Probability 8

This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematic……続きを見る

Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces sta……続きを見る

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of……続きを見る

Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in t……続きを見る

A certain curious feature of random objects, introduced by the author as “super concentration,” and two related topics, “chaos” and “multiple valleys,” are highlighted in this book. Although super c……続きを見る

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, ……続きを見る

Introduction to Probability Models, Eleventh Edition is the latest version of Sheldon Ross's classic bestseller, used extensively by professionals and as the primary text for a first undergraduate c……続きを見る

The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes.……続きを見る

This textbook systematically presents fundamental methods of statistical analysis: from probability and statistical distributions, through basic concepts of statistical inference, to a collection of……続きを見る

This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920……続きを見る

This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like sto……続きを見る

Dynamical evolution over long time scales is a prominent feature of all the systems we intuitively think of as complex ー for example, ecosystems, the brain or the economy. In physics, the term agei……続きを見る

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineer……続きを見る

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools a……続きを見る

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the unc……続きを見る

続きを見る

This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and int……続きを見る

Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. Randomness arises in communication systems at many levels: for e……続きを見る

This is a unique book addressing the integration of risk methodology from various fields. It will stimulate intellectual debate and communication across disciplines, promote better risk management p……続きを見る

This volume covers recent developments in the design, operation, and management of telecommunication and computer network systems in performance engineering and addresses issues of uncertainty, robu……続きを見る

Science aims at the discovery of general principles of special kinds that are applicable for the explanation and prediction of the phenomena of the world in the form of theories and laws. When the p……続きを見る

From the Preface… The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series ……続きを見る

In a world of increasing financial uncertainty and growing unemployment, the macroeconomic contribution of SMEs is more important than ever. Development of a vibrant, sustainable small firm sector i……続きを見る

Random Effect and Latent Variable Model Selection In recent years, there has been a dramatic increase in the collection of multivariate and correlated data in a wide variety of ?elds. For example, i……続きを見る

Scan statistics is currently one of the most active and important areas of research in applied probability and statistics, having applications to a wide variety of fields: archaeology, astronomy, bi……続きを見る

Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application……続きを見る

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spac……続きを見る

Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical research as quickly as possible. The su……続きを見る

This monograph serves as an introductory text to classical renewal theory and some of its applications for graduate students and researchers in mathematics and probability theory. Renewal processes ……続きを見る

This book gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn……続きを見る