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SPIRES-BOOKS: FIND KEYWORD ENGINEERING ECONOMICS *END*INIT* use /tmp/qspiwww.webspi1/11782.10 QRY 131.225.70.96 . find keyword engineering economics ( 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:9781493967926:ONLINE Show nearby items on shelf
Title:Pricing Derivatives Under Lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach
Author(s): Andrey Itkin
Date:2017
Size:1 online resource (XX, 308 p. 64 illus., 62 illus. in color p.)
Contents:Basics of a finite-difference method -- Modern finite-difference approach -- An M-matrix theory and FD -- Brief Introduction into Lévy processes -- Pseudo-parabolic and fractional equations of option pricing -- Pseudo-parabolic
equations for various Lévy models -- High-order splitting methods for forward PDEs and PIDEs -- Multi-dimensional structural default models and correlated jumps -- LSV models with stochastic interest rates and correlated jumps --
Stochastic skew model -- Glossary -- References -- Index
ISBN:9781493967926
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Mathematics , Partial differential equations , Economics, Mathematical , Computer mathematics , Mathematical models , Mathematics , Quantitative Finance , Mathematical Modeling and Industrial Mathematics , Computational Science and Engineering , Partial Differential Equations
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Call number:9781493965724:ONLINE Show nearby items on shelf
Title:Statistics and Analysis of Scientific Data
Author(s): Massimiliano Bonamente
Date:2017
Edition:2nd ed. 2017
Size:1 online resource (XVII, 318 p. 40 illus., 4 illus. in color p.)
Contents:Theory of Probability -- Random Variables and Their Distribution -- Sum and Functions of Random Variables -- Estimate of Mean and Variance and Confidence Intervals -- Median, Weighted Mean and Linear Average (NEW) -- Distribution
Function of Statistics and Hypothesis Testing -- Maximum Likelihood Fit to a Two-Variable Dataset -- Goodness of Fit and Parameter Uncertainty -- Systematic Errors and Intrinsic Scatter (NEW) -- Fitting Data with Bivariate Errors (NEW)
-- Comparison Between Models -- Monte Carlo Methods -- Markov Chains and Monte Carlo Markov Chains -- Statistics for Business Sciences and Addition of Multi–Variate Analysis (NEW)
ISBN:9781493965724
Series:eBooks
Series:Springer eBooks
Series:Springer 2017 package
Keywords: Physics , System theory , Statistics , Applied mathematics , Engineering mathematics , Physics , Mathematical Methods in Physics , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Statistics for Business/Economics/Mathematical Finance/Insurance , Appl.Mathematics/Computational Methods of Engineering , Complex Systems , Statistical Physics and Dynamical Systems
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Call number:9781420041583:ONLINE Show nearby items on shelf
Title:The CRC handbook of mechanical engineering [electronic resource]
Author(s): Frank Kreith (ed.)
D. Yogi Goswami (ed.)
Date:2005
Edition:2nd ed.
Publisher:Boca Raton: CRC Press
Size:1 online resource
Contents:Mechanics of solids, Bela I. Sandor -- Engineering thermodynamics, Michael J. Moran -- Fluid mechanics, Frank Kreith -- Heat and mass transfer. Frank Kreith -- Electrical engineering, Giorgio Rizzoni -- Human-machine interaction, Thomas B. Sheridan -- Energy resources, D. Yogi Goswami -- Energy conversion, D. Yogi Goswami -- Air-conditioning and refrigeration, Herbert A. Ingley and Shan K. Wang -- Transportation, Frank Kreith -- Engineering design, Ashok V. Kumar -- Materials, Bhuvenesh C. Goswami - - Modern manufacturing, Scott Smith -- Robotics, Frank Lewis -- MEMS technology, Mohamed Gad-el-Hak -- Environmental engineering, Ari Rabl nd Jan F. Kreider -- Engineering economics and project management, Chan S. Park and Donald D. Tippett -- Nanotechnol ogy, Sergey Edward Lyshevski -- Mathematics, William F. Ames and George Cain -- Patent law and miscellaneous topics, Frank Kreith.
ISBN:9781420041583
Series:Mechanical engineering handbook series
Series:eBooks
Series:CRCnetBASE eBooks
Keywords: Mechanical engineering
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Call number:111995150X:ONLINE Show nearby items on shelf
Title:Cognitive Communications - Distributed Artificial Intelligence (DAI), Regulatory Policy & Economics, Implementation
Author(s): Grace
Date:2012
Publisher:Wiley
Size:1 online resource (501 p.)
ISBN:9781119951506
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Electrical & Electronics Engineering
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Call number:1118678591:ONLINE Show nearby items on shelf
Title:Modern Standardization: Case Studies at the Crossroads of Technology, Economics, and Politics
Author(s): Schneiderman
Date:2015
Publisher:Standards Information Network
Size:1 online resource (289 p.)
ISBN:9781118678596
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Electrical & Electronics Engineering
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Call number:0470659092:ONLINE Show nearby items on shelf
Title:Design Economics for the Built Environment - Impact of Sustainability on Project Evaluation
Author(s): Robinson
Date:2015
Publisher:Wiley-Blackwell
Size:1 online resource (433 p.)
ISBN:9780470659090
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Civil Engineering & Construction
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Call number:0470531118:ONLINE Show nearby items on shelf
Title:Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics
Author(s): Brandimarte
Date:2014
Publisher:Wiley
Size:1 online resource (689 p.)
ISBN:9780470531112
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Statistics
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Call number:0470486767:ONLINE Show nearby items on shelf
Title:The Economics of Human Systems Integration: Valuation of Investments in People's Training and Education, Safety and Health, and Work Productivity
Author(s): Rouse
Date:2010
Publisher:Wiley
Size:1 online resource (441 p.)
ISBN:9780470486764
Series:eBooks
Series:Wiley Online Library
Series:Wiley 2016 package purchase
Keywords: Electrical & Electronics Engineering
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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-2016-9783319301907:ONLINE Show nearby items on shelf
Title:Rabi N. Bhattacharya Selected Papers
Author(s):
Date:2016
Size:1 online resource (711 p.)
Note:10.1007/978-3-319-30190-7
Contents:Part I: Modes of Approximation -- Hall, Contributions of Rabi Bhattacharya to the Central Limit Theory and Normal Approximation -- Yoshida, Asymptotic Expansions for Stochastic Processes -- Shao, An Introduction to Normal Approximation -- Reprints - - Part II: Large Time Asymptotics for Markov Processes I: Diffusion -- Varadhan, Martingale Methods for the Central Limit Theorem -- Kurtz, Ergodicity and Central Limit Theorems for Markov Processes -- Reprints -- Part III: Large Time Asymptotics for Mark ov Processes II: Dynamical Systems and Iterated Maps -- Athreya, Dynamical Systems, IID Random Iterations, and Markov Chains -- Waymire, Random Dynamical Systems and Selected Works of Rabi Bhattacharya -- Reprints -- Part IV: Stochastic Foundations in App lied Sciences I: Economics -- Kamihigashi, Stachurski, Stability Analysis for Random Dynamical Systems in Economics -- Roy, Some Economic Applications of Recent Advances in Random Dynamical Systems -- Reprints -- Part V: Stochastic
Foundations in Applied Sciences II: Geophysics -- Thomann, Waymire, Advection-Dispersion in Fluid Media and Selected Works of Rabi Bhattacharya -- Flandoli, Romito, Cascade Representations for the Navier-Stokes Equations -- Reprints -- Part VI: Stoc hastic Foundations in Applied Sciences III: Statistics -- Dryden, Le, Preston, Wood, Nonparametric Statistical Methods on Manifolds -- Huckemann, Hotz, Nonparametric Statistics on Manifolds and Beyond -- Reprints
ISBN:9783319301907
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Probabilities , Statistics , Mathematics , Probability Theory and Stochastic Processes , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien
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Call number:SPRINGER-2016-9783319287256:ONLINE Show nearby items on shelf
Title:Time Series Analysis and Forecasting Selected Contributions from the ITISE Conference
Author(s):
Date:2016
Size:1 online resource (49 p.)
