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Gaussian Measures in Banach Spaces
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Category: Mathematics. ISBN: 9783540071730

Non-Gaussian Statistical Communication Theory
The book is based on the observation that communication is the central operation of discovery in all the sciences. In its "active mode" we use it to "interrogate" the physical world, sending appropriate "signals" and receiving nature's "reply". In the "passive mode" we receive nature's signals directly. Since we never know a priori what particular return signal will be forthcoming, we must necessarily adopt a probabilistic model of communication. This has developed over the approximately seventy years since it's beginning, into a Statistical Communication Theory (or SCT). Here it is the set or ensemble of possible results which is meaningful. From this ensemble we attempt to construct in the appropriate model format, based on our understanding of the observed physical data and on the associated statistical mechanism, analytically represented by suitable probability measures. Since its inception in the late '30's of the last century, and in particular subsequent to World War II, SCT has grown into a major field of study. As we have noted above, SCT is applicable to all branches of science. The latter itself is inherently and ultimately probabilistic at all levels. Moreover, in the natural world there is always a random background "noise" as well as an inherent a priori uncertainty in the presentation of deterministic observations, i.e. those which are specifically obtained, a posteriori. The purpose of the book is to introduce Non-Gaussian statistical communication theory and demonstrate how the theory improves probabilistic model. The book was originally planed to include 24 chapters as seen in the table of preface. Dr. Middleton completed first 10 chapters prior to his passing in 2008. Bibliography which represents remaining chapters are put together by the author's close colleagues; Drs. Vincent Poor, Leon Cohen and John Anderson. email [email protected] to request Ch.10  
Category: Technology. ISBN: 9780470948477

Large Deviations for Gaussian Queues
In recent years the significance of Gaussian processes to communication networks has grown considerably. The inherent flexibility of the Gaussian traffic model enables the analysis, in a single mathematical framework, of systems with both long-range and short-range dependent input streams. Large Deviations for Gaussian Queues demonstrates how the Gaussian traffic model arises naturally, and how the analysis of the corresponding queuing model can be performed. The text provides a general introduction to Gaussian queues, and surveys recent research into the modelling of communications networks. Coverage includes: Discussion of the theoretical concepts and practical aspects related to Gaussian traffic models. Analysis of recent research asymptotic results for Gaussian queues, both in the large-buffer and many-sources regime. An emphasis on rare-event analysis, relying on a variety of asymptotic techniques. Examination of single-node FIFO queuing systems, as well as queues operating under more complex scheduling disciplines, and queuing networks. A set of illustrative examples that directly relate to important practical problems in communication networking. A large collection of instructive exercises and accompanying solutions. Large Deviations for Gaussian Queues assumes minimal prior knowledge. It is ideally suited for postgraduate students in applied probability, operations research, computer science and electrical engineering. The book’s self-contained style makes it perfect for practitioners in the communications networking industry and for researchers in related areas.
Category: Technology. ISBN: 9780470015230

Stable Non-Gaussian Random Processes
This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.
Category: Mathematics. ISBN: 9780412051715

Gaussian Basis Sets for Molecular Calculations
Physical Sciences Data, Volume 16: Gaussian Basis Sets for Molecular Calculations provides information pertinent to the Gaussian basis sets, with emphasis on lithium, radon, and important ions. This book discusses the polarization functions prepared for lithium through radon for further improvement of the basis sets. Organized into three chapters, this volume begins with an overview of the basis set for the most stable negative and positive ions. This text then explores the total atomic energies given by the basis sets. Other chapters consider the distinction between diffuse functions and polarization function. This book presents as well the exponents of polarization function. The final chapter deals with the Gaussian basis sets. This book is a valuable resource for chemists, scientists, and research workers.
Category: Science. ISBN: 9780444422545

Stochastic Analysis of Mixed Fractional Gaussian Processes
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts. Presents both mixed fractional and sub-fractional Brownian motions Provides an accessible description for mixed fractional gaussian processes that is ideal for Master's and PhD students Includes different Hurst indices
Category: Mathematics. ISBN: 9781785482458

Gaussian Process Regression Analysis for Functional Data
Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables. Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dimensional data and variable selection. The remainder of the text explores advanced topics of functional regression analysis, including novel nonparametric statistical methods for curve prediction, curve clustering, functional ANOVA, and functional regression analysis of batch data, repeated curves, and non-Gaussian data. Many flexible models based on Gaussian processes provide efficient ways of model learning, interpreting model structure, and carrying out inference, particularly when dealing with large dimensional functional data. This book shows how to use these Gaussian process regression models in the analysis of functional data. Some MATLAB and C codes are available on the first author's website.
Category: Science. ISBN: 9781439837733

Theory and Applications of Gaussian Quadrature Methods
Gaussian quadrature is a powerful technique for numerical integration that falls under the broad category of spectral methods. The purpose of this work is to provide an introduction to the theory and practice of Gaussian quadrature. We study the approximation theory of trigonometric and orthogonal polynomials and related functions and examine the analytical framework of Gaussian quadrature. We discuss Gaussian quadrature for bandlimited functions, a topic inspired by some recent developments in the analysis of prolate spheroidal wave functions. Algorithms for the computation of the quadrature nodes and weights are described. Several applications of Gaussian quadrature are given, ranging from the evaluation of special functions to pseudospectral methods for solving differential equations. Software realization of select algorithms is provided.Table of Contents: Introduction / Approximating with Polynomials and Related Functions / Gaussian Quadrature / Applications / Links to Mathematical Software
Category: Technology. ISBN: 9781608457533

Probability Distributions Involving Gaussian Random Variables
This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Category: Technology. ISBN: 9780387346571

Non-Gaussian Merton-Black-Scholes Theory
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the exponential type) and related analytical methods similar to the initial Merton–Black–Scholes approach, which the authors call the Merton–Black–Scholes theory. The authors have chosen applications interesting for financial engineers and specialists in financial economics, real options, and partial differential equations (especially pseudodifferential operators); specialists in stochastic processes will benefit from the use of the pseudodifferential operators technique in non-Gaussian situations. The authors also consider discrete time analogues of perpetual American options and the problem of the optimal choice of capital, and outline several possible directions in which the methods of the book can be developed further. Taking account of a diverse audience, the book has been written in such a way that it is simple at the beginning and more technical in further chapters, so that it is accessible to graduate students in relevant areas and mathematicians without prior knowledge of finance or economics. Sample Chapter(s). Chapter 1.1: The Gaussian Merton-Black-Scholes theory (298 KB). Chapter 1.2: Regular Lévy Processes of Exponential type (271 KB). Chapter 1.3: Pricing of contingent claims (247 KB). Chapter 1.4: The Generalized Black-Scholes equation (207 KB). Chapter 1.5: Analytical methods used in the book (204 KB). Chapter 1.6: An overview of the results covered in the book (206 KB). Chapter 1.7: Commentary (112 KB). Contents: Lévy Processes; Regular Lévy Processes of Exponential Type in 1D; Pricing and Hedging of Contingent Claims of European Type; Perpetual American Options; American Options: Finite Time Horizon; First-Touch Digitals; Barrier Options; Multi-Asset Contracts; Investment Under Uncertainty and Capital Accumulation; Endogenous Default and Pricing of the Corporate Debt; Fast Pricing of European Options; Discrete Time Models; Feller Processes of Normal Inverse Gaussian Type; Pseudodifferential Operators with Constant Symbols; Elements of Calculus of Pseudodifferential Operators. Readership: Graduate students, researchers and academics in economics, mathematical finance, banking & finance/accounting; and financial engineers.
Category: Business. ISBN: 9789810249441
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