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008 100528s2010 gw | s |||| 0|eng d
020 _a9783790825985
_9978-3-7908-2598-5
040 _cMX-MeUAM
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
082 0 4 _a519.2
_223
100 1 _aDevroye, Luc.
_eeditor.
245 1 0 _aRecent Developments in Applied Probability and Statistics
_h[recurso electrónico] :
_bDedicated to the Memory of Jürgen Lehn /
_cedited by Luc Devroye, Bülent Karasözen, Michael Kohler, Ralf Korn.
264 1 _aHeidelberg :
_bPhysica-Verlag HD,
_c2010.
300 _aXII, 235 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aOn 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).
520 _aThis 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.
650 0 _aMathematics.
650 0 _aComputer science.
650 0 _aDistribution (Probability theory).
650 0 _aMathematical statistics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistical Theory and Methods.
650 2 4 _aProbability and Statistics in Computer Science.
700 1 _aKarasözen, Bülent.
_eeditor.
700 1 _aKohler, Michael.
_eeditor.
700 1 _aKorn, Ralf.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783790825978
856 4 0 _zLibro electrónico
_uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-7908-2598-5
596 _a19
942 _cLIBRO_ELEC
999 _c204933
_d204933