Note:10.1007/978-3-319-28725-6
Contents:Main Topics: Time Series Analysis and Forecasting -- Advanced method and on-Line Learning in time series -- High Dimension and Complex/Big Data -- Forecasting in real problem
ISBN:9783319287256
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Mathematical statistics , Econometrics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Econometrics , Probability and Statistics in Computer Science
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Call number:SPRINGER-2016-9783319285993:ONLINE Show nearby items on shelf
Title:Multivariate Time Series With Linear State Space Structure
Author(s): Víctor Gómez
Date:2016
Size:1 online resource (541 p.)
Note:10.1007/978-3-319-28599-3
Contents:Preface -- Computer Software -- Orthogonal Projection -- Linear Models -- Stationarity and Linear Time Series Models -- The State Space Model -- Time Invariant State Space Models -- Time Invariant State Space Models With Inputs -- Wiener–Kolmogor ov Filtering and Smoothing -- SSMMATLAB -- Bibliography -- Author Index -- Subject Index
ISBN:9783319285993
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Econometrics , Statistics , Statistical Theory and Methods , Statistics and Computing/Statistics Programs , Probability Theory and Stochastic Processes , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Econometrics , Statistics for Business/Economics/Mathematical Finance/Insurance
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Call number:SPRINGER-2016-9783319283418:ONLINE Show nearby items on shelf
Title:Statistics for Mathematicians A Rigorous First Course
Author(s): Victor M Panaretos
Date:2016
Size:1 online resource (15 p.)
Note:10.1007/978-3-319-28341-8
Contents:Foreword -- Regular Probability Models -- Sampling From Probability Distributions -- Point Estimation of Model Parameters -- Tests of Hypotheses for Model Parameters -- Confidence Intervals for Model Parameters -- Appendix -- Bibliography
ISBN:9783319283418
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Statistics , Statistical Theory and Methods , Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Scien , Statistics for Business/Economics/Mathematical Finance/Insurance , Probability Theory and Stochastic Processes
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Call number:SPRINGER-2016-9783319280141:ONLINE Show nearby items on shelf
Title:Advances in Dynamic and Evolutionary Games Theory, Applications, and Numerical Methods
Author(s):
Date:2016
Size:1 online resource (21 p.)
Note:10.1007/978-3-319-28014-1
Contents:Dynamic Games with Perfect Information -- Dynamic Admission Game into an M/M/1 Queue.-Methodological Issues in Analyzing Market Dynamics -- Stochastic Games with Signals -- Nonlinear and Multiplayer Evolutionary Games -- A Zero-Sum Game Between the Network Designer and an Adversary in Consensus Protocols -- Maximal Stable Bridge in Game with Simple Motions in the Plane -- Linear-Quadratic Gaussian Dynamic Games with a Control-Sharing Information Pattern -- Pursuit-Evasion Game of Kind between Hybri d Players -- A Double-Sided Jamming Game with Resource Constraints -- Speculative Constraints on Oligopoly -- Evolutionary Stability of Dimorphic Population States -- A Game-Theoretical Approach to Microbial Coexistence -- Computing α-Robust Equilibria i n Two Integrated Assessment Models for Climate Change -- A Robust Noncooperative Meta-Game for Climate Negotiation in Europe
ISBN:9783319280141
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Annals of the International Society of Dynamic Games : 14
Keywords: Mathematics , Game theory , Applied mathematics , Engineering mathematics , Economic theory , Mathematics , Game Theory, Economics, Social and Behav. Sciences , Economic Theory/Quantitative Economics/Mathematical Methods , Appl.Mathematics/Computational Methods of Engineering
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Call number:SPRINGER-2016-9783319040363:ONLINE Show nearby items on shelf
Title:Dynamic Systems Models New Methods of Parameter and State Estimation
Author(s): Josif A Boguslavskiy
Date:2016
Edition:1st ed. 2016
Size:1 online resource (201 p.)
Note:10.1007/978-3-319-04036-3
Contents:From the Contents: Linear Estimators of a Random-Parameter Vector.-Basis of the Method of Polynomial Approximation -- Polynomial Approximation and Optimization of Control -- Polynomial Approximation Technique Applied to Inverse Vector
Functions -- Identification of Parameters of Nonlinear Dynamical Systems: Smoothing, Filtering and Forecasting the State Vector -- Estimating Status Vectors from Sight Angles -- Estimation of Parameters of Stochastic Models --
Designing the Control of Motion to a Target Point of Phase Space -- Inverse Problems of Dynamics Algorithm for Identifying Parameters of an Aircraft
ISBN:9783319040363
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Physics , Economics, Mathematical , Mathematical models , Statistical physics , Aerospace engineering , Astronautics , Physics , Nonlinear Dynamics , Mathematical Modeling and Industrial Mathematics , Aerospace Technology and Astronautics , Signal, Image and Speech Processing , Quantitative Finance
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Call number:SPRINGER-2014-9789462390614:ONLINE Show nearby items on shelf
Title:Normal and Students t Distributions and Their Applications [electronic resource]
Author(s): Mohammad Ahsanullah
B.M. Golam Kibria
Mohammad Shakil
Date:2014
Publisher:Paris : Atlantis Press : Imprint: Atlantis Press
Size:1 online resource
Note:The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio ofthe independent norma l and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering
Contents:Introduction
Normal Distributions
Students Distributions
Sum, Product & Ratio for the Normal Random Variables
Sum, Product & Ratio for the Students Random Variables
Sum, Product & Ratio for the Normal and Students Random Variables
Product of the Normal and Students Densities
Characterizations of Normal Distributions
Characterizations of StudentsDistributions
Concluding Remarks
ISBN:9789462390614
Series:eBooks
Series:SpringerLink
Series:Atlantis Studies in Probability and Statistics, 1879-6893 : v4
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Computer science , Mathematics , Economics , Social sciences
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Call number:SPRINGER-2014-9789400773622:ONLINE Show nearby items on shelf
Title:Chaos, Complexity and Leadership 2012 [electronic resource]
Author(s): Santo Banerjee
efika ule Eretin
Date:2014
Publisher:Dordrecht : Springer Netherlands : Imprint: Springer
Size:1 online resource
Note:These proceedings from the 2012 symposium on Chaos, complexity and leadership reflect current research results from all branches of Chaos, Complex Systems and their applications in Management. Included are the diverseresults in the fields of applied nonlinear methods, modeling of data and simulations, as well as theoretical achievements of Chaos and Complex Systems. Also highlighted are Leadership and Management applications of Chaos andComplexity Theory
Contents:Great Illusion in 21st Century
Chaos Knocking Door
Chaotic Time Delay Systems and Field Programmable Gate Array Realization. An Adaptive Neuro
Fuzzy Inference System
Based Approach to Forecast Time Series of Chaotic Systems
Design and Development of a Chaos
Based Image Encryption System
Comparison of Principal Component Analysis Biplots Based on Different Robust Covariance Matrix Estimates
Complexity and the relationship of the state with islam
Anadolu Agency and The New Media Order
The role and place of migration and diasporas policy in bilateral relations between Kazakhs
ISBN:9789400773622
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Complexity, 2213-8684
Series:Physics and Astronomy (Springer-11651)
Keywords: Engineering , Economics
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Call number:SPRINGER-2014-9788132218838:ONLINE Show nearby items on shelf
Title:Nonlinear Analysis [electronic resource] : Approximation Theory, Optimization and Applications
Author(s): Qamrul Hasan Ansari
Date:2014
Publisher:New Delhi : Springer India : Imprint: Birkhuser
Size:1 online resource
