Sonderforschungsbereich 123"Stochastische Mathematische Modelle."
Overview
Works:  135 works in 153 publications in 2 languages and 1,116 library holdings 

Genres:  Conference papers and proceedings 
Classifications:  QH323.5, 519.55 
Publication Timeline
.
Most widely held works by
Sonderforschungsbereich 123"Stochastische Mathematische Modelle."
Modelling of patterns in space and time : proceedings of a workshop held by the Sonderforschungsbereich 123 at Heidelberg,
July 48, 1983 by
W Jäger(
Book
)
6 editions published in 1984 in English and German and held by 230 WorldCat member libraries worldwide
6 editions published in 1984 in English and German and held by 230 WorldCat member libraries worldwide
Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische
Mathematische Modelle", Heidelberg 1983 by
Jürgen Franke(
Book
)
5 editions published in 1984 in English and held by 222 WorldCat member libraries worldwide
Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data. The, most commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide~sense stationary and that only the mean and covariance sequence is specified. This approach of specifying the probabilistic behavior only up to "second order" has of course been extremely popular from a theoretical point of view be cause it has allowed one to treat a large variety of problems, such as prediction, filtering and smoothing, using the geometry of Hilbert spaces. While the literature abounds with a variety of optimal estimation results based on either the Gaussian assumption or the specification of secondorder properties, time series workers have not always believed in the literal truth of either the Gaussian or secondorder specifica tion. They have nonetheless stressed the importance of such optimali ty results, probably for two main reasons: First, the results come from a rich and very workable theory. Second, the researchers often relied on a vague belief in a kind of continuity principle according to which the results of time series inference would change only a small amount if the actual model deviated only a small amount from the assum ed model
5 editions published in 1984 in English and held by 222 WorldCat member libraries worldwide
Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data. The, most commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide~sense stationary and that only the mean and covariance sequence is specified. This approach of specifying the probabilistic behavior only up to "second order" has of course been extremely popular from a theoretical point of view be cause it has allowed one to treat a large variety of problems, such as prediction, filtering and smoothing, using the geometry of Hilbert spaces. While the literature abounds with a variety of optimal estimation results based on either the Gaussian assumption or the specification of secondorder properties, time series workers have not always believed in the literal truth of either the Gaussian or secondorder specifica tion. They have nonetheless stressed the importance of such optimali ty results, probably for two main reasons: First, the results come from a rich and very workable theory. Second, the researchers often relied on a vague belief in a kind of continuity principle according to which the results of time series inference would change only a small amount if the actual model deviated only a small amount from the assum ed model
Large scale scientific computing by
P Deuflhard(
Book
)
2 editions published in 1987 in English and held by 147 WorldCat member libraries worldwide
In this book, the new and rapidly expanding field of scientific computing is understood in a double sense: as computing for scientific and engineering problems and as the science of doing such computations. Thus scientific computing touches at one side mathematical modelling (in the various fields of applications) and at the other side computer science. As soon as the mathematical models de scribe the features of real life processes in sufficient detail, the associated computations tend to be large scale. As a consequence, interest more and more focusses on such numerical methods that can be expected to cope with large scale computational problems. Moreover, given the algorithms which are known to be efficient on a tradi tional computer, the question of implementation on modern supercomputers may get crucial. The present book is the proceedings of a meeting on "Large Scale Scientific Computing", that was held a t the Oberwolfach Mathematical Institute (July 1419, 1985) under the auspices of the Sonderforschungsbereich 123 of the University of Heidelberg. Participants included applied scientists with computational interests, numerical analysts, and experts on modern parallel computers. 'l'he purpose of the meeting was to establish a common under standing of recent issues in scientific computing, especially in view of large scale problems. Fields of applications, which have been covered, included semiconductor design, chemical combustion, flow through porous media, climatology, seismology, fluid dynami. cs, tomography, rheology, hydro power plant optimization, subwil. y control, space technology
2 editions published in 1987 in English and held by 147 WorldCat member libraries worldwide
