Resultado de la búsqueda
93 búsqueda de la palabra clave 'Biomathematics'
Refinar búsqueda Generar rss de la búsqueda
Link de la búsquedaExcursions in Harmonic Analysis, Volume 2 / SpringerLink (Online service) ; Travis D. Andrews ; Radu Balan ; John J. Benedetto ; Wojciech Czaja ; Kasso A. Okoudjou (2013)
Título : Excursions in Harmonic Analysis, Volume 2 : The February Fourier Talks at the Norbert Wiener Center Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Travis D. Andrews ; Radu Balan ; John J. Benedetto ; Wojciech Czaja ; Kasso A. Okoudjou Editorial: Boston : Birkhäuser Boston Fecha de publicación: 2013 Otro editor: Imprint: Birkhäuser Colección: Applied and Numerical Harmonic Analysis Número de páginas: XIX, 456 p. 56 illus., 21 illus. in color Il.: online resource ISBN/ISSN/DL: 978-0-8176-8379-5 Idioma : Inglés (eng) Palabras clave: Mathematics Harmonic analysis Fourier Applied mathematics Engineering Biomathematics Analysis Signal, Image and Speech Processing Abstract Mathematical Computational Biology Appl.Mathematics/Computational Methods of Applications Clasificación: 51 Matemáticas Resumen: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the-art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics Nota de contenido: Part V Measure Theory -- Absolute Continuity and Singularity of Measures Without Measure Theory -- Visible and Invisible Cantor Sets -- Convolution Inequalities for Positive Borel Measures on R^d and Beurling Density -- Positive Operator-Valued Measures: A General Setting for Frames -- Part VI Filtering -- Extending Wavelet Filters, Infinite Dimensions, the Non-Rational Case, and Indefinite-Inner Product Spaces -- On the Group-Theoretic Structure of Lifted Filter Banks -- Parametric Optimization of Biorthogonal Wavelets and Filterbanks via Pseudoframes for Subspaces -- On the Convergence of Iterative Filtering Empirical Mode Decomposition -- Wavelet Transforms by Nearest Neighbor Lifting -- Part VII Operator Theory -- On the Heat Kernel of a Left Invariant Elliptic Operator -- Mixed-Norm Estimates for the k-Plane Transform -- Representation of Linear Operators by Gabor Multipliers -- Extensions of Berezin-Lieb Inequalities -- Bilinear Calderon-Zygmund Operators -- Weighted Inequalities and Dyadic Harmonic Analysis -- Part VIII Biomathematics -- Enhancement and Recovery in Atomic Force Micosopy Images -- Numerical Harmonic Analysis and Diffusions on the 3D-Motion Group -- Quantification of Retinal Chromophores Through Autofluorescence Imaging to Identify Precursors of Age-Related Macular -- Simple Harmonic Oscillator Based Reconstruction and Estimation for One-Dimensional q-Space Magnetic Resonance (1D-SHORE) -- Fourier Blues: Structural Coloration of Biological Tissues -- A Harmonic Analysis View On Neuroscience Imaging En línea: http://dx.doi.org/10.1007/978-0-8176-8379-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32173 Excursions in Harmonic Analysis, Volume 2 : The February Fourier Talks at the Norbert Wiener Center [documento electrónico] / SpringerLink (Online service) ; Travis D. Andrews ; Radu Balan ; John J. Benedetto ; Wojciech Czaja ; Kasso A. Okoudjou . - Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2013 . - XIX, 456 p. 56 illus., 21 illus. in color : online resource. - (Applied and Numerical Harmonic Analysis) .