Note:Many of our daily-life problems can be written in the form of an optimization problem. Therefore, solution methods are needed to solve such problems. Due to the complexity of the problems, it is not always easy to find the exactsolution. However, app roximate solutions can be found. The theory of the best approximation is applicable in a variety of problems arising in nonlinear functional analysis and optimization. This book highlights interesting aspects ofnonlinear analysis and optimization together with many applications in the areas of physical and social sciences including engineering. It is immensely helpful for young graduates and researchers who are pursuing research in thisfield, as it provides abundant research resources for researchers and post-doctoral fellows. This will be a valuable addition to the library of anyone who works in the field of applied mathematics, economics and engineering
Contents:Chapter 1. Best Proximity Points
Chapter 2. Semi
Continuity Properties of Metric Projections
Chapter 3. Convergence of Slices, Geometric Aspects in Banach Spaces and Proximinality
Chapter 4. Measures of Non compactness and Well
Posed Minimization Problems
Chapter 5. Well
Posedness, Regularization and Viscosity Solutions of Minimization Problems
Chapter 6. Best Approximation in Nonlinear Functional Analysis
Chapter 7. Hierarchical Minimization Problems and Applications
Chapter 8. Triple Hierarchical Variational Inequalities
Chapter 9. Split Feasibility and Fixed Point Pr
ISBN:9788132218838
Series:eBooks
Series:SpringerLink
Series:Trends in Mathematics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Functional analysis , Operator theory , Mathematical optimization
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Call number:SPRINGER-2014-9783642453670:ONLINE Show nearby items on shelf
Title:Scientific Computing with MATLAB and Octave [electronic resource]
Author(s): Alfio Quarteroni
Fausto Saleri
Paola Gervasio
Date:2014
Edition:4th ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This textbook is an introduction to Scientific Computing, in which several numerical methods for the computer-based solution of certain classes of mathematical problems are illustrated. The authors show how to compute the zeros,the extrema, and the i ntegrals of continuous functions, solve linear systems, approximate functions using polynomials and construct accurate approximations for the solution of ordinary and partial differential equations. To make theformat concrete and appealing, the programmin g environments Matlab and Octave are adopted as faithful companions. The book contains the solutions to several problems posed in exercises and examples, often originating from importantapplications. At the end of each chapter, a specific section is devot ed to subjects which were not addressed in the book and contains bibliographical references for a more comprehensive treatment of the material. From the review:.... This carefully written textbook, the third English edition, contains substantial new devel opments on the numerical solution of differential equations. It is typeset in a two-color design and is written in a style suited forreaders who have mathematics, natural sciences, computer sciences or economics as a background and who are interested in a well-organized introduction to the subject. Roberto Plato (Siegen), Zentralblatt MATH 1205.65002
Contents:1. What can' t be ignored
2. Nonlinear equations
3. Approximation of functions and data
4. Numerical differentiation and integration
5. Linear systems
6. Eigenvalues and eigenvectors
7. Numerical optimization
8. Ordinary differential equations
9. Numerical approximation of boundary
value problems
10. Solutions of the exercises
References
Index
ISBN:9783642453670
Series:eBooks
Series:SpringerLink
Series:Texts in Computational Science and Engineering, 1611-0994 : v2
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Chemistry , Computer science , Visualization , Engineering
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Call number:SPRINGER-2014-9783319068206:ONLINE Show nearby items on shelf
Title:Dynamical Systems with Applications using MATLAB [electronic resource]
Author(s): Stephen Lynch
Date:2014
Edition:2nd ed. 2014
Publisher:Cham : Springer International Publishing : Imprint: Birkhuser
Size:1 online resource
Note:This textbook, now in its second edition, provides a broad introduction to both continuous and discrete dynamical systems, the theory of which is motivated by examples from a wide range of disciplines. It emphasizes applicationsand simulation utilizi ng MATLAB, Simulink, the Image Processing Toolbox, and the Symbolic Math Toolbox, including MuPAD. Features new to the second edition include sections on series solutions ofordinary differential equations, perturbation methods, normal forms, Grbner bas es, and chaos synchronization chapters on image processing and binary oscillator computing hundreds of newillustrations, examples, and exercises with solutions and over eighty up-to-date MATLAB program files and Simulink model files available online. T hese files were voted MATLAB Central Pick of the Week in July2013. The hands-on approach of Dynamical Systems with Applications using MATLAB, Second Edition, has minimal prerequisites, only requiring familiarity with ordinary differential equations. It w ill appeal to advanced undergraduateand graduate students, applied mathematicians, engineers, and researchers in a broad range of disciplines such as population dynamics, biology, chemistry, computing, economics, nonlinear optics, neural networks, and phy sics. Praise for the first edition Summing up, it can be said that this text allows the reader to have an easy and quick start to the huge field of dynamicalsystems theory. MATLAB/SIMULINK facilitate this approach under the aspect of learning by doing. OR News/Operations Research Spectrum The MATLAB programs are kept as simple as possible and the author's experience has shown thatthis method of teaching using MATLAB works well with computer laboratory classes of small sizes. I recommend Dynamical Syst ems with App
Contents:Preface
A Tutorial Introduction to MATLAB
Linear Discrete Dynamical Systems
Nonlinear Discrete Dynamical Systems
Complex Iterative Maps
Electromagnetic Waves and Optical Resonators
Fractals and Multifractals
The Image Processing Toolbox
Differential Equations
Planar Systems
Interacting Species
Limit Cycles
Hamiltonian Systems, Lyapunov Functions, and Stability
Bifurcation Theory
Three
Dimensional Autonomous Systems and Chaos
Poincar Maps and Nonautonomous Systems in the Plane
Local and Global Bifurcations
The Second Part of Hilbert's Sixte
ISBN:9783319068206
Series:eBooks
Series:SpringerLink
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Differential Equations , Engineering mathematics
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Call number:SPRINGER-2014-9783319041506:ONLINE Show nearby items on shelf
Title:Introduction to Matrix Analysis and Applications [electronic resource]
Author(s): Fumio Hiai
Dnes Petz
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Matrices can be studied in different ways. They are a linear algebraic structure and have a topological/analytical aspect (for example, the normed space of matrices) and they also carry an order structure that is induced bypositive semidefinite matri ces. The interplay of these closely related structures is an essential feature of matrix analysis. This book explains these aspects of matrix analysis from a functional analysis point of view. After anintroduction to matrices and functional analysis, it c overs more advanced topics such as matrix monotone functions, matrix means, majorization and entropies. Several applications to quantum information are also included. Introductionto Matrix Analysis and Applications is appropriate for an advanced graduate course on matrix analysis, particularly aimed at studying quantum information. It can also be used as a reference for researchers in quantum information,statistics, engineering and economics
Contents:Fundamentals of operators and matrices
Mappings and algebras
Functional calculus and derivation
Matrix monotone functions and convexity
Matrix means and inequalities
Majorization and singular values
Some applications
ISBN:9783319041506
Series:eBooks
Series:SpringerLink
Series:Universitext, 0172-5939
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Matrix theory
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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-2014-9783319034973:ONLINE Show nearby items on shelf
