Pierre Del Moral - Böcker

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, an...

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This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation ...

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In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and s...

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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, an...

Läs mer »

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and s...

Läs mer »

This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation ...

Läs mer »

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, a...

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Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Wri...

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Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Wri...

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Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Wri...

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This book presents some new concentration inequalities for Feynman-Kac particle processes. It analyzes different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particl...

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Random matrix theory plays a central role in statistical physics, computational mathematics and engineering sciences, including data assimilation, signal processing, combinatorial optimization, compressed sensing, econometrics and mathematical fin...

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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on Ju...

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The aim of this book is to provide a strong theoretical support for understanding and analyzing the behavior of evolutionary algorithms, as well as for creating a bridge between probability, set-oriented numerics and evolutionary computation. The ...

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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on Ju...

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The aim of this book is to provide a strong theoretical support for understanding and analyzing the behavior of evolutionary algorithms, as well as for creating a bridge between probability, set-oriented numerics and evolutionary computation. The ...

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La thorie des probabilits et des processus stochastiques est sans aucun doute l'un des plus importants outils mathmatiques des sciences modernes. Le thorie des probabilit s'illustre dans de nombreux domaines issus de la biologie, de la p...

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La théorie des probabilités et des processus stochastiques est sans aucun doute l''un des plus importants outils mathématiques des sciences modernes. Le théorie des probabilité s''illustre dans de nombreux domaines issus de la biologie, de la...

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