chiral Perturbation Theory in the mesonic and baryonic sectors are developed. The application of these concepts is then illustrated with a number of examples. Alarge number of exercises (81, with complete solutions) are in cluded to familiarize the reader with helpful calculational techniques
Note:Springer eBooks
Contents:Quantum Chromodynamics and Chiral Symmetry
Spontaneous Symmetry Breaking and the Goldstone Theorem
Chiral Perturbation Theory for Mesons
Chiral Perturbation Theory for Bryons
Applications and Outlook
Pauli and Dirac Matrices
Functionals and Local Functional Derivatives
Solutions to Exercises
Index
ISBN:9783642192548
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Physics, 0075-8450 : v830
Series:Physics and Astronomy (Springer-11651)
Keywords: Law , Economics , Social sciences , Nanotechnology
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Call number:SPRINGER-2012-9783642172298:ONLINE Show nearby items on shelf
Title:Applied Multivariate Statistical Analysis [electronic resource]
Author(s): Wolfgang Karl Hrdle
Lopold Simar
Date:2012
Edition:3rd ed. 2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Most of the observable phenomena in the empirical sciences are of a multivariate nature. In financial studies, assets are observed simultaneously and their joint development is analysed to better understand general risk and totrack indices. In medici ne recorded observations of subjects in different locations are the basis of reliable diagnoses and medication. In quantitative marketing consumer preferences are collected in order to construct models ofconsumer behavior. The underlying data structure of these and many other quantitative studies of applied sciences is multivariate. Focusing on applications this book presents the tools and concepts of multivariate data analysis ina way that is understandable for non-mathematicians and practitioners who ne ed to analyze statistical data. The book surveys the basic principles of multivariate statistical data analysis and emphasizes both exploratory andinferential statistics. All chapters have exercises that highlight applications in different fields. The thi rd edition of this book on Applied Multivariate Statistical Analysis offers the following new features A new Chapter onRegression Models has been added All numerical examples have been redone, updated and made reproducible in MATLAB or R, see www.quantlet .org for a repository of quantlets
Note:Springer eBooks
Contents:I. Descriptive Techniques: Comparison of Batches
II. Multivariate Random Variables: A Short Excursion into Matrix Algebra
Moving to Higher Dimensions
Multivariate Distributions
Theory of the Multinormal
Theory of Estimation
Hypothesis Testing
III. Multivariate Techniques: Regression Models
Decomposition of Data Matrices by Factors
Principal Components Analysis
Factor Analysis
Cluster Analysis
Discriminant Analysis
Correspondence Analysis
Canonical Correlation Analysis
Multidimensional Scaling
Conjoint Measurement Analysis
Applications
ISBN:9783642172298
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Mathematical statistics , Economics Statistics , Economics
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Call number:SPRINGER-2012-9783034802499:ONLINE Show nearby items on shelf
Title:Inequalities and Applications 2010 [electronic resource] : Dedicated to the Memory of Wolfgang Walter
Author(s): Catherine Bandle
Attila Gilnyi
Lszl Losonczi
Michael Plum
Date:2012
Publisher:Basel : Springer Basel : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Inequalities arise as an essential component in various mathematical areas. Besides forming a highly important collection of tools, e.g. for proving analytic or stochastic theorems or for deriving error estimates in numericalmathematics, they constit ute a challenging research field of their own. Inequalities also appear directly in mathematical models for applications in science, engineering, and economics. This edited volume covers divers aspects of thisfascinating field. It addresses classical ineq ualities related to means or to convexity as well as inequalities arising in the field of ordinary and partial differential equations, like Sobolev or Hardy-type inequalities, andinequalities occurring in geometrical contexts. Within the last five decades , the late Wolfgang Walter has made great contributions to the field of inequalities. His book on differential and integral inequalities was a realbreakthrough in the 1970s and has generated a vast variety of further research in this field. He also organi zed six of the seven General Inequalities Conferences held at Oberwolfach between 1976 and 1995, and co-edited theirproceedings. He participated as an honorary member of the Scientific Committee in the General Inequalities 8 conference in Hungary. As a re cognition of his great achievements, this volume is dedicated to Wolfgang Waltersmemory. The General Inequalities meetings found their continuation in the Conferences on Inequalities and Applications which, so far, have been held twice in Hungary. This vo lume contains selected contributions ofparticipants of the second conference which took place in Hajdszoboszl in September 2010, as well as additional articles written upon invitation. These contributions reflect many theoretical and practical aspects in the field ofinequalities, and will be useful for researchers and lecturers, as well as for students who want to familiarize themselves with the area.