ISBN : 978-0-8176-8379-5
Idioma : Inglés (eng)
Palabras clave: Mathematics Harmonic analysis Fourier Applied mathematics Engineering Biomathematics Analysis Signal, Image and Speech Processing Abstract Mathematical Computational Biology Appl.Mathematics/Computational Methods of Applications Clasificación: 51 Matemáticas Resumen: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the-art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics Nota de contenido: Part V Measure Theory -- Absolute Continuity and Singularity of Measures Without Measure Theory -- Visible and Invisible Cantor Sets -- Convolution Inequalities for Positive Borel Measures on R^d and Beurling Density -- Positive Operator-Valued Measures: A General Setting for Frames -- Part VI Filtering -- Extending Wavelet Filters, Infinite Dimensions, the Non-Rational Case, and Indefinite-Inner Product Spaces -- On the Group-Theoretic Structure of Lifted Filter Banks -- Parametric Optimization of Biorthogonal Wavelets and Filterbanks via Pseudoframes for Subspaces -- On the Convergence of Iterative Filtering Empirical Mode Decomposition -- Wavelet Transforms by Nearest Neighbor Lifting -- Part VII Operator Theory -- On the Heat Kernel of a Left Invariant Elliptic Operator -- Mixed-Norm Estimates for the k-Plane Transform -- Representation of Linear Operators by Gabor Multipliers -- Extensions of Berezin-Lieb Inequalities -- Bilinear Calderon-Zygmund Operators -- Weighted Inequalities and Dyadic Harmonic Analysis -- Part VIII Biomathematics -- Enhancement and Recovery in Atomic Force Micosopy Images -- Numerical Harmonic Analysis and Diffusions on the 3D-Motion Group -- Quantification of Retinal Chromophores Through Autofluorescence Imaging to Identify Precursors of Age-Related Macular -- Simple Harmonic Oscillator Based Reconstruction and Estimation for One-Dimensional q-Space Magnetic Resonance (1D-SHORE) -- Fourier Blues: Structural Coloration of Biological Tissues -- A Harmonic Analysis View On Neuroscience Imaging En línea: http://dx.doi.org/10.1007/978-0-8176-8379-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32173 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Tipo de documento: documento electrónico Autores: Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2012 Otro editor: Imprint: Birkhäuser Colección: Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679 Número de páginas: XIII, 434 p. 14 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-8346-7 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Probability Theory and Stochastic Processes Modeling Industrial Quantitative Finance Computational Biology Applications of Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications. —Zentralblatt MATH This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. —Mathematical Reviews Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics * Agent-based models New to the Second Edition: * Improved presentation of original concepts * Expanded background on probability theory * Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus * Supplemental appendix to provide basic facts on semigroups of linear operators An Introduction to Continuous-Time Stochastic Processes, Second Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: Part I. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part II. The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Part III. Appendices -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Elliptic and Parabolic Operators -- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8346-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32703 An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [documento electrónico] / Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein . - Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2012 . - XIII, 434 p. 14 illus : online resource. - (Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679) .
ISBN : 978-0-8176-8346-7
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Probability Theory and Stochastic Processes Modeling Industrial Quantitative Finance Computational Biology Applications of Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications. —Zentralblatt MATH This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. —Mathematical Reviews Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics * Agent-based models New to the Second Edition: * Improved presentation of original concepts * Expanded background on probability theory * Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus * Supplemental appendix to provide basic facts on semigroups of linear operators An Introduction to Continuous-Time Stochastic Processes, Second Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: Part I. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part II. The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Part III. Appendices -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Elliptic and Parabolic Operators -- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8346-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32703 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Tipo de documento: documento electrónico Autores: Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2005 Colección: Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679 Número de páginas: XIV, 344 p. 13 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-4428-4 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Applications of Probability Theory and Stochastic Processes Modeling Industrial Computational Biology Quantitative Finance Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine En línea: http://dx.doi.org/10.1007/b138900 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35184 An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [documento electrónico] / Vincenzo Capasso ; SpringerLink (Online service) ; David Bakstein . - Boston, MA : Birkhäuser Boston, 2005 . - XIV, 344 p. 13 illus : online resource. - (Modeling and Simulation in Science, Engineering and Technology, ISSN 2164-3679) .
