Recent Developments in Applied Probability and Statistics [recurso electrónico] : Dedicated to the Memory of Jürgen Lehn / edited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn.

Por: Devroye, Luc [editor.]Colaborador(es): Karasözen, Bülent [editor.] | Kohler, Michael [editor.] | Korn, Ralf [editor.] | SpringerLink (Online service)Tipo de material: TextoTextoEditor: Heidelberg : Physica-Verlag HD, 2010Descripción: XII, 235 p. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783790825985Tema(s): Mathematics | Computer science | Distribution (Probability theory) | Mathematical statistics | Mathematics | Probability Theory and Stochastic Processes | Statistical Theory and Methods | Probability and Statistics in Computer ScienceFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519.2 Clasificación LoC:QA273.A1-274.9QA274-274.9Recursos en línea: Libro electrónicoTexto
Contenidos:
On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders -- A Review on Regression-based Monte Carlo Methods for Pricing American Options -- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments -- Uncertainty in Gaussian Process Interpolation -- On the Inversive Pseudorandom Number Generator -- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments -- On Robust Gaussian Graphical Modeling -- Strong Laws of Large Numbers and Nonparametric Estimation -- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution) -- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution) -- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).
En: Springer eBooksResumen: This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics.
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Colección de Libros Electrónicos QA273 .A1-274.9 (Browse shelf(Abre debajo)) 1 No para préstamo 377053-2001

On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders -- A Review on Regression-based Monte Carlo Methods for Pricing American Options -- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments -- Uncertainty in Gaussian Process Interpolation -- On the Inversive Pseudorandom Number Generator -- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments -- On Robust Gaussian Graphical Modeling -- Strong Laws of Large Numbers and Nonparametric Estimation -- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution) -- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution) -- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).

This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics.

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