Note:Springer eBooks
Contents:Preface
In Memoriam Wolfgang Walter (19272010)
Conference on Inequalities and Applications '10
Boundary Value Problems
Numerical Methods
Geometric and Norm Inequalities
Generalized Convexity
Convexity and Related Inequalities
Other Equations and Inequalities
ISBN:9783034802499
Series:e-books
Series:SpringerLink (Online service)
Series:International Series of Numerical Mathematics : v161
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential Equations , Differential equations, partial , Numerical analysis
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Call number:SPRINGER-2012-9781461447382:ONLINE Show nearby items on shelf
Title:Restricted Kalman Filtering [electronic resource] : Theory, Methods, and Application
Author(s): Adrian Pizzinga
Date:2012
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
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Note:In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variationsand other inaccuracies, and produce estimates that tend to be closer tothe true unknown values than those that would be based on a single measurement alone. This Briefoffers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: newproofs for results already established new result s within the subject and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Briefhas a short chapter on linearstate space models and the Kalman filter, aiming to make the book self-contain ed and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level ofHamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter e ach of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers andpractitioners in statistics (specifically: time series analysis and econometrics)
Note:Springer eBooks
Contents:Introduction
Linear state space models and the Kalman filtering: a briefing
Restricted Kalman filtering: theoretical issues
Restricted Kalman filtering: methodological issues
Applications
Further Extensions
ISBN:9781461447382
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Statistics, 2191-544X : v12
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2012-9781461437130:ONLINE Show nearby items on shelf
Title:Fundamentals of Queuing Systems [electronic resource] : Statistical Methods for Analyzing Queuing Models
Author(s): Nick T Thomopoulos
Date:2012
Publisher:Boston, MA : Springer US
Size:1 online resource
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Note:Waiting in lines is a staple of everyday human life.Without really noticing, we are doing it when we go to buy a ticket at a movie theater, stop at a bank to make an account withdrawal, or proceed to checkout a purchase fromone of our favorite depart ment stores.Oftentimes, waiting lines are due to overcrowded, overfilling, or congestionany time there is more customer demand for a service than can be provided, a waiting line forms.Queuingsystems is a term used to describe the methods and techniques mo st ideal for measuring the probability and statistics of a wide variety of waiting line models.This book provides an introduction to basic queuing systems, such asM/M/1 and its variants, as well as newer concepts like systems with priorities, networks of queues, and general service policies.Numerical examples are presented to guide readers into thinking about practical real-worldapplications, and students and researcherswill be able to apply the methods learned to designing queuing systems that extend bey ond the classroom.Very little has been published in the area of queuing systems, and this volume willappeal to graduate-level students, researchers, and practitioners in the areas of management science, applied mathematics, engineering, computer science, and statistics.
Note:Springer eBooks
Contents:Introduction
Preliminary Concepts
One Server, Infinite Queue (M/M/1)
One Server, Finite Queue (M/M/1/N)
One Server, No Queue (M/M/1/1)
Multi Servers, Infinite Queue (M/M/k)
Multi Servers, Finite Queue (M/M/k/N)
Multi Servers, No Queue (M/M/k/k)
One Server, Arbitrary Service (M/G/1)
2 Populations, One Server, Arbitrary Service (M/G/1/2)
M Machines, One Repairman (M/M/1/M)
M Machines, R Repairmen (M/M/R/M)
One Server, Repeat Service (M/M/1/q)
Multi Servers, Repeat Service (M/M/k/)
Tandem Queues (M/M/1 : M/M/1)
Priority System, One Server, Infinite Q
ISBN:9781461437130
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics
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Call number:SPRINGER-2011-9783642207211:ONLINE Show nearby items on shelf
Title:Life Insurance Risk Management Essentials [electronic resource]
Author(s): Michael Koller
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:The aim of the book is to provide an overview of risk management in life insurance companies. The focus is twofold: (1) to provide a broad view of the different topics needed for risk management and (2) to provide the necessarytools and techniques to concretely apply them in practice. Much emphasis has been put into the presentation of the book so that it presents the theory in a simple but sound manner. The first chapters deal with valuation concepts whichare defined and analysed, the emphasis is on understanding the risks in corresponding assets and liabilities such as bonds, shares and also insurance liabilities. In the following chapters risk appetite and key insurance processes andtheir risks are presented and analysed. This more general treatme nt is followed by chapters describing asset risks, insurance risks and operational risks - the application of models and reporting of the corresponding risks is central.Next, the risks of insurance companies and of special insurance products are looked at . The aim is to show the intrinsic risks in some particular products and the way they can be analysed. The book finishes with emerging risks and riskmanagement from a regulatory point of view, the standard model of Solvency II and the Swiss Solvency Test are analysed and explained. The book has several mathematical appendices which deal with the basic mathematical tools, e.g.probability theory, stochastic processes, Markov chains and a tochastic life insurance model based on Markov chains. Moreover, the a ppendices look at the mathematical formulation of abstract valuation concepts such as replicatingportfolios, state space deflators, arbitrage free pricing and the valuation of unit linked products with guarantees. The various concepts in the book are supp orted by tables and figures
Note:Springer eBooks
Contents:What is Risk Management
The role of the Balance Sheets and of Capital
Accounting Principles
Risk Appetite and Tolerance
