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No Inv.: 5318-5322/P/Perp/5c~1080/S/Perp/89/1c~324/S/Perp/89/1c
Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partiti…
This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the st…
No Inv.: 122662-122666/P/Perp/10/5c
This thesis presents a general theory of nonequilibrium thermodynamics for information processing. Ever since Maxwell's demon was proposed in the nineteenth century, the relationship between thermodynamics and information has attracted much attention because it concerns the foundation of the second law of thermodynamics. From the modern point of view, Maxwell's demon is formulated as an infor…
Bibliografi : hlm. 81
This volume contains a contemporary, integrated description of the processes of language. These range from fast scales (fractions of a second) to slow ones (over a million years). The contributors, all experts in their fields, address language in the brain, production of sentences and dialogues, language learning, transmission and evolutionary processes that happen over centuries or millenia, t…
Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of an insurance company. The book studies martingales and path decompositions, which are the main tools used in analysing the distribution of the time of ruin, the wealth prior to ruin and the defic…