Re° - Probability 1

This open access book focuses on the Ginibre ensembles that are non-Hermitian random matrices proposed by Ginibre in 1965. Since that time, they have enjoyed prominence within random matrix theory, ……続きを見る

This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Fur……続きを見る

Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this bo……続きを見る

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore st……続きを見る

Provides an in-depth treatment of ANOVA and ANCOVA techniques from a linear model perspective ANOVA and ANCOVA: A GLM Approach provides a contemporary look at the general linear model (GLM) approach……続きを見る

Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pa……続きを見る

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order parti……続きを見る

The book shows how risk, defined as the statistical expectation of loss, can be formally decomposed as the product of two terms: hazard probability and system vulnerability. This requires a specific……続きを見る

The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. On the other hand it focuses on the techniques of stocha……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

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms ……続きを見る

Linear models courses are often presented as either theoretical or applied. Consequently, students may find themselves either proving theorems or using high-level procedures like PROC GLM to analyze……続きを見る

Praise for the First Edition ". . . [this book] should be on the shelf of everyone interested in . . . longitudinal data analysis." ーJournal of the American Statistical Association Features newly d……続きを見る

"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stocha……続きを見る

Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of……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

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subje……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 open-access textbook's significant contribution is the unified derivation of data-assimilation techniques from a common fundamental and optimal starting point, namely Bayes' theorem. Unique for……続きを見る

This book explains the misuses and abuses of Null Hypothesis Significance Tests, which are reconsidered in light of Jeffreys’ Bayesian concept of the role of statistical inference, in experimental i……続きを見る

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility……続きを見る

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. In the second edition the material has been significantly expanded, particularly wit……続きを見る

Data Mining and Machine Learning uses two types of techniques: predictive techniques (supervised techniques), which trains a model on known input and output data so that it can predict future output……続きを見る

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, compu……続きを見る

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent develo……続きを見る

Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the ……続きを見る

This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic ……続きを見る

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspect……続きを見る