Key Insurance Processes and their Risks
Financial Risks and their Modelling
Insurance Risks
Operational Risks
Capital Models and Integrated Risk Management
Risk adjusted performance Metrics
Risk Management in a Group and Intra
group Transactions
Products and their Risks
Emerging Risks
Regulatory view on Risk Management: Solvency II
Governance and Organisation
A Stochastic Processes
B Application of the Markov model to Life Insur
ISBN:9783642207211
Series:e-books
Series:SpringerLink (Online service)
Series:EAA Series, 1869-6929
Series:Mathematics and Statistics (Springer-11649)
Keywords: Economics , Mathematics , Distribution (Probability theory) , Economics Statistics , Economics, Mathematical , Finance
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Call number:SPRINGER-2011-9783642184123:ONLINE Show nearby items on shelf
Title:Advanced Mathematical Methods for Finance [electronic resource]
Author(s): Giulia Di Nunno
Bernt ksendal
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion,insider trading, informati on in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lvyprocesses and jump diffusions. Moreover, fractional Br ownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, newmethods and new models are all introduced in different forms according to th e subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students,researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters wi ll also be of interest to experts in the financial market interested in new methods and products. This volume presents theresults of the European ESF research networking program Advanced Mathematical Methods for Finance
Note:Springer eBooks
Contents:Dynamic risk measures
Ambit processes and stochastic partial differential equations
Fractional processes as models in stochastic finance
Credit contagion in a long range dependent macroeconomic factor model
Modeling information flows in financial markets
An overview of comonotonicity and its applicationsin finance and insurance
A general maximum principle for anticipative stochastic control and applications to insider trading
Analyticity of the Wiener
Hopf factors and valuation of exotic options in Levy models
Optimal liquidation of a pairs trade
A PDE
based approa
ISBN:9783642184123
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics , Macroeconomics
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Call number:SPRINGER-2011-9783642110399:ONLINE Show nearby items on shelf
Title:Mathematical Optimiation in Economics [electronic resource]
Author(s): Bruno de Finetti
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:Preface by B. de Finetti.- G.Th. Guilbaud: Les quilibres dans les modles conomiques.-H.W. Kuhn: Locational problems and mathematical programming.- M. Morishima: The multi-sectoral theory of economic growth.- B. Martos, J.Kornai: Experiments in Hungar y with industry-wide and economy wide programming.- A. Prekopa: Probability distribution problems concerning stochastic programming problems.- R. Frisch: General principles and mathematical techniques ofmacroeconomic programming
Note:Springer eBooks
Contents:Preface by B. de Finetti
G.Th. Guilbaud: Les quilibres dans les modles conomiques
H.W. Kuhn: Locational problems and mathematical programming
M. Morishima: The multi
sectoral theory of economic growth
B. Martos, J. Kornai: Experiments in Hungary with industry
wide and economy wide programming
A. Prekopa: Probability distribution problems concerning stochastic programming problems
R. Frisch: General principles and mathematical techniques of macroeconomic programming
ISBN:9783642110399
Series:e-books
Series:SpringerLink (Online service)
Series:C.I.M.E. Summer Schools : v38
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2011-9781461403265:ONLINE Show nearby items on shelf
Title:Synthetic Datasets for Statistical Disclosure Control [electronic resource] : Theory and Implementation
Author(s): Jrg Drechsler
Date:2011
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
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Note:The aim of this book is to give the reader a detailed introduction to the different approaches to generating multiply imputed synthetic datasets. It describes all approaches that have been developed so far, provides a briefhistory of synthetic datase ts, and gives useful hints on how to deal with real data problems like nonresponse, skip patterns, or logical constraints. Each chapter is dedicated to one approach, first describing the general conceptfollowed by a detailed application to a real dataset providing useful guidelines on how to implement the theory in practice. The discussed multiple imputation approaches include imputation for nonresponse, generating fully syntheticdatasets, generating partially synthetic datasets, generating synthetic data sets when the original data is subject to nonresponse, and a two-stage imputation approach that helps to better address the omnipresent trade-off betweenanalytical validity and the risk of disclosure. The book concludes with a glimpse into the future of s ynthetic datasets, discussing the potential benefits and possible obstacles of the approach and ways to address the concerns of datausers and their understandable discomfort with using data that doesnt consist only of the originally collected values. The book is intended for researchers and practitioners alike. It helps the researcher to find the state of theart in synthetic data summarized in one book with full reference to all relevant papers on the topic. But it is also useful for the practitioner at t he statistical agency who is considering the synthetic data approach for datadissemination in the future and wants to get familiar with the topic
Note:Springer eBooks
Contents:Introduction
Background on Multiply Imputed Synthetic Datasets
Background on Multiple Imputation
The IAB Establishment Panel
Multiple Imputation for Nonresponse
Fully Synthetic Datasets
Partially Synthetic Datasets
Multiple Imputation for Nonresponse and Statistical Disclosure Control
A Two
Stage Imputation Procedure to Balance the Risk
Utility Trade
Off
Chances and Obstacles for Multiply Imputed Synthetic Datasets
ISBN:9781461403265
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Statistics, 0930-0325 : v201
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics
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Call number:SPRINGER-2010-9783642120671:ONLINE Show nearby items on shelf
Title:Energy, Natural Resources and Environmental Economics [electronic resource]
Author(s): Endre Bjrndal
Mette Bjrndal
Panos M Pardalos
Mikael Rnnqvist