Title:Statistical Inference for Financial Engineering [electronic resource]
Author(s): Masanobu Taniguchi
Tomoyuki Amano
Hiroaki Ogata
Hiroyuki Taniai
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data,various stochastic processe s, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includesseveral statistical approaches, e.g., discrimin ant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerfultools for analyzing the financial data, establishing a new bridge bet ween time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering.Readers are expected to have an undergraduate-level knowledge of statistics
Contents:Preface
Features of Financial Data
Empirical Likelihood Approaches for Financial Returns
Various Methods for Financial Engineering
Some Techniques for ARCH Financial Time Series
Index
ISBN:9783319034973
Series:eBooks
Series:SpringerLink
Series:SpringerBriefs in Statistics, 2191-544X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Economics Statistics
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Call number:SPRINGER-2014-9783319012643:ONLINE Show nearby items on shelf
Title:German-Japanese Interchange of Data Analysis Results [electronic resource]
Author(s): Wolfgang Gaul
Andreas Geyer-Schulz
Yasumasa Baba
Akinori Okada
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This volume focuses on innovative approaches and recent developments in clustering, analysis of data and models, and applications: The first part of the book covers a broad range of innovations in the area of clustering, fromalgorithmic innovations f or graph clustering to new visualization and evaluation techniques. The second part addresses new developments in data and decision analysis (conjoint analysis, non-additive utility functions, analysis ofasymmetric relationships, and regularization techni ques). The third part is devoted to the application of innovative data analysis methods in the life-sciences, the social sciences and in engineering. All contributions in this volumeare revised and extended versions of selected papers presented in the Ger man/Japanese Workshops at Karlsruhe (2010) and Kyoto (2012).
Contents:Clustering
Analysis of Data and Models
Applications
ISBN:9783319012643
Series:eBooks
Series:SpringerLink
Series:Studies in Classification, Data Analysis, and Knowledge Organization, 1431-8814
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Electronic data processing , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9781493910373:ONLINE Show nearby items on shelf
Title:Implicit Functions and Solution Mappings [electronic resource] : A View from Variational Analysis
Author(s): Asen L Dontchev
R. Tyrrell Rockafellar
Date:2014
Edition:2nd ed. 2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:The implicit function theorem is one of the most important theorems in analysis and its many variants are basic tools in partial differential equations and numerical analysis. This second edition of Implicit Functions andSolution Mappings presents an updated and more complete picture of the field by including solutions of problems that have been solved since the first edition was published, and places old and new results in a broader perspective. Thepurpose of this self-contained work is to provide a reference on the topic and to provide a unified collection of a number of results which are currently scattered throughout the literature. Updates to this edition include new sectionsin almost all chapters, new exercises and examples, updated commentarie s to chapters and an enlarged index and references section. From reviews of the first edition: The book commences with a helpful context-setting preface followedby six chapters. Each chapter starts with a useful preamble and concludes with a careful and i nstructive commentary, while a good set of references, a notation guide, and a somewhat brief index complete this study. I unreservedlyrecommended this book to all practitioners and graduate students interested in modern optimization theory or control th eory or to those just engaged by beautiful analysis cleanly described. (Jonathan Michael Borwein, IEEE ControlSystems Magazine, February, 2012) This book is devoted to the theory of inverse and implicit functions and some of its modifications for solution mappings in variational problems. The book is targeted to a broad audience ofresearchers, teachers and graduate students. It can be used as well as a textbook as a reference book on the topic. Undoubtedly, it will be used by mathematicians dealing with functional and numerical analysis, optimization, adjacentbranches and also by specialists in mechanics, physics, engineering, economics, and so on. (Peter Zabreiko, Zentralblatt MATH,
Contents:Introduction and equation
solving background
Solution mappings for variational problems
Set
valued analysis of solution mappings
Regularity properties through generalized derivatives
Metric regularity in infinite dimensions
Applications in numerical variational analysis
ISBN:9781493910373
Series:eBooks
Series:SpringerLink
Series:Springer Series in Operations Research and Financial Engineering, 1431-8598
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Global analysis (Mathematics) , Numerical analysis , Mathematical optimization
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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-2014-9781461492726:ONLINE Show nearby items on shelf
Title:Physics of Societal Issues [electronic resource] : Calculations on National Security, Environment, and Energy
Author(s): David Hafemeister
Date:2014
Edition:2nd ed. 2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:This book provides the reader with essential tools needed to analyze complex societal issues and demonstrates the transition from physics to modern-day laws and treaties. This second edition features new equation-orientedmaterial and extensive data s ets drawing upon current information from experts in their fields. Problems to challenge the reader and extend discussion are presented on three timely issues: National Security:Weapons, Offense, Defense, Verification, Nuclear Proliferation, Terrorism Environment: Air/Water, Nuclear, Climate Change, EM Fields/Epidemiology Energy: Current Energy Situation, Buildings, SolarBuildings, Renewable Energy, Enhanced End-Use Efficiency, Transportation, Economics Praise for the first edition: This insight is n eeded in Congress and the Executive Branch. Hafemeister, a former Congressional fellow with wideWashington experience, has written a book for physicists, chemists and engineers who want to learn science and policy on weapons, energy, and the environment. Scientists who want to make a difference will want this book. RichardScribner, first Director, Congressional Science and Engineering Fellow Program, AAAS Hafemeister shows how much one can understand about nuclear weapons and missile issues through simpl e back-of-the-envelope calculations. He alsoprovides compact explanations of the partially successful attempts that have been made over the past 60 years to control these weapons of mass destruction. Hopefully, Physics of Societal Issues will help interes t a new generation ofphysicists in continuing this work. Frank von Hippel, Professor, Princeton, former Assistant Director, National Security, White House, OSTP Energy policy must be quantitative. People who don't calculate economic tradeoffs oftenchampi on simplistic hardware. The solution is more... nuclear power, or electric cars, or photovoltaics, etc. Some simple physics will s
Contents:Nuclear Weapons
The Offense: Missiles and War Games
The Defense: ABM/SDI/BMD/NMD
Verification and Arms Control Treaties
Nuclear Proliferation and Terrorism
Air and Water Pollution
Nuclear Pollution
Climate Change
Electromagnetic Fields and Epidemiology
The Energy Situation and Fossil Fuels
Energy in Buildings
Solar Buildings
Renewable Energy
Enhanced End
Use Efficiency
Transportation
Energy Economics
Appendix A: Nuclear Arms Chronology
Appendix B: Energy/ Environment Chronology
Appendix C: Nuclear
Age History
Appendix D: Units
Appendi
ISBN:9781461492726
Series:eBooks
Series:SpringerLink
Series:Physics and Astronomy (Springer-11651)
Keywords: Renewable energy sources , Nuclear engineering , Environmental law
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Call number:SPRINGER-2014-9781461491613:ONLINE Show nearby items on shelf
