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Pierre Del Moral - Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications - 9780387202686 - V9780387202686
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Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications

€ 231.47
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Description for Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications hardcover. Takes readers in a progressive format from simple to advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems. Series: Probability and its Applications. Num Pages: 574 pages, 6 black & white illustrations, biography. BIC Classification: PBT; PBW. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 243 x 162 x 26. Weight in Grams: 948.
The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re­ cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in engi­ neering science, such as signal processing, telecommunications, and network analysis. Over the last decade, this subject has matured in ways that make it more complete and beautiful to learn and to use. The objective of this book is to provide a detailed and self-contained discussion on these connec­ tions and the different aspects of this subject. Although particle ... Read more

Product Details

Format
Hardback
Publication date
2004
Publisher
Springer United States
Number of pages
574
Condition
New
Series
Probability and its Applications
Number of Pages
556
Place of Publication
New York, NY, United States
ISBN
9780387202686
SKU
V9780387202686
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
From the reviews: "I also recommend this book as informal reading for anyone intersted in the subject, preferably with a strong background in Markov processes; in particular, for someone also familiar with one of the many fields to which the book applies Feynman-Kac models. The book is entertaining and informative." Journal of the American Statistical Association, December 2005 ... Read more

Goodreads reviews for Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications


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