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book consists of a collection of articles (survey and research) describing the area of energy, natural resources and environmental economics. The contents of the book is divided into four sections. The first part considerspetroleum and natural ga s applications, taking up topics ranging from the management of incomes and reserves to market modeling and value chain optimization. The second and most extensive part studies applications from electricitymarkets, including analyses of marked prices, ris k management, various optimization problems, electricity market design and regulation. The third part describes different applications in logistics and management of natural resources.Finally, the fourth part covers more general problems and methods arisi ng within the area. The volume contains many examples from Nordic countries where there is knowledge and experience in managing natural resources
Note:Springer eBooks
Contents:Petroleum and Natural Gas
Electricity Markets and Regulation
Natural Resources and Logistics
General Problems and Methods
ISBN:9783642120671
Series:e-books
Series:SpringerLink (Online service)
Series:Energy Systems, 1867-8998
Series:Mathematics and Statistics (Springer-11649)
Keywords: Economics , Engineering economy , Environmental economics
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Call number:SPRINGER-2010-9783642115462:ONLINE Show nearby items on shelf
Title:Quantitative Sociodynamics [electronic resource] : Stochastic Methods and Models of Social Interaction Processes
Author(s): Dirk Helbing
Date:2010
Edition:2
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:This new edition of Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioral changes based on social interaction processes.Originally, the crucial meth ods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics and mathematics, but they have very often proven their explanatory power in chemistry, biology,economics and the social sciences as well. Quantit ative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces important conceptsfrom nonlinear dynamics (e.g. synergetics, chaos theory). The applicab ility of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches, a fundamental dynamic model isobtained, which opens new perspectives in the social sciences. It includes many established mod els as special cases, e.g. the logistic equation, the gravity model, some diffusion models, evolutionary game theoryand social fieldtheory. Moreover, it implies numerous new results and is relevant for various application areas, such as opinion formation, migration, the self-organizationof behavioral conventions, and the behavior of customers andvoters.Theoretical results are complemented and illustrated by numerous computer simulations. Quantitative Sociodynamics is relevant both for social scientists an d natural scientists who are interested in the application ofstochastic and synergetics concepts to interdisciplinary topics.
Note:Springer eBooks
Contents:Introduction and Summary
Dynamic Decision Behavior
Part I: Stochastic Methods and Non
Linear Dynamics: Master Equation in State Space
Boltzmann
Like Equations
Master Equation in Configuration Space
The Fokker
Planck Equation
Langevin Equations and Non
Linear Dynamics
Part II: Quantitative Models of Social Processes: Overview
Problems and Terminology
Decision Theoretical Specification of the Transition Rates
Opinion Formation Models
Social Fields and Social Forces
Evolutionary Game Theory
Determination of the Model Parameters from Empirical Data
List of
ISBN:9783642115462
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Mathematics , Distribution (Probability theory) , Operations research , Social sciences
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Call number:SPRINGER-2010-9783642051012:ONLINE Show nearby items on shelf
Title:Ubiquitous Quantum Structure [electronic resource] : From Psychology to Finance
Author(s): Andrei Y Khrennikov
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Quantum-like structure is present practically everywhere. Quantum-like (QL) models, i.e. models based on the mathematical formalism of quantum mechanics and its generalizations can be successfully applied to cognitive science,psychology, genetics, ec onomics, finances, and game theory. This book is not about quantum mechanics as a physical theory. The short review of quantum postulates is therefore mainly of historical value: quantum mechanics is just thefirst example of the successful application of non-Kolmogorov probabilities, the first step towards a contextual probabilistic description of natural, biological, psychological, social, economical or financial phenomena. A generalcontextual probabilistic model (Vxj model) is presented. It can be used for describing probabilities in both quantum and classical (statistical) mechanics as well as in the above mentioned phenomena. This model can be representedin a quantum-like way, namely, in complex and more general Hilbert spaces. In this way quantum pro bability is totally demystified: Born's representation of quantum probabilities by complex probability amplitudes, wave functions, issimply a special representation of this type
Note:Springer eBooks
Contents:Quantum
like Paradigm
Classical (Kolmogorovian) and Quantum (Born) Probability
Contextual Probabilistic Model Vxj Model
Quantum
like Representation Algorithm
QLRA
The Quantum
like Brain
Experimental Tests of Quantum
like Behavior of the Mind
Quantum
like Decision Making and Disjunction Effect
Macroscopic Games and Quantum Logic
Contextual Approach to Quantum
like Macroscopic Games
Psycho
financial Model
The Problem of Smoothness of Bohmian Trajectories
ISBN:9783642051012
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Distribution (Probability theory) , Quantum theory , Economics
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Call number:SPRINGER-2010-9781441955487:ONLINE Show nearby items on shelf
Title:Decision Systems and Nonstochastic Randomness [electronic resource]
Author(s): V. I Ivanenko
Date:2010
