Ｙ．Ａ - Probability 1

This book presents recent findings on central and non-central limit theorems for Toeplitz and tapered Toeplitz random quadratic functionals of stationary processes, with applications in spectral-bas……続きを見る

The presented ideas create and shape the vision of a “Manifesto of Higher Education Governance”. Fractals are typically understood as self-similar structures, but this concept is expanded to include……続きを見る

Queuing theory methods are employed in managing traffic flows, shipping facilities, communication systems, vertical transportation, and others. The study of such systems is outside the framework of ……続きを見る

Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi, and some others)……続きを見る

This thoroughly practical and engaging textbook conveys the skills needed to responsibly develop, conduct, scrutinize, and interpret statistical analyses, without requiring any high-level math. Regr……続きを見る

This book discusses the multifaceted nature of organizational excellence and proceeds to consider the roles played by data, technological advances leading to innovation and value-based leadership in……続きを見る

Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it s……続きを見る

This text presents a comprehensive and unified treatment of nonlinear filtering theory, with a strong emphasis on its mathematical underpinnings. It is tailored to meet the needs of a diverse reader……続きを見る

This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to ……続きを見る

This book offers a gentle yet rigorous introduction to probability theory, with a special focus on finite probability spaces. Drawing inspiration from card games, casino games, mahjong, and two-up, ……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

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

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 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

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 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 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

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

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 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

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 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

Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. Whi……続きを見る