In this book, the new and rapidly expanding field of scientific computing is understood in a double sense: as computing for scientific and engineering problems and as the science of doing such computations. Thus scientific computing touches at one side mathematical modelling (in the various fields of applications) and at the other side computer science. As soon as the mathematical models de scribe the features of real life processes in sufficient detail, the associated computations tend to be large scale. As a consequence, interest more and more focusses on such numerical methods that can be expected to cope with large scale computational problems. Moreover, given the algorithms which are known to be efficient on a tradi tional computer, the question of implementation on modern supercomputers may get crucial. The present book is the proceedings of a meeting on "Large Scale Scientific Computing", that was held a t the Oberwolfach Mathematical Institute (July 1419, 1985) under the auspices of the Sonderforschungsbereich 123 of the University of Heidelberg. Participants included applied scientists with computational interests, numerical analysts, and experts on modern parallel computers. 'l'he purpose of the meeting was to establish a common under standing of recent issues in scientific computing, especially in view of large scale problems. Fields of applications, which have been covered, included semiconductor design, chemical combustion, flow through porous media, climatology, seismology, fluid dynami. cs, tomography, rheology, hydro power plant optimization, subwil. y control, space technology
Workshop on Stochastic Modelling in Biology: Relevant Mathematical Concepts and Recent Applications, Heidelberg, Federal Republic
of Germany 812 August, 1988 by
Heidelberg) Workshop on Stochastic Modelling in Biology (1988(
Book
)
4 editions published in 1990 in English and held by 92 WorldCat member libraries worldwide
4 editions published in 1990 in English and held by 92 WorldCat member libraries worldwide
The qualitative behaviour of populationdependent Markov branching processes by
W Rittgen(
Book
)
2 editions published in 1987 in German and held by 10 WorldCat member libraries worldwide
2 editions published in 1987 in German and held by 10 WorldCat member libraries worldwide
On mixed finite element methods in plate bending analysis by
Heribert Blum(
Book
)
1 edition published in 1988 in German and held by 6 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 6 WorldCat member libraries worldwide
"Integrated semigroups" and duality by
Horst R Thieme(
Book
)
1 edition published in 1987 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1987 in German and held by 4 WorldCat member libraries worldwide
Statistical problems with many parameters : critical quantities for approximate normality and posterior density based inference by
Alexander Ritter(
Book
)
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
Stochastic integration on the full fock space with the help of a kernel calculus by
Roland Speicher(
Book
)
1 edition published in 1990 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1990 in German and held by 4 WorldCat member libraries worldwide
Branching random walk in random environment : phase transitions for local and global growth rates by
Andreas Greven(
Book
)
2 editions published between 1989 and 1990 in German and English and held by 4 WorldCat member libraries worldwide
2 editions published between 1989 and 1990 in German and English and held by 4 WorldCat member libraries worldwide
The lattice of admissible partitions by
Roland Speicher(
Book
)
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
On the use of datatapers in nonparametric peakinsensitive spectrum estimation by
Rainer von Sachs(
Book
)
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
On the simple shape of stable equilibria by
Bernhard Kawohl(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
Preprint by
Sonderforschungsbereich 123"Stochastische Mathematische Modelle"(
)
in German and held by 4 WorldCat member libraries worldwide
in German and held by 4 WorldCat member libraries worldwide
Network theory for the immune system by Ulrich Behn(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
Some limit theorems for voter model occupation times by
J. T Cox(
Book
)
1 edition published in 1987 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1987 in German and held by 4 WorldCat member libraries worldwide
Minimum distance estimation in random coefficient regression models by
R. J Beran(
Book
)
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1991 in German and held by 4 WorldCat member libraries worldwide
Using the singularityseparating method to study how to decrease the pressure at the end of a tube by Xionghua Wu(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
On the number of solutions of semilinear elliptic problems at resonance : some numerical experiments by
Renate Schaaf(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
Asymptotic properties of solutions of multidimensional stochastic differential equations by
G Kersting(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
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Associated Subjects
BiologyMathematical models Biomathematics Computers Computer science Computer scienceMathematics EngineeringData processing EngineeringMathematical models Mathematics Numerical analysis Robust statistics ScienceData processing ScienceMathematical models Statistics Stochastic processes Timeseries analysis
Alternative Names
RuprechtKarlsUniversität (Heidelberg). Sonderforschungsbereich 123
Sonderforschungsbereich 123
Sonderforschungsbereich 123 (Heidelberg)
Sonderforschungsbereich" Stochastische Mathematische Modelle.
Sonderforschungsbereich Stochastische Mathematische Modelle (Heidelberg)
Universität Heidelberg Sonderforschungsbereich 123
Universität Heidelberg Sonderforschungsbereich Stochastische Mathematische Modelle
Languages