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Decision Systems and Nonstochastic Randomness presents the first mathematical formalization of the statistical regularities of non-stochastic randomness and demonstrates how these regularities extend the standardprobability-based model of decision ma king under uncertainty, allowing for the description of uncertain mass events that do not fit standard stochastic models. Each self-contained chapter of this neatly-structured monograph includes adetailed introduction and summary of its contents. The incl uded results are presented not only with rigorous proofs but also through numerous intuitive examples. An appendix is provided which includes classic results from the theory offunctions and measured sets as well as decision theory, offering an overview of the necessary prerequisites. The formalism of statistical regularities developed in this book will have a significant influence on decision theory andinformation theory as well as numerous other disciplines. Because of these far-reaching implications, th is book may be a useful resource for statisticians, mathematicians, engineers, economists and other utilizing nonstochasticmodeling and decision theory
Note:Springer eBooks
Contents:Decision Systems
Indifferent Uncertainty
Nonstochastic Randomness
General Decision Problems
Experiment in Decision Problems
Informativity of Experiment in Bayesian Decision Problems
Reducibility of Experiments in Multistep Decision Problems
Concluding Remarks
ISBN:9781441955487
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2010-9781441904379:ONLINE Show nearby items on shelf
Title:Variational Analysis and Generalized Differentiation in Optimization and Control [electronic resource] : In Honor of Boris S. Mordukhovich
Author(s): Regina S Burachik
Jen-Chih Yao
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Variational analysis is a rapidly growing field within pure and applied mathematics, with numerous applications to optimization, control theory, economics, engineering, and other disciplines. This volume brings togetherstate-of-the-art results in var iational analysis and its applications, with an emphasis on optimization and control. The included chapters, written by international experts in the field of variational analysis and related topics, arededicated to Boris S. Mordukhovich, a renowned mathem atician, and aim to celebrate his fundamental contributions to variational analysis, generalized differentiation and their applications. This volume is intended for mathematiciansstudying variational analysis as well as other researchers interested in app lying the principles of variational analysis to their area of study
Note:Springer eBooks
Contents:1. Qamrul Hasan Ansari and Jen
Chih Yao, Systems of Vector Quasi
Equilibrium Problems and their Applications
2. Michael McAsey and Libin Mou, Properties of Derivates and Some Applications
3. Robert Baier, Elza Farkhi and Vera Roshchina, On Computing the Mordukhovich Subdifferential Using Directed Sets in Two Dimensions
4. Jonathan M. Borwein, Future Chanllenges for Variational Analysis
5. Regina S. Burachik and C. Yaln Kaya, A Deflected Subgradient Method Using a General Augmented Lagrangian Duality With Implications on Penalty Methods
6. Adela Capt, Gbor Kassay and Bo
ISBN:9781441904379
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v47
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Systems theory , Mathematical optimization
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Call number:SPRINGER-2010-9780817649876:ONLINE Show nearby items on shelf
Title:Probability and Statistical Models [electronic resource] : Foundations for Problems in Reliability and Financial Mathematics
Author(s): Arjun K Gupta
Wei-Bin Zeng
Yanhong Wu
Date:2010
Edition:First
Publisher:Boston, MA : Birkhuser Boston : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis ofwell-known parametric l ifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distributionclasses. In particular, emphasis is placed onlay ing the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order toallowstudents to explore these foundations. The key subjects covered include: * Exp onential distributions and the Poisson process * Parametric lifetime distributions * Non-parametric lifetime distribution classes * Multivariate exponentialextensions * Association and dependence * Renewal theory * Problems in reliability, insurance, fina nce, and credit risk Thiswork differs from traditional probability textbooks in a number of ways. Since no measure theory knowledge isnecessary to understand the material and coverage of the central limit theorem and normal theory related topics has been omitted,the work may be used as a single-semester senior undergraduate or first-year graduate textbook as wellas in a second course on probability modeling. Many of the chapters that examine central topics in applied probability can be read independently, allowing both instructors and readers extra flexibility in their use of the book.Probability and Statistical Models is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathemati cs, statistics, engineering, and economics
Note:Springer eBooks
Contents:Preface
Preliminaries
Exponential Distribution
Poisson Process
Parametric Families
Lifetime Distribution Classes
Multivariate Lifetime Distributions
Association and Dependence
Renewal Theory
Risk Theory
Asset Pricing Theory
Credit Risk Modeling
Bibliographical Notes
Bibliography
Answers and Solutions to Selected Problems
Index
ISBN:9780817649876
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics , Engineering mathematics
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Call number:SPRINGER-2010-9780817649241:ONLINE Show nearby items on shelf
Title:Advances in Degradation Modeling [electronic resource] : Applications to Reliability, Survival Analysis, and Finance
Author(s): M.S Nikulin
Nikolaos Limnios
N Balakrishnan
Waltraud Kahle
Catherine Huber-Carol
Date:2010
Publisher:Boston, MA : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
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Note:This volumededicated to William Q. Meeker on the occasion of his sixtieth birthdayis a collection of invited chapters covering recent advances in accelerated life testing and degradation models. The book covers a wide rangeof applications to areas su ch as reliability, quality control, the health sciences, economics, and finance. Specific topics covered include: * Accelerated testing and inference * Step-stress testing and inference * Nonparametricinference * Model validity in accelerated testing * Th e point process approach * Bootstrap methods in degradation analysis * Exact inferential methods in reliability * Dynamic perturbed systems * Degradation models in statisticsAdvances in Degradation Modeling is an excellent reference for researchers and pr actitioners in applied probability and statistics, industrial statistics, the health sciences, quality control, economics, and finance
Note:Springer eBooks
Contents:Preface
William Q. MeekerCareer and Accomplishments
List of Contributors
List of Tables