ISBN : 978-0-8176-4428-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Economics, Mathematical models Probabilities Biomathematics Applications of Probability Theory and Stochastic Processes Modeling Industrial Computational Biology Quantitative Finance Appl.Mathematics/Computational Methods Clasificación: 51 Matemáticas Resumen: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided Nota de contenido: The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine En línea: http://dx.doi.org/10.1007/b138900 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35184 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Applied Probability Tipo de documento: documento electrónico Autores: Kenneth Lange ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2010 Colección: Springer Texts in Statistics, ISSN 1431-875X Número de páginas: XVI, 436 p Il.: online resource ISBN/ISSN/DL: 978-1-4419-7165-4 Idioma : Inglés (eng) Palabras clave: Statistics Mathematical statistics Computer simulation mathematics Probabilities Biomathematics Statistical Theory and Methods Probability Stochastic Processes in Science Computational Biology Mathematics Numerical Analysis Simulation Modeling Clasificación: 51 Matemáticas Resumen: Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences. It can serve as a textbook for graduate students in applied mathematics, biostatistics, computational biology, computer science, physics, and statistics. Readers should have a working knowledge of multivariate calculus, linear algebra, ordinary differential equations, and elementary probability theory. Chapter 1 reviews elementary probability and provides a brief survey of relevant results from measure theory. Chapter 2 is an extended essay on calculating expectations. Chapter 3 deals with probabilistic applications of convexity, inequalities, and optimization theory. Chapters 4 and 5 touch on combinatorics and combinatorial optimization. Chapters 6 through 11 present core material on stochastic processes. If supplemented with appropriate sections from Chapters 1 and 2, there is sufficient material for a traditional semester-long course in stochastic processes covering the basics of Poisson processes, Markov chains, branching processes, martingales, and diffusion processes. The second edition adds two new chapters on asymptotic and numerical methods and an appendix that separates some of the more delicate mathematical theory from the steady flow of examples in the main text. Besides the two new chapters, the second edition includes a more extensive list of exercises, many additions to the exposition of combinatorics, new material on rates of convergence to equilibrium in reversible Markov chains, a discussion of basic reproduction numbers in population modeling, and better coverage of Brownian motion. Because many chapters are nearly self-contained, mathematical scientists from a variety of backgrounds will find Applied Probability useful as a reference. Kenneth Lange is the Rosenfeld Professor of Computational Genetics in the Departments of Biomathematics and Human Genetics at the UCLA School of Medicine and the Chair of the Department of Human Genetics. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, high-dimensional optimization, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, 2nd ed., Numerical Analysis for Statisticians, 2nd ed., and Optimization. He has written over 200 research papers and produced with his UCLA colleague Eric Sobel the computer program Mendel, widely used in statistical genetics Nota de contenido: Basic Notions of Probability Theory -- Calculation of Expectations -- Convexity, Optimization, and Inequalities -- Combinatorics -- Combinatorial Optimization -- Poisson Processes -- Discrete-Time Markov Chains -- Continuous-Time Markov Chains -- Branching Processes -- Martingales -- Diffusion Processes -- Asymptotic Methods -- Numerical Methods -- Poisson Approximation -- Number Theory -- Appendix: Mathematical Review En línea: http://dx.doi.org/10.1007/978-1-4419-7165-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33641 Applied Probability [documento electrónico] / Kenneth Lange ; SpringerLink (Online service) . - New York, NY : Springer New York, 2010 . - XVI, 436 p : online resource. - (Springer Texts in Statistics, ISSN 1431-875X) .
ISBN : 978-1-4419-7165-4
Idioma : Inglés (eng)
Palabras clave: Statistics Mathematical statistics Computer simulation mathematics Probabilities Biomathematics Statistical Theory and Methods Probability Stochastic Processes in Science Computational Biology Mathematics Numerical Analysis Simulation Modeling Clasificación: 51 Matemáticas Resumen: Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences. It can serve as a textbook for graduate students in applied mathematics, biostatistics, computational biology, computer science, physics, and statistics. Readers should have a working knowledge of multivariate calculus, linear algebra, ordinary differential equations, and elementary probability theory. Chapter 1 reviews elementary probability and provides a brief survey of relevant results from measure theory. Chapter 2 is an extended essay on calculating expectations. Chapter 3 deals with probabilistic applications of convexity, inequalities, and optimization theory. Chapters 4 and 5 touch on combinatorics and combinatorial optimization. Chapters 6 through 11 present core material on stochastic processes. If supplemented with appropriate sections from Chapters 1 and 2, there is sufficient material for a traditional semester-long course in stochastic processes covering the basics of Poisson processes, Markov chains, branching processes, martingales, and diffusion processes. The second edition adds two new chapters on asymptotic and numerical methods and an appendix that separates some of the more delicate mathematical theory from the steady flow of examples in the main text. Besides the two new chapters, the second edition includes a more extensive list of exercises, many additions to the exposition of combinatorics, new material on rates of convergence to equilibrium in reversible Markov chains, a discussion of basic reproduction numbers in population modeling, and better coverage of Brownian motion. Because many chapters are nearly self-contained, mathematical scientists from a variety of backgrounds will find Applied Probability useful as a reference. Kenneth Lange is the Rosenfeld Professor of Computational Genetics in the Departments of Biomathematics and Human Genetics at the UCLA School of Medicine and the Chair of the Department of Human Genetics. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, high-dimensional optimization, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, 2nd ed., Numerical Analysis for Statisticians, 2nd ed., and Optimization. He has written over 200 research papers and produced with his UCLA colleague Eric Sobel the computer program Mendel, widely used in statistical genetics Nota de contenido: Basic Notions of Probability Theory -- Calculation of Expectations -- Convexity, Optimization, and Inequalities -- Combinatorics -- Combinatorial Optimization -- Poisson Processes -- Discrete-Time Markov Chains -- Continuous-Time Markov Chains -- Branching Processes -- Martingales -- Diffusion Processes -- Asymptotic Methods -- Numerical Methods -- Poisson Approximation -- Number Theory -- Appendix: Mathematical Review En línea: http://dx.doi.org/10.1007/978-1-4419-7165-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33641 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Excursions in Harmonic Analysis, Volume 1 : The February Fourier Talks at the Norbert Wiener Center Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Travis D. Andrews ; Radu Balan ; John J. Benedetto ; Wojciech Czaja ; Kasso A. Okoudjou Editorial: Boston : Birkhäuser Boston Fecha de publicación: 2013 Otro editor: Imprint: Birkhäuser Colección: Applied and Numerical Harmonic Analysis Número de páginas: XVIII, 488 p. 135 illus., 88 illus. in color Il.: online resource ISBN/ISSN/DL: 978-0-8176-8376-4 Idioma : Inglés (eng) Palabras clave: Mathematics Harmonic analysis Fourier Applied mathematics Engineering Biomathematics Analysis Signal, Image and Speech Processing Abstract Mathematical Computational Biology Appl.Mathematics/Computational Methods of Applications Clasificación: 51 Matemáticas Resumen: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics Nota de contenido: Part 1 Sampling Theory -- Unions of Subspaces for Data Modeling and Subspace Clustering -- Fusion frames and Unbiased Basic Sequences -- Sampling in Spaces of Bandlimited Functions on Commutative Spaces -- Smooth Interpolation of Data by Efficient Algorithms -- An Overview of Time and Multiband Limiting -- A Panorama of Sampling Theory -- Part II Remote Sensing -- Multistatic Radar Waveforms for Imaging of Moving Targets -- Exploitation Performance and Characterization of a Prototype Compressive Sensing Imaging Spectrometer -- An Introduction to Hyperspectral Image Data Modeling -- Hyperspectral Demixing: Sparse Recovery of Highly Correlated Endmembers -- Theory of Passive Synthetic Aperture Imaging -- Part III Mathematics of Data Processing -- Golay-Rudin-Shapiro Polynomials and Phased Arrays -- Multi-Resolution Geometric Analysis for Data in High Dimensions -- On the Fourth-Order Structure Function of a Fractal -- Harmonic Analysis of Databases and Matrices -- The Structure of Sidelobe-Preserving Operator Groups -- Zeros of some Self-Reciprocal Polynomials -- Part IV Applications of Data Processing -- Generalized Mutual Interdependence Analysis of Noisy Channels -- Approximation Methods for the Recovery of Shapes and Images from Gradients -- FM Perturbations due to Near-Identity Linear Systems -- Eddy Current Sensor Signal Processing for Stall Detection -- State Dependent Channels: Strong Converse and Bounds on Reliability Function En línea: http://dx.doi.org/10.1007/978-0-8176-8376-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32172 Excursions in Harmonic Analysis, Volume 1 : The February Fourier Talks at the Norbert Wiener Center [documento electrónico] / SpringerLink (Online service) ; Travis D. Andrews ; Radu Balan ; John J. Benedetto ; Wojciech Czaja ; Kasso A. Okoudjou . - Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2013 . - XVIII, 488 p. 135 illus., 88 illus. in color : online resource. - (Applied and Numerical Harmonic Analysis) .
