Two stochastic processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Stockholm
Almqvist & Wiksell [u.a.]
1974
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 192 S. Illustrationen |
| ISBN: | 0470061758 |
Internformat
MARC
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| 100 | 1 | |a Beekman, John A. |e Verfasser |0 (DE-588)170633209 |4 aut | |
| 245 | 1 | 0 | |a Two stochastic processes |c by John A. Beekman |
| 264 | 1 | |a Stockholm |b Almqvist & Wiksell [u.a.] |c 1974 | |
| 300 | |a 192 S. |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Gauss-processen |2 gtt | |
| 650 | 4 | |a Markov, Processus de | |
| 650 | 7 | |a Markov-processen |2 gtt | |
| 650 | 4 | |a Processus gaussiens | |
| 650 | 7 | |a Risicotheorie |2 gtt | |
| 650 | 4 | |a Risque (Assurance) | |
| 650 | 7 | |a Stochastische processen |2 gtt | |
| 650 | 7 | |a approximation |2 inriac | |
| 650 | 7 | |a processus Markov |2 inriac | |
| 650 | 7 | |a processus gaussien |2 inriac | |
| 650 | 7 | |a processus stochastique |2 inriac | |
| 650 | 7 | |a théorie risque |2 inriac | |
| 650 | 4 | |a Gaussian processes | |
| 650 | 4 | |a Markov processes | |
| 650 | 4 | |a Risk (Insurance) | |
| 650 | 0 | 7 | |a Stochastik |0 (DE-588)4121729-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastik |0 (DE-588)4121729-9 |D s |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-003212916 | ||
Datensatz im Suchindex
| _version_ | 1804119353035063296 |
|---|---|
| adam_text | CONTENTS
Chapter 1. Informal Remarks about Stochastic Processes 11
1.1. The Probability of Controlled Fission 12
1.2. A Tobacco Industry Example 16
1.3. Noise Calculations 17
References 20
Chapter 2. Some Mathematical Preliminaries 21
2.0. Summary 21
2.1. Historical Remarks on Integration Theory 21
2.2. Definition of a Stieltjes Integral 21
2.3. Existence of the Stieltjes Integral 22
2.4. Properties of Stieltjes Integrals 22
2.5. Easy Methods of Calculating Stieltjes Integrals 23
2.6. Applications of Stieltjes Integrals to Probability 26
2.7. Laplace and Laplace Stieltjes Transforms 31
References 34
Chaptbe 3. Collective Risk Stochastic Processes 35
3.0. An Overview of the Subject 35
3.1. Approximations to F(x, T) 57
3.2. A Convolution Formula for ip(u) 67
3.3. A Monte Carlo Approach to f(u, T) 71
3.4. A Moment Approach to %p(u, T) 73
3.5. Inverting Transforms to Obtain ip(u, T) and ip(u) 74
3.6. Net Stop Loss Premiums 76
3.7. A Measure for the Collective Risk Process 79
References 84
Chapter 4. Gaussian Markov Stochastic Processes 87
4.0. Introduction 87
4.1. Function Space Integrals 94
4.2. Sequential Integrals 103
4.3. Gaussian Markov Processes, Partial Differential Equations,
and Integral Equations 108
9
4.4. Relation between Wiener and Gaussian Markov Integrals. . . 118
4.5. Monte Carlo Approximation of Conditional Wiener Integrals . 119
4.6. Radon Nikodym Derivatives of Gaussian Processes 121
4.7. Useful Distributions 125
References 129
Chapter 5. Connection between the Two Processes 131
References 138
Chapter 6. Applications to Statistics 139
6.1. Kolmogorov Statistics 139
6.2. Kac Statistics 142
References 154
Chapter 7. Applications to Physics—Feynman Integrals 155
7.0. Introduction 155
7.1. Sequential Feynman Integrals 157
7.2. Generalized Schroedinger Equations 162
7.3. Approximations to Feynman Integrals 165
7.4. Analytic Feynman Integrals and Examples 168
7.5. Forward Time Equations 172
7.6. Capsule View of Some References 174
7.7. Finite Difference Approach to Generalized Schroedinger Equa¬
tions 176
References 179
Answers to Exercises 181
10
|
| any_adam_object | 1 |
| author | Beekman, John A. |
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| author_facet | Beekman, John A. |
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| building | Verbundindex |
| bvnumber | BV005193044 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.7 |
| callnumber-search | QA274.7 |
| callnumber-sort | QA 3274.7 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)994726 (DE-599)BVBBV005193044 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV005193044 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:24:50Z |
| institution | BVB |
| isbn | 0470061758 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003212916 |
| oclc_num | 994726 |
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| owner_facet | DE-473 DE-BY-UBG DE-20 DE-19 DE-BY-UBM DE-29T DE-188 DE-83 |
| physical | 192 S. Illustrationen |
| publishDate | 1974 |
| publishDateSearch | 1974 |
| publishDateSort | 1974 |
| publisher | Almqvist & Wiksell [u.a.] |
| record_format | marc |
| spelling | Beekman, John A. Verfasser (DE-588)170633209 aut Two stochastic processes by John A. Beekman Stockholm Almqvist & Wiksell [u.a.] 1974 192 S. Illustrationen txt rdacontent n rdamedia nc rdacarrier Gauss-processen gtt Markov, Processus de Markov-processen gtt Processus gaussiens Risicotheorie gtt Risque (Assurance) Stochastische processen gtt approximation inriac processus Markov inriac processus gaussien inriac processus stochastique inriac théorie risque inriac Gaussian processes Markov processes Risk (Insurance) Stochastik (DE-588)4121729-9 gnd rswk-swf Stochastik (DE-588)4121729-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003212916&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Beekman, John A. Two stochastic processes Gauss-processen gtt Markov, Processus de Markov-processen gtt Processus gaussiens Risicotheorie gtt Risque (Assurance) Stochastische processen gtt approximation inriac processus Markov inriac processus gaussien inriac processus stochastique inriac théorie risque inriac Gaussian processes Markov processes Risk (Insurance) Stochastik (DE-588)4121729-9 gnd |
| subject_GND | (DE-588)4121729-9 |
| title | Two stochastic processes |
| title_auth | Two stochastic processes |
| title_exact_search | Two stochastic processes |
| title_full | Two stochastic processes by John A. Beekman |
| title_fullStr | Two stochastic processes by John A. Beekman |
| title_full_unstemmed | Two stochastic processes by John A. Beekman |
| title_short | Two stochastic processes |
| title_sort | two stochastic processes |
| topic | Gauss-processen gtt Markov, Processus de Markov-processen gtt Processus gaussiens Risicotheorie gtt Risque (Assurance) Stochastische processen gtt approximation inriac processus Markov inriac processus gaussien inriac processus stochastique inriac théorie risque inriac Gaussian processes Markov processes Risk (Insurance) Stochastik (DE-588)4121729-9 gnd |
| topic_facet | Gauss-processen Markov, Processus de Markov-processen Processus gaussiens Risicotheorie Risque (Assurance) Stochastische processen approximation processus Markov processus gaussien processus stochastique théorie risque Gaussian processes Markov processes Risk (Insurance) Stochastik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003212916&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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