List of Figures
Part I. Review, Tutorials, and Perspective
Trends in the Statistical Assessment of Reliability
Degradation Processes: An Overview
Defect Initiation, Growth, and FailureA General Statistical Model and Data Analyses
Properties of Lifetime Estimators Based on Warranty Data Consisting only of Failures
Part II. Shock Models
Shock Models
Parametric Shock Models
Poisson Approximation of Processes with Locally Independent Increments and Semi
Markov Switch
ISBN:9780817649241
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics for Industry and Technology
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2010-9780387791487:ONLINE Show nearby items on shelf
Title:Linear Optimization [electronic resource] : The Simplex Workbook
Author(s): Glenn Hurlbert
Date:2010
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
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Note:This undergraduate textbook is written for a junior/senior level course on linear optimization. Unlike other texts, the treatment allows the use of the modified Moore method approach by working examples and proofopportunities into the text in order t o encourage students to develop some of the content through their own experiments and arguments while reading the text. Additionally, the focus is on the mathematics underlying the ideas ofoptimizing linear functions under linear constraints and the algor ithms used to solve them. In particular, the author uses the Simplex Algorithm to motivate these concepts. The text progresses at a gentle and inviting pace. Thepresentation is driven by numerous examples and illustrations. Ample exercises are provided at the end of each chapter for mastering the material. Opportunities for integrating Maple (or similar) software are included in the book. Theauthors own WebSim software can be freely downloaded from his website for pedagogical use. The teacher's version of the text contains solutions embedded within the text, rather than in an appendix. It also has extra material andsuggestions for the teachers benefit. Junior/senior level undergraduate students will benefit from the book, as will beginning graduate studen ts. Future secondary school mathematics teachers will also find this book useful. ArizonaState University Professor Glenn H. Hurlbert has published nearly 50 articles in graph theory, combinatorics, and optimization, and has been the recipient of numerous teaching and mentoring awards from ASU, the ASU Parents Association,the School of Mathematical and Statistical Sciences, and the Mathematical Association of America
Note:Springer eBooks
Contents:Introduction
The Simplex Algorithm
Geometry
The Duality Theorem
Matrix Implementation
General Form
Unsolvable Systems
Geometry Revisited
Game Theory
Network Implementation
Combinatorics
Economics
Integer Optimization
Appendix A: Linear Algebra Overview
Appendix B: The Equivalence of the Auxiliary and Shortcut Methods
Appendix C: Complexity
Appendix D: LOP Catalog
ISBN:9780387791487
Series:e-books
Series:SpringerLink (Online service)
Series:Undergraduate Texts in Mathematics, 0172-6056
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Algorithms , Combinatorics , Mathematical optimization , Operations research
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Call number:SPRINGER-2009-9783540687214:ONLINE Show nearby items on shelf
Title:Interpreting Economic and Social Data [electronic resource] : A Foundation of Descriptive Statistics
Author(s): Othmar W Winkler
Date:2009
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Interpreting Economic and Social Data aims at rehabilitating the descriptive function of socio-economic statistics, bridging the gap between today's statistical theory on one hand, and econometric and mathematical models ofsociety on the other. It do es this by offering a deeper understanding of data and methods with surprising insights, the result of the author's six decades of teaching, consulting and involvement in statistical surveys. The authorchallenges many preconceptions about aggregation, tim e series, index numbers, frequency distributions, regression analysis and probability, nudging statistical theory in a different direction. Interpreting Social and Economic Dataalso links statistics with other quantitative fields like accounting and geogr aphy. It is aimed at students and professors in business, economics and social science courses, and in general, at users of socio-economic data, requiringonly an acquaintance with elementary statistical theory
Note:Springer eBooks
Contents:Developments in Socio
Economic Statistics
From the Facts in Society to Socio
Economic Data
Structure and Nature of Socio
Economic Data: The Aggregates
Ratios in the Social Sciences
Interpreting Longitudinal Data, Part 1 Looking to the Past
Longitudinal Analysis, Part 2 Looking to the Future
Longitudinal Analysis, Part 3 Index Numbers
Cross Sectional Analysis in One Dimension
Cross Sectional Analysis in More Than One Dimension
Socio
Economic Statistics and Probability
The Interface between Statistics and Accounting
Socio
Economic Statistics and Geogra
ISBN:9783540687214
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Economics Statistics , Economics Methodology
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Call number:SPRINGER-2009-9780817649272:ONLINE Show nearby items on shelf
Title:Iterated Maps on the Interval as Dynamical Systems [electronic resource]
Author(s): Pierre Collet
Jean-Pierre Eckmann
Date:2009
Publisher:Boston : Birkhuser Boston
Size:1 online resource
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Note:Iterations of continuous maps of an interval to itself serve as the simplest examples of models for dynamical systems. These models present an interesting mathematical structure going far beyond the simple equilibrium solutionsone might expect. If, i n addition, the dynamical system depends on an experimentally controllable parameter, there is a corresponding mathematical structure revealing a great deal about interrelations between the behavior for differentparameter values. This work explains some o f the early results of this theory to mathematicians and theoretical physicists, with the additional hope of stimulating experimentalists to look for more of these general phenomena ofbeautiful regularity, which oftentimes seem to appear near the much les s understood chaotic systems. Although continuous maps of an interval to itself seem to have been first introduced to model biological systems, they can be found asmodels in most natural sciences as well as economics. Iterated Maps on the Interval as Dyna mical Systems is a classic reference used widely by researchers and graduate students in mathematics and physics, opening up some newperspectives on the study of dynamical systems . This book is a thorough and readable introduction to some aspects of the theory of one-dimensional dynamical systemsThe kneading calculus of MilnorThurston receives its mostaccessible treatment to date in printThis is an important and beautiful exposition, both as an orientation for the reader unfamiliar with this theory and a s a prelude to studying in greater depth some of the hard papers on thesubject. Mathematical Reviews (Review of the original hardcover edition) This book provides a good survey of recent developments in the study of the dynamics of smooth self-maps on the interval. Itdeals with a subject whoseliterature often appears in physics journals. This literature suffers in general from a failure to distinguish between mathematical theorems and
