Probability 7

This book provides an example of a thorough statistical treatment of ocean wave data in space and time. It demonstrates how the flexible framework of Bayesian hierarchical space-time models can be a……続きを見る

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical mod……続きを見る

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theor……続きを見る

Reliable performance evaluations require the use of representative workloads. This is no easy task since modern computer systems and their workloads are complex, with many interrelated attributes an……続きを見る

This book has been written to fIll a substantial gap in the current literature in mathemat ical education. Throughout the world, school mathematical curricula have incorporated probability and stati……続きを見る

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from comp……続きを見る

This book, written by two mathematicians from the University of Southern California, provides a broad introduction to the important subject of nonlinear mixture models from a Bayesian perspective. I……続きを見る

Fractal geometry allows the description of natural patterns and the establishment and testing of models of pattern formation. In particular, it is a tool for geoscientists. The aim of this volume is……続きを見る

Complexity science is the study of systems with many interdependent components. Such systems - and the self-organization and emergent phenomena they manifest - lie at the heart of many challenges of……続きを見る

Most biologists use nonlinear regression more than any other statistical technique, but there are very few places to learn about curve-fitting. This book, by the author of the very successful Intuit……続きを見る

Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engin……続きを見る

Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term cour……続きを見る

Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment ……続きを見る

For decades, casino gaming has been steadily increasing in popularity worldwide. Blackjack is among the most popular of the casino table games, one where astute choices of playing strategy can creat……続きを見る

My ?rst encounter with the world of crime and punishment was more than two decades ago, and it has since undergone vast changes. No one could have foreseen that crime-related problems would occupy s……続きを見る

This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and ……続きを見る

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses th……続きを見る

This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account……続きを見る

This volume consists of a collection of research articles on classical and emerging Statistical Paradigms ー parametric, non-parametric and semi-parametric, frequentist and Bayesian ー encompassing ……続きを見る

In honour of Professor Erkki Oja, one of the pioneers of Independent Component Analysis (ICA), this book reviews key advances in the theory and application of ICA, as well as its influence on signal……続きを見る

This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Anal……続きを見る

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental ec……続きを見る

Spatial and Spatio-Temporal Bayesian Models with R-INLA provides a much needed, practically oriented & innovative presentation of the combination of Bayesian methodology and spatial statistics. The ……続きを見る

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most rem……続きを見る

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary d……続きを見る

A well-balanced introduction to probability theory and mathematical statistics Featuring updated material, An Introduction to Probability and Statistics, Third Edition remains a solid overview to pr……続きを見る

Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded i……続きを見る

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and ec……続きを見る

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mi……続きを見る

The monographic volume addresses, in a systematic and comprehensive way, the state-of-the-art dependability (reliability, availability, risk and safety, security) of systems, using the Artificial In……続きを見る