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Elementary stochastic processes / Hiroaki Yoshida, Katsuhito Yamaguchi et al. (Contributors)

Contributor(s): Material type: TextTextPublication details: New York : Mgnum publishing, ©2016.Description: xiv, 168 pages : illustrations (some color) ; 31 cmISBN:
  • 9781682501078
Subject(s): DDC classification:
  • 519.23 23 Y65
Contents:
1. Stochastic process optimization technique -- 2. Parameters identification of stochastic nonstationary process used in earthquake modelling -- 3. Numerical approximation of fractal dimension of gaussian stochastic processes -- 4. Parameter dependence in stochastic modeling-multivariate distributions -- 5. A class of truncated Binomial lifetime distributions -- 6. Wrapped shew laplace distribution on integers: a new probability model for circular data -- 7. Numerical procedures for calclating the probabilities of recurrent runs -- 8. Exact distributions of waiting time problems of mixed frequencies and urns in Markov dependent trials -- 9. Some explicit formulae for the Hull and white Stochastic volatility model -- 10. Runs and patterns in a sequence of Markov dependent bivariate trials -- 11. Convergence of invariant measures of truncation approximations to Markov processes -- 12. Modeling and design of real-time pricing systems based on Markov decision processes -- 13. Comparing the time-deformation method with the fractional fourier transform in filtering non-stationary processes -- 14. Computational method for extacting and modeling periodicities in time series -- 15. On the quantum zeno effect and time series related to quantum measurements -- 16. Forecasting short time series with missing data by means of energy associated to series -- 17. Condition for successful square transformation in time series modeling.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 Y65 (Browse shelf(Opens below)) Available 137796
Total holds: 0

Includes bibliographical references and index

1. Stochastic process optimization technique --
2. Parameters identification of stochastic nonstationary process used in earthquake modelling --
3. Numerical approximation of fractal dimension of gaussian stochastic processes --
4. Parameter dependence in stochastic modeling-multivariate distributions --
5. A class of truncated Binomial lifetime distributions --
6. Wrapped shew laplace distribution on integers: a new probability model for circular data --
7. Numerical procedures for calclating the probabilities of recurrent runs --
8. Exact distributions of waiting time problems of mixed frequencies and urns in Markov dependent trials --
9. Some explicit formulae for the Hull and white Stochastic volatility model --
10. Runs and patterns in a sequence of Markov dependent bivariate trials --
11. Convergence of invariant measures of truncation approximations to Markov processes --
12. Modeling and design of real-time pricing systems based on Markov decision processes --
13. Comparing the time-deformation method with the fractional fourier transform in filtering non-stationary processes --
14. Computational method for extacting and modeling periodicities in time series --
15. On the quantum zeno effect and time series related to quantum measurements --
16. Forecasting short time series with missing data by means of energy associated to series --
17. Condition for successful square transformation in time series modeling.

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