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The Poisson-Dirichlet Distribution and Related Topics ab 82.49 € als pdf eBook: Models and Asymptotic Behaviors. Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik,

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85,49 € *

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The Poisson-Dirichlet Distribution and Related Topics ab 85.49 € als Taschenbuch: Models and Asymptotic Behaviors. Auflage 2010. Aus dem Bereich: Bücher, Wissenschaft, Mathematik,

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87,99 € *

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Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system's data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

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The first instances of deformation theory were given by Kodaira and Spencer for complex structures and by Gerstenhaber for associative algebras. Since then, deformation theory has been applied as a useful tool in the study of many other mathematical structures, and even today it plays an important role in many developments of modern mathematics. This volume collects a few self-contained and peer-reviewed papers by experts which present up-to-date research topics in algebraic and motivic topology, quantum field theory, algebraic geometry, noncommutative geometry and the deformation theory of Poisson algebras. They originate from activities at the Max-Planck-Institute for Mathematics and the Hausdorff Center for Mathematics in Bonn.

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106,99 € *

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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

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This is a logically self-contained introduction to analysis, suitable for students who have had two years of calculus. The book centers around those properties that have to do with uniform convergence and uniform limits in the context of differentiation and integration. Topics discussed include the classical test for convergence of series, Fourier series, polynomial approximation, the Poisson kernel, the construction of harmonic functions on the disc, ordinary differential equation, curve integrals, derivatives in vector spaces, multiple integrals, and others. In this second edition, the author has added a new chapter on locally integrable vector fields, has rewritten many sections and expanded others. There are new sections on heat kernels in the context of Dirac families and on the completion of normed vector spaces. A proof of the fundamental lemma of Lebesgue integration is included, in addition to many interesting exercises.

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