Ｙ．Ａ - Probability 1

The book focuses on several skew-normal mixed effects models, and systematically explores statistical inference theories, methods, and applications of parameters of interest. This book is of academi……続きを見る

This revised book provides an accessible presentation of concepts from probability theory, statistical methods, the design of experiments, and statistical quality control. It is shaped by the experi……続きを見る

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. Th……続きを見る

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formal……続きを見る

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and……続きを見る

This book is dedicated to the mathematical study of two-dimensional statistical hydrodynamics and turbulence, described by the 2D Navier–Stokes system with a random force. The authors' main goal is ……続きを見る

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equ……続きを見る

'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on nonlinear Gaussian functionals. In addi……続きを見る

Designed for a one-semester advanced undergraduate or graduate statistical theory course, Statistical Theory: A Concise Introduction, Second Edition clearly explains the underlying ideas, mathematic……続きを見る

This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, th……続きを見る

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Ma……続きを見る

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple e……続きを見る

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them moti……続きを見る

This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appear……続きを見る

This book presents a systematic approach to analyze nature-inspired algorithms. Beginning with an introduction to optimization methods and algorithms, this book moves on to provide a unified framewo……続きを見る

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course……続きを見る

This book mainly focuses on the sampled-data control of logical networks. We believe that the methods (semi-tensor product of matrices), results (recent results on Boolean control networks under per……続きを見る

The present monograph on stochastic Komatu–Loewner evolutions (SKLEs) provides the first systematic extension of the Schramm–Loewner evolution (SLE) theory from a simply connected planar domain to m……続きを見る

This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods. Systemic risk has gained attention in ……続きを見る

A comprehensive and current introduction to the fundamentals of regression analysis Introduction to Linear Regression Analysis, 6th Edition is the most comprehensive, fulsome, and current examinatio……続きを見る

This book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusio……続きを見る

This thoroughly practical and engaging textbook is designed to equip students with the skills needed to undertake sound regression analysis without requiring high-level math. Regression Analysis cov……続きを見る

This book provides a self-contained introduction of mixed-effects models and small area estimation techniques. In particular, it focuses on both introducing classical theory and reviewing the latest……続きを見る

This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, the authors focus ……続きを見る

The complexity of large-scale data sets (“Big Data”) has stimulated the development of advanced computational methods for analysing them. There are two different kinds of methods to aid this. The mo……続きを見る

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document s……続きを見る

This book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Shiu function. This book is the first to i……続きを見る

Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers. The book is divided into f……続きを見る

As a result of researchers’ and scientists’ increasing interest in pure as well as applied mathematics in non-conventional models, particularly those using fractional calculus, Mittag-Leffler functi……続きを見る

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book It is st……続きを見る