Ｙ．Ａ - Probability 1

'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

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

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential……続きを見る

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, i……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

Although several books or monographs on multiobjective optimization under uncertainty have been published, there seems to be no book which starts with an introductory chapter of linear programming a……続きを見る

This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background ……続きを見る

Presents an introduction to Bayesian statistics, presents an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC,Bayesian regression, and Bayesian analysis of stat……続きを見る

This volume is to pique the interest of many researchers in the fields of infinite dimensional analysis and quantum probability. These fields have undergone increasingly significant developments and……続きを見る

This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertai……続きを見る

This book examines information processing performed by bio-systems at all scales: from genomes, cells and proteins to cognitive and even social systems. It introduces a theoretical/conceptual princi……続きを見る

The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents centra……続きを見る

The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogoro……続きを見る

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of ……続きを見る

This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space. Included in the text is a new geometric characterization of ……続きを見る

Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quit……続きを見る

An essential guide to the concepts of probability theory that puts the focus on models and applications Introduction to Probability offers an authoritative text that presents the main ideas and conc……続きを見る

This book will cover heuristic optimization techniques and applications in engineering problems. The book will be divided into three sections that will provide coverage of the techniques, which can ……続きを見る

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the i……続きを見る

Modern computer-intensive statistical methods play a key role in solving many problems across a wide range of scientific disciplines. Like its bestselling predecessors, the fourth edition of Randomi……続きを見る

Priced very competitively compared with other textbooks at this level! This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutor……続きを見る

This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classi……続きを見る

With recent advances in computing power and the widespread availability of preference, perception and choice data, such as public opinion surveys and legislative voting, the empirical estimation of ……続きを見る

Random fields are a necessity when formulating stochastic continuum theories. In this book, a theory of random piezoelectric and piezomagnetic materials is developed. First, elements of the continuu……続きを見る

This book studies complex systems with elements represented by random variables. Its main goal is to study and compare uncertainty of algorithms of network structure identification with applications……続きを見る

The stability analysis of stochastic models for telecommunication systems is an intensively studied topic. The analysis is, as a rule, a difficult problem requiring a refined mathematical technique,……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

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

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