Posted by **step778** at May 15, 2018

2008 | pages: 688 | ISBN: 3540788581 | PDF | 2,9 mb

Posted by **AvaxGenius** at May 12, 2018

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts.

Posted by **AvaxGenius** at May 12, 2018

English | PDF,EPUB | 2018 | 196 Pages | ISBN : 3319790323 | 4.79 MB

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.

Posted by **step778** at May 11, 2018

2015 | pages: 517 | ISBN: 3319217070 | PDF | 5,8 mb

Posted by **step778** at May 10, 2018

2015 | pages: 172 | ISBN: 3319212176 | PDF | 4,2 mb

Posted by **DZ123** at May 9, 2018

English | 2013 | ISBN: 144714970X | PDF | pages: 374 | 4.3 mb

Posted by **step778** at May 8, 2018

2015 | pages: 110 | ISBN: 3319200186 | PDF | 4,0 mb

Posted by **step778** at May 4, 2018

2008 | pages: 295 | ISBN: 0817645349 | PDF | 3,6 mb

Posted by **step778** at May 4, 2018

2007 | pages: 473 | ISBN: 0898716330 | DJVU | 3,5 mb

Posted by **AvaxGenius** at May 3, 2018

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included.