Note:Springer eBooks
Contents:Motivation and Interpretation
One
Parameter Families of Maps
Typical Behavior for One Map
Parameter Dependence
Systematics of the Stable Periods
On the Relative Frequency of Periodic and Aperiodic Behavior
Scaling and Related Predictions
Higher Dimensional Systems
Properties of Individual Maps
Unimodal Maps and Thier Itineraries
The Calculus of Itineraries
Itineraries and Orbits
Negative Schwarzian Derivative
Homtervals
Topological Conjugacy
Sensitive Dependence on Initial Conditions
Ergodic Properties
Properties of one
Parameter families of m
ISBN:9780817649272
Series:e-books
Series:SpringerLink (Online service)
Series:Modern Birkhuser Classics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Mathematical physics
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Call number:SPRINGER-2009-9780817649104:ONLINE Show nearby items on shelf
Title:Viability Theory [electronic resource]
Author(s): Jean-Pierre Aubin
Date:2009
Publisher:Boston : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
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Note:This work examines viability theory and its applications to control theory and differential games. The emphasis is on the construction of feedbacks and dynamical systems by myopic optimization methods. Systems of first-orderpartial differential inclu sions, whose solutions are feedbacks, are constructed and investigated. Basic results are then extended to the case of fuzzy control problems, distributed control problems, and control systems with delays andmemory. Aimed at graduate students and research mathematicians, both pure and applied, this book offers specialists in control and nonlinear systems tools to take into account general state constraints. Viability theory also allowsresearchers in other disciplinesartificial intelligence, economics, gam e theory, theoretical biology, population genetics, cognitive sciencesto go beyond deterministic models by studying them in a dynamical or evolutionaryperspective in an uncertain environment. The book is a compendium of the state of knowledge about viabil ity...Mathematically, the book should be accessible to anyone who has had basic graduate courses in modern analysis and functionalanalysisThe concepts are defined and many proofs of the requisite results are reproduced here, making the present book essent ially self-contained. Bulletin of the AMS Because of the wide scope, the book is an ideal reference forpeople encountering problems related to viability theory in their researchIt gives a very thorough mathematical presentation. Very useful for anybody co nfronted with viability constraints. Mededelingen van het WiskundigGenootschap
Note:Springer eBooks
Contents:Introduction
Outline of the Book
1 Viability Theorems for Ordinary and Stochastic Differential Equations
2 Set
Valued Maps
3 Viability Theorems for Differential Inclusions
4 Viability Kernels and Exit Tubes
5 Invariance Theorems for Differential Inclusions
6 Regulation of Control Systems
7 Smooth and Heavy Viable Solutions
8 Partial Differential Inclusions of Tracking Problems
9 Lyapunov Functions
10 Miscellaneous Viability Issues
11 Viability Tubes
12 Functional Viability
13 Viability Theorems for Partial Differential Inclusions
14 Differential Gam
ISBN:9780817649104
Series:e-books
Series:SpringerLink (Online service)
Series:Modern Birkhuser Classics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Artificial intelligence , Biology Mathematics , Systems theory , Control engineering systems
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Call number:SPRINGER-2009-9780817648343:ONLINE Show nearby items on shelf
Title:Advances in Dynamic Games and Their Applications [electronic resource] : Analytical and Numerical Developments
Author(s): Odile Pourtallier
Vladimir Gaitsgory
Pierre Bernhard
Date:2009
Publisher:Boston : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This bookan outgrowth of the 12th International Symposium on Dynamic Gamespresents current advances in the theory of dynamic games and their applications in several disciplines. The selected contributions cover a variety oftopics ranging from purely theoretical developments in game theory, to numerical analysis of various dynamic games, and then progressing to applications of dynamic games in economics, finance, and energy supply. Thematically organizedinto eight parts, the book covers key topics in these main areas: * theoretical developments in general dynamic and differential games * pursuit-evasion games * numerical approaches to dynamic and differential games * applications ofdynamic games in economics and option pricing * search games * evoluti onary games * stopping games * stochastic games and large neighborhood games A unified collection of state-of-the-art advances in theoretical and numericalanalysis of dynamic games and their applications, the work is suitable for researchers, practitioner s, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences
Note:Springer eBooks
Contents:Preface
List of Contributors
Part I. Dynamic
Differential Games: Theoretical Developments
On Differential Games with Long
Time
Average Cost
Fields of Extremals and Sufficient Conditions for a Class of Variational Games
Linear Quadratic Differential Games: An Overview
A Neumann Boundary Control for Multidimensional Parabolic Minmax Control Problems
Non
Cooperative and Semi
Cooperative Differential Games
Part II. Pursuit
Evasion (P
E) Games
Some Geometrical Properties of the Phase Space Structure in Games on Manifolds
Strategies for Alternative Pursuit Games
So
ISBN:9780817648343
Series:e-books
Series:SpringerLink (Online service)