Title:Nonlinear Maps and their Applications [electronic resource] : Selected Contributions from the NOMA 2011 International Workshop
Author(s): Clara Grcio
Daniele Fournier-Prunaret
Tetsushi Ueta
Yoshifumi Nishio
Date:2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:In the field of Dynamical Systems, nonlinear iterative processes play an important role. Nonlinear mappings can be found as immediate models for many systems from different scientific areas, such as engineering, economics,biology, or can also be obta ined via numerical methods permitting to solve non-linear differential equations. In both cases, the understanding of specific dynamical behaviors and phenomena is of the greatest interest for scientists.This volume contains papers that were presented at the International Workshop on Nonlinear Maps and their Applications (NOMA 2011) held in vora, Portugal, on September 15-16, 2011. This kind of collaborative effort is of paramountimportance in promoting communication among the various groups that work in dynamical systems and networks in their research theoretical studies as well as for applications. This volume is suitable for graduate students as well asresearchers in the field
Contents:J. P. Almeida A. A. Pinto D. A. Rand, Renormalization of circlediffeomorphism sequences and Markov sequences
F. Balibrea M. V. Caballero, Examples of Lyapunov exponents in two dimensional systems
R. A. da Costa S. N. Dorogovtsev A.V. Goltsev J. F. F. Mendes, Characteristics of the explosive percolation transition
E. S. Roberts A. Annibale A. C. C. Coolen, Controlled Markovian dynamics of graphs: unbiased generation of random graphs with prescribed topological properties
G. Bettencourt, A case leading to rationalist of the drift
L. S. Efremova, Remarks on the nonwanderi
ISBN:9781461491613
Series:eBooks
Series:SpringerLink
Series:Springer Proceedings in Mathematics & Statistics, 2194-1009 : v57
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems
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Call number:SPRINGER-2014-9781461487883:ONLINE Show nearby items on shelf
Title:Statistical Analysis of Financial Data in R [electronic resource]
Author(s): Ren Carmona
Date:2014
Edition:2nd ed. 2014
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This book fills this gap by addressing some of the most challenging issuesfacing any financial engi neer. It shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Concerns of risk management are addressed by the control of extreme values, the fittingof distributions with heavy tails, the comput ation of values at risk (VaR), and other measures of risk. Data description techniques such as principal component analysis (PCA), smoothing, and regression are applied to the constructionof yield and forward curve. Nonparametric estimation and nonlinear filtering are used for option pricing and earnings prediction. The book is intended for undergraduate students majoring in financial engineering, or graduate studentsin a Master in finance or MBA program. Because it was designed as a teaching vehicle, it is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the computingenvironment of R. They illustrate problems occurring in the commodity and energy markets, the fixed income markets as well as the equity markets, and even some new emerging markets like the weather markets. The book can helpquantitative analysts by guiding them through the details of statistical model estimation and implementation. It will also be of interest to resea rchers wishing to manipulate financial data, implement abstract concepts, and testmathematical theories, especially by addressing practical issues that are often neglected in the presentation of the theory
Contents:Univariate Data Distributions
Heavy Tail Distributions
Dependence and Multivariate Data Exploration
Parametric Regression
Local and Nonparametric Regression
Time Series Models
Multivariate Time Series, Linear Systems and Kalman Filtering
Nonlinear Time Series: Models and Simulation
Appendices
Indices
ISBN:9781461487883
Series:eBooks
Series:SpringerLink
Series:Springer Texts in Statistics, 1431-875X
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Finance , Mathematical statistics , Economics Statistics
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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-2013-9783658023140:ONLINE Show nearby items on shelf
Title:Local Variance Estimation for Uncensored and Censored Observations [electronic resource]
Author(s): Paola Gloria Ferrario
Date:2013
Publisher:Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averagingestimates (partitionin g or kernel type). Furthermore, the author uses a partitioning method for the estimation of the local variance based on first and second nearest neighbors (instead of regression estimation). Approaching specificproblems of application fields, all the resu lts are extended and generalised to the case where only censored observations are available. Further, simulations have been executed comparing the performance of two different estimators(R-Code available!). As a possible application of the given theory th e author proposes a survival analysis of patients who are treated for a specific illness. Contents Least Squares Estimation of the LocalVariance via Plug-In Local Averaging Estimation of the Local Variance via Plug-In Partitioning Estimation of the Lo cal Variance via Nearest Neighbors Estimation of the LocalVariance under Censored Observations Target Groups Researchers and graduate students in the fields of mathematics and statistics Practitioners in the fields of medicine, reliability, finance,a nd insurance Author Paola Gloria Ferrario received her doctorate degree (doctor rerum naturalium) from the University of Stuttgart, Germany, in 2012, after having studied Mathematical Engineering at the Polytechnic of Milano,Italy. She taught mathematic s to students of economics at University of Hohenheim and now works as a researcher at the University of Lbeck, Germany
Note:Springer eBooks
Contents:Least Squares Estimation of the Local Variance via Plug
In
Local Averaging Estimation of the Local Variance via Plug
In
Partitioning Estimation of the Local Variance via Nearest Neighbors
Estimation of the Local Variance under Censored Observations
ISBN:9783658023140
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics
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Call number:SPRINGER-2013-9783642355127:ONLINE Show nearby items on shelf
Title:Long-Memory Processes [electronic resource] : Probabilistic Properties and Statistical Methods
Author(s): Jan Beran
Yuanhua Feng
Sucharita Ghosh
Rafal Kulik
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:Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last20 years enormous pr ogress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematicaland probabilistic foundations and statis tical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be avaluable resource for researchers and graduate students in st atistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, powerlaws, self-similar scaling or fractal properties are relevant
Note:Springer eBooks
Contents:Definition of Long Memory
Origins and Generation of Long Memory
Mathematical Concepts
Limit Theorems
Statistical Inference for Stationary Processes
Statistical Inference for Nonlinear Processes
Statistical Inference for Nonstationary Processes
Forecasting
Spatial and Space
Time Processes
Resampling
Function Spaces
Regularly Varying Functions
Vague Convergence
Some Useful Integrals
Notation and Abbreviations
ISBN:9783642355127
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9783642341007:ONLINE Show nearby items on shelf
Title:Continuous-Time Markov Jump Linear Systems [electronic resource]
Author(s): Oswaldo L.V Costa
Marcelo D Fragoso
Marcos G Todorov
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
