Ｙ．Ａ - Probability 2

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 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

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

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 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

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

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 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 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

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 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

Ryall and Bramson's Inference and Intervention is the first textbook on causal modeling with Bayesian networks for business applications. In a world of resource scarcity, a decision about which busi……続きを見る

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and r……続きを見る

Probability models are now a vital componentof every scienti c investigation. This book is intended to introduce basic ideas in stochastic modeling, with emphasis on models and techniques. These mod……続きを見る

Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is intereste……続きを見る

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refra……続きを見る

Chi-Squared Goodness of Fit Tests with Applications provides a thorough and complete context for the theoretical basis and implementation of Pearson’s monumental contribution and its wide applicabil……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

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

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study……続きを見る

Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process……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

Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival……続きを見る

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been……続きを見る

Mathematical statistics typically represents one of the most difficult challenges in statistics, particularly for those with more applied, rather than mathematical, interests and backgrounds. Most t……続きを見る