Series:Annals of the International Society of Dynamic Games : v10
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2009-9780387772387:ONLINE Show nearby items on shelf
Title:Dynamic Linear Models with R [electronic resource]
Author(s): Patrizia Campagnoli
Sonia Petrone
Giovanni Petris
Date:2009
Edition:1
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses ondynamic linear models, empha sizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form for more complex models, simulation techniques are used. A final chapter covers modernsequential Monte Carlo algorithms. The book illustrat es all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specificmodel, estimate its parameters, and use it for forecasting. All the code use d in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statisticsand R is assumed. Giovanni Petris is Associate Professor at the University of Arkansas. He has publ ished many articles on time series analysis, Bayesian methods, and Monte Carlo techniques, and has served on National Science Foundationreview panels. He regularly teaches courses on time series analysis at various universities in the US and in Italy. An active participant on the R mailing lists, he has developed and maintains a couple of contributed packages. SoniaPetrone is Associate Professor of Statistics at Bocconi University,Milano. She has published research papers in top journals in the areas of B ayesian inference, Bayesian nonparametrics, and latent variables models. She is interested inBayesian nonparametric methods for dynamic systems and state space models and is an active member of the International Society of Bayesian Analysis. Patrizia Camp agnoli received her PhD in Mathematical Statistics from the University ofPavia in 2002. She was Assistant Professor at the University of Milano-Bicocca and currently works for a financial software comp
Note:Springer eBooks
Contents:Introduction: basic notions about Bayesian inference
Dynamic linear models
Model specification
Models with unknown parameters
Sequential Monte Carlo methods
ISBN:9780387772387
Series:e-books
Series:SpringerLink (Online service)
Series:Use R
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2009-9780387096148:ONLINE Show nearby items on shelf
Title:Continuous Bivariate Distributions [electronic resource] : Second Edition
Author(s): Chin Diew Lai
N Balakrishnan
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Random variables are rarely independent in practice and so many multivariate distributions have been proposed in the literature to give a dependence structure for two or more variables. In this book, we restrict ourselves to thebivariate distribution s for two reasons: (i) correlation structure and other properties are easier to understand and the joint density plot can be displayed more easily, and (ii) a bivariate distribution can normally be extended to amultivariate one through a vector or matrix representation. This volume is a revision of Chapters 1-17 of the previous book Continuous Bivariate Distributions, Emphasising Applications authored by Drs. Paul Hutchinson and Chin-DiewLai. The book updates the subject of copulas which have grown immens ely during the past two decades. Similarly, conditionally specified distributions and skewed distributions have become important topics of discussion in this area ofresearch. This volume, which provides an up-to-date review of various developments relatin g to bivariate distributions in general, should be of interest to academics and graduate students, as well as applied researchers in finance,economics, science, engineering and technology. N. BALAKRISHNAN is Professor in the Department of Mathematics and Statistics at McMaster University, Hamilton, Ontario, Canada. He has published numerous research articles in many areasof probability and statistics and has authored a number of books including the four-volume series on Distributions in Statistics, jointl y with Norman L. Johnson and S. Kotz, published by Wiley. He is a Fellow of the AmericanStatistical Association and the Institute of Mathematical Statistics, and the Editor-in-Chief of Communications in Statistics and the Executive Editor of Journal of St atistical Planning and Inference. CHIN-DIEW LAI holds a PersonalChair in Statistics at Massey University, Palmerston North, New Zealand. He has published more than 100 peer-reviewed research articles an
Note:Springer eBooks
ISBN:9780387096148
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2008-9783764385910:ONLINE Show nearby items on shelf
Title:Aspects of Mathematical Modelling [electronic resource] : Applications in Science, Medicine, Economics and Management
Author(s): Roger J Hosking
Ezio Venturino
Date:2008
Publisher:Basel : Birkhuser Basel
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The construction of mathematical models is an essential scientific activity. Mathematics has long been associated with developments in the exact sciences and engineering, but more recently mathematical modelling has been used toinvestigate complex sy stems that arise in many other fields. The contributors to this book demonstrate the application of mathematics to modern research topics in ecology and environmental science, health and medicine, phylogeneticsand neural networks, theoretical chemistry, e conomics and management. The reader will find some review papers outlining current research directions in hot topics such as pattern formation and applications to medicine, and more targetedresearch papers on current developments in the various discipline s included. Both should provide insight and inspiration for further work on these subjects. The extensive relevant literature cited in some of the survey expositoryarticles is another feature
Note:Springer eBooks
Contents:From the contents Mathematical Models of Pattern Formation in Planktonic Predation
Diffusion Systems: A Review
Toward a General Theory of Ecosystem Stability: Plankton
Nutrient Interaction as a Paradigm
Nutrient, Non
Toxic Phytoplankton, Toxic Phytoplankton and Zooplankton Interaction in an Open Marine System
Stability and Optimal Harvesting in a Stage Structure Predator
Prey Switching Strategy
Reducing the Emission of Pollutants in Industrial Wastewater through the Use of Membrane Bioreactors
Insecticidal Bt Crops under Massive Bt
resistant Pest Invasion: Mathematical Simulatio
ISBN:9783764385910
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Biosciences in Interaction
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Biology Mathematics
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