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Note:It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of high-integrity systems or a safety-critical system. Suchsystems can be found in aircr aft control, nuclear power stations, robotic manipulator systems, integrated communication networks and large-scale flexible structures for space stations, and are inherently vulnerable to abrupt changes intheir structures caused by component or interconn ection failures. In this regard, a particularly interesting class of models is the so-called Markov jump linear systems (MJLS), which have been used in numerous applications includingrobotics, economics and wireless communication. Combining probability an d operator theory, the present volume provides a unified and rigorous treatment of recent results in control theory of continuous-time MJLS. This unique approachis of great interest to experts working in the field of linear systems with Markovian jump par ameters or in stochastic control. The volume focuses on one of the few cases of stochastic control problems with an actual explicit solutionand offers material well-suited to coursework, introducing students to an interesting and active research area. The book is addressed to researchers working in control and signal processing engineering. Prerequisites include a solidbackground in classical linear control theory, basic familiarity with continuous-time Markov chains and probability theory, and some eleme ntary knowledge of operator theory
Note:Springer eBooks
Contents:1.Introduction
2.A Few Tools and Notations
3.Mean Square Stability
4.Quadratic Optimal Control with Complete Observations
5.H2 Optimal Control With Complete Observations
6.Quadratic and H2 Optimal Control with Partial Observations
7.Best Linear Filter with Unknown (x(t), (t))
8.H_$infty$ Control
9.Design Techniques
10.Some Numerical Examples
A.Coupled Differential and Algebraic Riccati Equations
B.The Adjoint Operator and Some Auxiliary Results
References
Notation and Conventions
Index
ISBN:9783642341007
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 , Operator theory , Systems theory , Distribution (Probability theory)
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Call number:SPRINGER-2013-9783642331497:ONLINE Show nearby items on shelf
Title:Stochastic Calculus with Infinitesimals [electronic resource]
Author(s): Frederik Herzberg
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:Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences(for instance in financia l mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts frommeasure theory and functional analysis or lack ful l mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's radically elementary theory of continuous-time stochastic processes, it is based on ademonstrably consistent use of infinitesimals and thus permits a radically s implified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of optionpricing and the Feynman path integral) are also discussed in the book
Note:Springer eBooks
Contents:1 Infinitesimal calculus, consistently and accessibly
2 Radically elementary probability theory
3 Radically elementary stochastic integrals
4 The radically elementary Girsanov theorem and the diffusion invariance principle
5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing
6 Excursion to financial engineering: Volatility invariance in the Black
Scholes model
7 A radically elementary theory of It diffusions and associated partial differential equations
8 Excursion to mathematical physics: A radically elementary d
ISBN:9783642331497
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Mathematics, 0075-8434 : v2067
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Logic, Symbolic and mathematical , Distribution (Probability theory)
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Call number:SPRINGER-2013-9783319026909:ONLINE Show nearby items on shelf
Title:Advances in Dynamic Games [electronic resource] : Theory, Applications, and Numerical Methods
Author(s): Vlastimil Kivan
Georges Zaccour
Date:2013
Publisher:Cham : Springer International Publishing : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This contributed volume focuses on aspects of dynamic game theory including differential games, evolutionary games, and stochastic games. It covers theoretical developments, algorithmic methods, and applications to fields asvaried as mathematical bio logy, environmental management, economics, engineering, guidance and control, and social interaction. It will be of interest to an interdisciplinary audience of researchers, practitioners, and advancedgraduate students. Advances in Dynamic Games presents state-of-the-art research that serves as a testament to the vitality and growth of the field of dynamic games and their applications. Its contributions, written by experts in theirrespective disciplines, are outgrowths of presentations originally given at the 15th International Symposium of Dynamic Games and Applications held July 1922, 2012, in Byice, Czech Republic
Note:Springer eBooks
Contents:Part I Dynamic Games: Theory and Computation
1 Relative Value Iteration for Stochastic Differential Games
2 OPTGAME3: A Dynamic Game Solver and an Economic Example
3 Dynamic Programming Approach to Aircraft Control in a Windshear
4 Existence of Optimal Controls for a Bi
Level Optimal Control Problem
5 Static Linear
Quadratic Gaussian Games
6 Interior Convergence Under Payoff Monotone Selections and Proper Equilibrium: Application to Equilibrium Selection
Part II Dynamic Games: Applications
7 Should a Retailer Support a Quality Improvements Strategy?
8 A Large Populat
ISBN:9783319026909
Series:e-books
Series:SpringerLink (Online service)
Series:Annals of the International Society of Dynamic Games : v13
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Engineering mathematics , Economics, Mathematical
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Call number:SPRINGER-2013-9783319008400:ONLINE Show nearby items on shelf
Title:Robustness in Statistical Forecasting [electronic resource]
Author(s): Yuriy Kharin
Date:2013
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missingvalues, etc.), leading to a ctual forecast risks (mean square errors of prediction) that are much higher than the theoretical values. This monograph fills a gap in the literature on robustness in statistical forecasting, offeringsolutions to the following topical problems: - develop ing mathematical models and descriptions of typical distortions in applied forecasting problems - evaluating the robustness for traditional forecasting procedures underdistortions - obtaining the maximal distortion levels that allow the safe use of the tr aditional forecasting algorithms -creating new robust forecasting procedures to arrive at risks that are less sensitive to definitedistortion types.
Note:Springer eBooks
Contents:Preface
Symbols and Abbreviations
Introduction
A Decision
Theoretic Approach to Forecasting
Time Series Models of Statistical Forecasting
Performance and Robustness Characteristics in Statistical Forecasting
Forecasting under Regression Models ofTime Series
Robustness of Time Series Forecasting Based on Regression Models
Optimality and Robustness of ARIMA Forecasting
Optimality and Robustness of Vector Autoregression Forecasting under Missing Values
Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations
Forecasting of Di
ISBN:9783319008400
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Distribution (Probability theory) , Mathematical statistics , Economics Statistics , Engineering mathematics
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Call number:SPRINGER-2013-9783319003955:ONLINE Show nearby items on shelf
Title:Proceedings of the European Conference on Complex Systems 2012 [electronic resource]
Author(s): Thomas Gilbert
Markus Kirkilionis
Gregoire Nicolis
Date:2013
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The European Conference on Complex Systems, held under the patronage of the Complex Systems Society, is an annual event that has become the leading European conference devoted to complexity science. ECCS'12, its ninth edition,took place in Brussels, during the first week of September 2012. It gathered about 650 scholars representing a wide range of topics relating to complex systems research, with emphasis on interdisciplinary approaches. More specifically,the following tracks were covered: 1. Founda tions of Complex Systems 2. Complexity, Information and Computation 3. Prediction, Policy and Planning, Environment 4. Biological Complexity 5. Interacting Populations, Collective Behavior6. Social Systems, Economics and Finance This book contains a selec tion of the contributions presented at the conference and its satellite meetings. Its contents reflect the extent, diversity and richness of research areas in thefield, both fundamental and applied.
