Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications - Couverture rigide

Del Moral, Pierre

 
9780387202686: Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications

Synopsis

This book contains a systematic and self-contained treatment of Feynman-Kac path measures, their genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. With practical and easy to use references as well as deeper and modern mathematics studies, the book will be of use to advanced undergraduates as well as to engineers and researchers in pure and applied mathematics, statistics, physics, biology, and operation research.

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Présentation de l'éditeur

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process c

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Autres éditions populaires du même titre

9781441919021: Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications

Edition présentée

ISBN 10 :  1441919023 ISBN 13 :  9781441919021
Editeur : Springer, 2011
Couverture souple