Random Dynamical Systems

Random Dynamical Systems  eBooks & eLearning

Posted by ChrisRedfield at Feb. 8, 2016
Random Dynamical Systems

Ludwig Arnold - Random Dynamical Systems
Published: 2003-06-02 | ISBN: 3540637583 | PDF | 586 pages | 14.66 MB

Random Dynamical Systems  

Posted by arundhati at Nov. 18, 2015
Random Dynamical Systems

Ludwig Arnold, "Random Dynamical Systems"
2003 | ISBN-10: 3642083552, 3540637583 | 608 pages | Djvu | 12 MB

Smooth Ergodic Theory of Random Dynamical Systems  

Posted by ChrisRedfield at Aug. 11, 2015
Smooth Ergodic Theory of Random Dynamical Systems

Pei-Dong Liu, Min Qian - Smooth Ergodic Theory of Random Dynamical Systems
Published: 1995-09-19 | ISBN: 3540600043 | PDF + DJVU | 228 pages | 9.24 MB

Random Dynamical Systems in Finance  

Posted by interes at Aug. 13, 2014
Random Dynamical Systems in Finance

Random Dynamical Systems in Finance by Anatoliy Swishchuk and Shafiqul Islam
English | 2013 | ISBN: 1439867186 | 357 pages | PDF | 3,3 MB

The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this emerging area, Random Dynamical Systems in Finance shows how to model RDS in financial applications.
Random Dynamical Systems: Theory and Applications (repost)

Random Dynamical Systems: Theory and Applications by Rabi Bhattacharya and Mukul Majumdar
English | 2007-01-08 | ISBN: 0521825652 | 481 pages | PDF | 2,1 mb

This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics.
Statistical Physics and Dynamical Systems: Rigorous Results (Progress in Mathematical Physics) by FRITZ

Statistical Physics and Dynamical Systems: Rigorous Results (Progress in Mathematical Physics) by FRITZ
English | 1985 | ISBN: 1489966552 | 489 Pages | PDF | 8 MB

Contains most of the invited papers of the Second Colloquium and Workshop on 'Random Fields: Rigorous Results in Statistical Mechanics' held in K'oszeg, Hungary between August 26 and September 1, 1984–Pref.

Random Perturbations of Dynamical Systems (repost)  

Posted by libr at Sept. 24, 2014
Random Perturbations of Dynamical Systems (repost)

Random Perturbations of Dynamical Systems (Grundlehren der mathematischen Wissenschaften) by Mark I. Freidlin, Alexander D. Wentzell and J. Szücs
English | 2012 | ISBN-10: 3642258468 | PDF | 486 pages | 3,2 MB

Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers. In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations.

Random Perturbations of Dynamical Systems (repost)  

Posted by interes at April 27, 2014
Random Perturbations of Dynamical Systems (repost)

Random Perturbations of Dynamical Systems (Grundlehren der mathematischen Wissenschaften) by Mark I. Freidlin, Alexander D. Wentzell and J. Szücs
English | 2012 | ISBN-10: 3642258468 | PDF | 486 pages | 3,2 MB

Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers. In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations.

Introduction to Dynamical Systems and Chaos - AMATH 502  

Posted by crazylife at Aug. 2, 2010
Introduction to Dynamical Systems and Chaos - AMATH 502

Introduction to Dynamical Systems and Chaos - AMATH 502
37 Lectures | English | WMV3 640x480 @371Kbps | WMA 32Kbps 48Khz | 6.26Gb
University of Washington | Applied Mathematic
Random Probability Measures on Polish Spaces (Stochastics Monographs)

Hans Crauel,"Random Probability Measures on Polish Spaces"
CRC | July 25, 2002 | ISBN: 0415273870 | PDF | 136 pages | 2.23mb

In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made. One of the main results is a direct proof of the random analog of the Prohorov theorem, which is obtained without invoking an embedding of the Polish space into a compact space. Further, the narrow topology is examined and other natural topologies on random measures are compared. In addition, it is shown that the topology of convergence in law - which relates to the 'statistical equilibrium' - and the narrow topology are incompatible. A brief section on random sets on Polish spaces provides the fundamentals of this theory. In a final section, the results are applied to random dynamical systems to obtain existence results for invariant measures on compact random sets as well as uniformity results in the individual ergodic theorem.