Invariant Random Fields on Spaces with a Group Action by Anatoliy Malyarenko
The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.-
Probability Models for DNA Sequence Evolution
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An Introduction to Stochastic Integration
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Invariant Probabilities of Transition Functions
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Associated Sequences, Demimartingales and Nonparametric Inference
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Continuous-Time Markov Jump Linear Systems
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Quasi-Stationary Distributions
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Normal Approximation by Stein's Method
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Stochastic Partial Differential Equations
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Self-Normalized Processes
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Laws of Chaos
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Stochastic Differential Equations in Infinite Dimensions
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Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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Schrodinger Diffusion Processes
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Probability Measures on Semigroups
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Stochastic Control in Insurance
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Stochastic Processes
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The Doctrine of Chances
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An Introduction to the Theory of Point Processes
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Eigenvalues, Inequalities, and Ergodic Theory
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Theory of Random Sets
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Feynman-Kac Formulae
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Mass Transportation Problems
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Stochastic Calculus for Fractional Brownian Motion and Applications
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Renewal Theory for Perturbed Random Walks and Similar Processes
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Discrete-Time Markov Jump Linear Systems
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Basics of Applied Stochastic Processes
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Limit Theorems for Randomly Stopped Stochastic Processes
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Point Process Theory and Applications
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Excursions of Markov Processes
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Decoupling
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The Malliavin Calculus and Related Topics
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Stochastic Neutron Transport
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Diffusions and Elliptic Operators
From the reviews:
“This book is a nice addition to the list of very interesting books on random fields and their applications published in recent yearsIt focuses on invariant random fields on general spaces with a group action … and their applications. … This book is interesting to read and useful not only for researchers and graduate students in probability and statistics, but also for people who are interested in applications of random fields in various scientific areas.” (Yimin Xiao, Mathematical Reviews, March, 2014)
“The book is devoted to random fields possessing various invariance properties. … The book gives self-contained exposition of interesting and important problems arising in the theory of invariant random fields. … The book is useful for researchers, graduate and postgraduate students interested in the theory of random fields and their applications.” (Alexander V. Bulinski, zbMATH, Vol. 1268, 2013)
Malyarenko, Anatoliy: - Anatoliy Malyarenko is Professor of Mathematics at Mü¾†”¼lardalens Hü¾¦˜¼gskola, Sweden. Previously he was a researcher at the Statistical Research Centre at Taras Shevchenko National University, and at the International Mathematical Centre of the National Academy of Science. His research interests include random functions of several variables, actuarial and financial mathematics, and computer simulation of real-world systems.
| SKU | Unavailable |
| ISBN 13 | 9783642334054 |
| ISBN 10 | 3642334059 |
| Title | Invariant Random Fields on Spaces with a Group Action |
| Author | Anatoliy Malyarenko |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer |
| Year published | 2012-10-26 |
| Number of pages | 262 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |