Marginal and Functional Quantization of Stochastic Processes

Name: Marginal and Functional Quantization of Stochastic Processes
Brand: Springer, Berlin
SKU: 9783031454639
Price: 1101.22 RON
Availability: InStock

Autor: Harald Luschgy, Gilles Pagès

Limbă:

Legare: Copertă tare

Editura: Springer, Berlin

Disponibilitate: În depozitul extern

Expediem în 10-13 zile

1 101.22 lei

Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in...

Informații despre carte

Autor

Harald Luschgy, Gilles Pagès

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2023

Pagini

883

EAN

9783031454639

Enbook ID

44122861

Editura

Springer, Berlin

Greutate

1712

Dimensiuni

155 x 235

Descriere completă

Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classification technique for generating prototypes of extensive datasets. In modern terms, it can be recognized as a seminal contribution to unsupervised learning through the k-means clustering algorithm in data science.In contrast, Functional Quantization, a more recent area of study dating back to the early 2000s, focuses on the quantization of continuous-time stochastic processes viewed as random vectors in Banach function spaces. This book distinguishes itself by delving into the quantization of random vectors with values in a Banach space-a unique feature of its content. Its main objectives are twofold: first, to offer a comprehensive and cohesive overview of the latest developments as well as several new results in optimal quantization theory, spanning both finite and infinite dimensions, building upon the advancements detailed in Graf and Luschgy's Lecture Notes volume. Secondly, it serves to demonstrate how optimal quantization can be employed as a space discretization method within probability theory and numerical probability, particularly in fields like quantitative finance. The main applications to numerical probability are the controlled approximation of regular and conditional expectations by quantization-based cubature formulas, with applications to time-space discretization of Markov processes, typically Brownian diffusions, by quantization trees.While primarily catering to mathematicians specializing in probability theory and numerical probability, this monograph also holds relevance for data scientists, electrical engineers involved in data transmission, and professionals in economics and logistics who are intrigued by optimal allocation problems.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Marginal and Functional Quantization of Stochastic Processes

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și