ISBN : 978-0-8176-8376-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Harmonic analysis Fourier Applied mathematics Engineering Biomathematics Analysis Signal, Image and Speech Processing Abstract Mathematical Computational Biology Appl.Mathematics/Computational Methods of Applications Clasificación: 51 Matemáticas Resumen: The Norbert Wiener Center for Harmonic Analysis and Applications provides a state-of-the art research venue for the broad emerging area of mathematical engineering in the context of harmonic analysis. This two-volume set consists of contributions from speakers at the February Fourier Talks (FFT) from 2006-2011. The FFT are organized by the Norbert Wiener Center in the Department of Mathematics at the University of Maryland, College Park. These volumes span a large spectrum of harmonic analysis and its applications. They are divided into the following parts: Volume I · Sampling Theory · Remote Sensing · Mathematics of Data Processing · Applications of Data Processing Volume II · Measure Theory · Filtering · Operator Theory · Biomathematics Each part provides state-of-the-art results, with contributions from an impressive array of mathematicians, engineers, and scientists in academia, industry, and government. Excursions in Harmonic Analysis: The February Fourier Talks at the Norbert Wiener Center is an excellent reference for graduate students, researchers, and professionals in pure and applied mathematics, engineering, and physics Nota de contenido: Part 1 Sampling Theory -- Unions of Subspaces for Data Modeling and Subspace Clustering -- Fusion frames and Unbiased Basic Sequences -- Sampling in Spaces of Bandlimited Functions on Commutative Spaces -- Smooth Interpolation of Data by Efficient Algorithms -- An Overview of Time and Multiband Limiting -- A Panorama of Sampling Theory -- Part II Remote Sensing -- Multistatic Radar Waveforms for Imaging of Moving Targets -- Exploitation Performance and Characterization of a Prototype Compressive Sensing Imaging Spectrometer -- An Introduction to Hyperspectral Image Data Modeling -- Hyperspectral Demixing: Sparse Recovery of Highly Correlated Endmembers -- Theory of Passive Synthetic Aperture Imaging -- Part III Mathematics of Data Processing -- Golay-Rudin-Shapiro Polynomials and Phased Arrays -- Multi-Resolution Geometric Analysis for Data in High Dimensions -- On the Fourth-Order Structure Function of a Fractal -- Harmonic Analysis of Databases and Matrices -- The Structure of Sidelobe-Preserving Operator Groups -- Zeros of some Self-Reciprocal Polynomials -- Part IV Applications of Data Processing -- Generalized Mutual Interdependence Analysis of Noisy Channels -- Approximation Methods for the Recovery of Shapes and Images from Gradients -- FM Perturbations due to Near-Identity Linear Systems -- Eddy Current Sensor Signal Processing for Stall Detection -- State Dependent Channels: Strong Converse and Bounds on Reliability Function En línea: http://dx.doi.org/10.1007/978-0-8176-8376-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32172 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
PermalinkPermalink
Permalink
Permalink
Permalink