Note:Springer eBooks
Contents:Part I. Foundations of Complex Systems
Part II. Complexity, Information and Computation
Part III. Prediction, Policy and Planning, Environment
Part IV. Biological Complexity
Part V. Interacting Populations, Collective Behavior
Part VI. Social Systems, Economics and Finance
Part VII. Contributions to Satellite Meetings
VII.a. Complexity in Spatial Dynamics
VII.B. Space
Time Phases
VII.C. Complex Dynamics in Cellular Systems
VII.D. Information Processing with Recurrent Dynamical Systems: Theory and Experiment
VII.E. Complexity in the Real World
From Policy Inte
ISBN:9783319003955
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Complexity, 2213-8684
Series:Physics and Astronomy (Springer-11651)
Keywords: Biological models , Statistics , Engineering , Economics, Mathematical
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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-2013-9781461481546:ONLINE Show nearby items on shelf
Title:Elliptically Contoured Models in Statistics and Portfolio Theory [electronic resource]
Author(s): Arjun K Gupta
Tamas Varga
Taras Bodnar
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:Elliptically Contoured Models in Statistics and Portfolio Theory fully revises the first detailed introduction to the theory of matrix variate elliptically contoured distributions. There are two additional chapters, and all theoriginal chapters of th is classic text have been updated. Resources in this book will be valuable for researchers, practitioners, and graduate students in statistics and related fields of finance and engineering. Those interested inmultivariate statistical analysis and its appl ication to portfolio theory will find this text immediately useful. In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model.Elliptical distributions have also increased their popularity in f inance because of the ability to model heavy tails usually observed in real data. Most of the work, however, is spread out in journals throughout the world and is noteasily accessible to the investigators. A noteworthy function of this book is the collect ion of the most important results on the theory of matrix variate elliptically contoured distributions that were previously only available in thejournal-based literature. The content is organized in a unified manner that can serve an a valuable introducti on to the subject
Note:Springer eBooks
Contents:Preliminaries
Basic Properties
Probability Density Function and Expected Values
Mixtures of Normal Distributions
Quadratic Forms and other Functions of Elliptically Contoured Matrices
Characterization Results
Estimation
Hypothesis Testing
Linear Models
Skew Elliptically Contoured Distributions
Application in Portfolio Theory
Author Index
Subject Index
ISBN:9781461481546
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9781461480426:ONLINE Show nearby items on shelf
Title:Introduction to Global Optimization Exploiting Space-Filling Curves [electronic resource]
Author(s): Yaroslav D Sergeyev
Roman G Strongin
Daniela Lera
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:Introduction to Global Optimization Exploiting Space-Filling Curves provides an overview of classical and new results pertaining to the usage of space-filling curves in global optimization. The authors look at a family ofderivative-free numerical alg orithms applying space-filling curves to reduce the dimensionality of the global optimization problem along with a number of unconventional ideas, such as adaptive strategies for estimating Lipschitzconstant, balancing global and local information to acce lerate the search. Convergence conditions of the described algorithms are studied in depth and theoretical considerations are illustrated through numerical examples. This workalso contains a code for implementing space-filling curves that can be used for constructing new global optimization algorithms. Basic ideas from this text can be applied to a number of problems including problems with multiextremaland partially defined constraints and non-redundant parallel computations can be organized. Professors, students, researchers, engineers, and other professionals in the fields of pure mathematics, nonlinear sciences studying fractals,operations research, management science, industrial and applied mathematics, computer science, engineering, economics, and t he environmental sciences will find this title useful .
Note:Springer eBooks
Contents:1. Introduction
2. Approximations to Peano curves
3. Global optimization algorithms using curves to reduce dimensionality of the problem
4. Ideas for acceleration
5. A brief conclusion
References
ISBN:9781461480426
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Optimization, 2190-8354
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Geometry, algebraic , Computer software , Numerical analysis , Cell aggregation Mathematics
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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-2013-9781461467564:ONLINE Show nearby items on shelf
Title:Stochastic Differential Inclusions and Applications [electronic resource]
Author(s): Micha Kisielewicz
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
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Note:Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications.This self-contained volume is designed tosystematically introduce the readerfrom thevery beginning to new metho ds of the stochastic optimal control theory. The expositioncontains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to thepresent time, have only beenpublished recently by the a uthor. The text presents recent and pressing issues in stochastic processes, control, differential games, and optimization that can be applied to finance, manufacturing, queueingnetworks, and climate control. The workis divided into seven chapters, with t he first two, containing selected introductory material dealing with point- and set-valued stochastic processes. The final two chapters are devoted toapplications and optimal control problems. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, this book is intended for students andresearchers inmathematics and applications, particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering.The bookcan also be used as a reference on stochastic differential inclusions.Knowledge of select topics in analysis and probability theory are required
Note:Springer eBooks
Contents:Preface
List of Symbols
1. Stochastic Processes
2. Set
Valued Stochastic Processes
3. Set
Valued Stochastic Intergrals
4. Stochastic Differential Inclusions
5.Viability Theory
6. Partial Differential Inclusions
7. Some Optimal Control Problems
Bibliography
Subject Index
ISBN:9781461467564
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v80
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential Equations , Differential equations, partial , Numerical analysis , Mathematical optimization
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Call number:SPRINGER-2013-9781461456964:ONLINE Show nearby items on shelf
Title:Applied Bayesian Statistics [electronic resource] : With R and OpenBUGS Examples
Author(s): Mary Kathryn Cowles
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 is based on over a dozen years teaching a Bayesian Statistics course. The material presented here has been used by students of different levels and disciplines, including advanced undergraduates studying Mathematics andStatistics and studen ts in graduate programs in Statistics, Biostatistics, Engineering, Economics, Marketing, Pharmacy, and Psychology. The goal of the book is to impart the basics of designing and carrying out Bayesian analyses, andinterpreting and communicating the results. In addition, readers will learn to use the predominant software for Bayesian model-fitting, R and OpenBUGS. The practical approach this book takes will help students of all levels to buildunderstanding of the concepts and procedures required to answer re al questions by performing Bayesian analysis of real data. Topics covered include comparing and contrasting Bayesian and classical methods, specifying hierarchicalmodels, and assessing Markov chain Monte Carlo output. Mary Kathryn(Kate) Cowles taught Suzu ki piano for many years before going to graduate school in Biostatistics. Her research areas are Bayesian and computational statistics,with application to environmental science. She is on the faculty of Statistics at The University of Iowa
Note:Springer eBooks
Contents:What is Bayesian statistics?
