Foundations of Quantization for Probability Distributions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Foundations of Quantization for Probability Distributions write by Siegfried Graf. This book was released on 2007-05-06. Foundations of Quantization for Probability Distributions available in PDF, EPUB and Kindle. Due to the rapidly increasing need for methods of data compression, quantization has become a flourishing field in signal and image processing and information theory. The same techniques are also used in statistics (cluster analysis), pattern recognition, and operations research (optimal location of service centers). The book gives the first mathematically rigorous account of the fundamental theory underlying these applications. The emphasis is on the asymptotics of quantization errors for absolutely continuous and special classes of singular probabilities (surface measures, self-similar measures) presenting some new results for the first time. Written for researchers and graduate students in probability theory the monograph is of potential interest to all people working in the disciplines mentioned above.
Quantization Dimension for Probability Distributions
Quantization Dimension for Probability Distributions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Quantization Dimension for Probability Distributions write by Larry J. Lindsay. This book was released on 2001. Quantization Dimension for Probability Distributions available in PDF, EPUB and Kindle.
Foundations of Computational Mathematics, Budapest 2011
Foundations of Computational Mathematics, Budapest 2011 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Foundations of Computational Mathematics, Budapest 2011 write by Society for the Foundation of Computational Mathematics. This book was released on 2013. Foundations of Computational Mathematics, Budapest 2011 available in PDF, EPUB and Kindle. A diverse collection of articles by leading experts in computational mathematics, written to appeal to established researchers and non-experts.
Numerical Probability
Numerical Probability - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Probability write by Gilles Pagès. This book was released on 2018-07-31. Numerical Probability available in PDF, EPUB and Kindle. This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration. Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.
Fractal Geometry and Stochastics V
Fractal Geometry and Stochastics V - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fractal Geometry and Stochastics V write by Christoph Bandt. This book was released on 2015-07-08. Fractal Geometry and Stochastics V available in PDF, EPUB and Kindle. This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.