Review of probability
Introduction to one
parameter models
Inference for a population proportion
Special considerations in Bayesian inference
Other one
parameter models and their conjugate priors
More realism please: Introduction to multiparameter models
Fitting more complex Bayesian models: Markov chain Monte Carlo
Hierarchical models, and more on convergence assessment
Regression and hierarchical regression models
Model Comparison, Model Checking, and Hypothesis Testing
References
Index
ISBN:9781461456964
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Texts in Statistics, 1431-875X : v98
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics
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Call number:SPRINGER-2013-9781461451310:ONLINE Show nearby items on shelf
Title:Optimization, Simulation, and Control [electronic resource]
Author(s): Altannar Chinchuluun
Panos M Pardalos
Rentsen Enkhbat
E. N Pistikopoulos
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:Optimization, simulation and control are very powerful tools in engineering and mathematics, and play an increasingly important role. Because of their various real-world applications in industries such as finance, economics, andtelecommunications, re search in these fields is accelerating at a rapid pace, and there have been major algorithmic and theoretical developments in these fields in the last decade. This volume brings together the latest developments inthese areas of research and presents appli cations of these results to a wide range of real-world problems. The book is composed of invited contributions by experts from around the world who work to develop and apply new optimization,simulation, and control techniques either at a theoretical level or in practice. Some key topics presented include: equilibrium problems, multi-objective optimization, variational inequalities, stochastic processes, numerical analysis,optimization in signal processing, and various other interdisciplinary applications. This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working inresearch areas where results in optimization, simulation and control can be applied
Note:Springer eBooks
ISBN:9781461451310
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Optimization and Its Applications, 1931-6828 : v76
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Mathematical optimization
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Call number:SPRINGER-2013-9781447148203:ONLINE Show nearby items on shelf
Title:Functional Analysis, Calculus of Variations and Optimal Control [electronic resource]
Author(s): Francis Clarke
Date:2013
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Functional analysis owes much of its early impetus to problems that arise in the calculus of variations. In turn, the methods developed there have been applied to optimal control, an area that also requires new tools, such asnonsmooth analysis. This self-contained textbook gives a complete course on all these topics. It is written by a leading specialist who is also a noted expositor. This book provides a thorough introduction to functional analysis andincludes many novel elements as well as the stan dard topics. A short course on nonsmooth analysis and geometry completes the first half of the book whilst the second half concerns the calculus of variations and optimal control. Theauthor provides a comprehensive course on these subjects, from their inc eption through to the present. A notable feature is the inclusion of recent, unifying developments on regularity, multiplier rules, and the Pontryagin maximumprinciple, which appear here for the first time in a textbook. Other major themes include existen ce and Hamilton-Jacobi methods. The many substantial examples, and the more than three hundred exercises, treat such topics as viscositysolutions, nonsmooth Lagrangians, the logarithmic Sobolev inequality, periodic trajectories, and systems theory. They a lso touch lightly upon several fields of application: mechanics, economics, resources, finance, control engineering.Functional Analysis, Calculus of Variations and Optimal Control is intended to support several different courses at the first-year or secon d-year graduate level, on functional analysis, on the calculus of variations and optimalcontrol, or on some combination. For this reason, it has been organized with customization in mind. The text also has considerable value as a reference. Besides its ad vanced results in the calculus of variations and optimal control,its polished presentation of certain other topics (for example convex analysis, measurable selections, metric regularity, and nonsmooth a
Note:Springer eBooks
Contents:Normed Spaces
Convex sets and functions
Weak topologies
Convex analysis
Banach spaces
Lebesgue spaces
Hilbert spaces
Additional exercises for Part I
Optimization and multipliers
Generalized gradients
Proximal analysis
Invariance and monotonicity
Additional exercises for Part II
The classical theory
Nonsmooth extremals
Absolutely continuous solutions
The multiplier rule
Nonsmooth Lagrangians
Hamilton
Jacobi methods
Additional exercises for Part III
Multiple integrals
Necessary conditions
Existence and regularity
Inductive meth
ISBN:9781447148203
Series:e-books
Series:SpringerLink (Online service)
Series:Graduate Texts in Mathematics, 0072-5285 : v264
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Functional analysis , Systems theory , Mathematical optimization
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Call number:SPRINGER-2013-9781447147275:ONLINE Show nearby items on shelf
Title:Pollution Under Environmental Regulation in Energy Markets [electronic resource]
Author(s): Francesco Gull
Date:2013
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Pollution Under Environmental Regulation in Energy Markets provides a study of environmental regulation when energy markets are imperfectly competitive. This theoretical treatment focuses on three relevant cases of energy markets.First, the residenti al space heating sector where hybrid regulation such as taxation and emissions trading together are possible. Second, the electricity market where transactions are organized in the form of multi-period auctions.Third, namely natural gas (input) and electr icity (output) markets where there is combined imperfect competition in vertical related energy markets. The development of free or low carbon technologies supported by energy policies,aiming at increasing security of supply, is also explored whilst cons idering competition policies that reduce market power in energy markets thus improving market efficiency. Pollution Under Environmental Regulation in Energy Marketsdiscusses the key issues of whether imperfect competition can lessen the ability of environ mental policy to reduce pollution and/or to minimize the cost of meeting environmental targets. Policymakers, analysts and researchers gain athorough understanding of the performance of environmental policy from Pollution Under Environmental Regulation i n Energy Markets leading to better design of simulation models of performance and costs of environmental regulation
Note:Springer eBooks
Contents:1.Introduction and Summary
2. Pollution under Hybrid Environmental Regulation: the Case of Space Heating
3. Pollution under Environmental Regulation within Multi
period Auctions: the Case of Electricity Markets
4. Pollution under Imperfect Competition in Vertical Related Energy Markets
ISBN:9781447147275
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Energy, 2195-1284 : v6
Series:Physics and Astronomy (Springer-11651)
Keywords: Engineering , Engineering economy , Environmental economics
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Call number:SPRINGER-2013-9780817683559:ONLINE Show nearby items on shelf
Title:Advances in Dynamic Games [electronic resource] : Theory, Applications, and Numerical Methods for Differential and Stochastic Games
Author(s): Pierre Cardaliaguet
Ross Cressman
Date:2013
Publisher:Boston, MA : Birkhuser Boston : Imprint: Birkhuser
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. Its contributions,written by experts in thei r respective disciplines, are outgrowths of presentations originally given at the 14th International Symposium of Dynamic Games and Applications held in Banff. Advances in Dynamic Games covers a variety oftopics, ranging from evolutionary games, theoretic al developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as mathematical biology, environmental management, finance andeconomics, engineering, guidance and control, and social interaction. Featured throughout are valuable tools and resources for researchers, practitioners, and graduate students interested in dynamic games and their applications tomathematics, engineering, economics, and management science
Note:Springer eBooks
Contents:Part I Evolutionary Games
1 Some Generalizations of a Mutual Mate Choice Problem with Age Preferences
2 Signalling Victory to Ensure Dominance: A Continuous Model
3 Evolutionary Games for Multiple Access Control
4 Join Forces or Cheat: Evolutionary Analysis of a Consumer
Resource System
Part II Dynamic and Differential Games: Theoretical Developments
5 Strong Strategic Support of Cooperative Solutions in Differential Games
6 Characterization of Feedback Nash Equilibrium for Differential Games
7 Nash Equilibrium Payoffs in Mixed Strategies
8 A Penalty Method Approach
ISBN:9780817683559
Series:e-books
Series:SpringerLink (Online service)
Series:Annals of the International Society of Dynamic Games : v12
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Numerical analysis , Engineering mathematics , Economics, Mathematical
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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
Availability:Click here to see Library holdings or inquire at Circ Desk (x3401)
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