Probability 12

The featured review of the AMS describes the author’s earlier work in the field of approach spaces as, ‘A landmark in the history of general topology’. In this book, the author has expanded this stu……続きを見る

Focusing on two central conjectures of Asymptotic Geometric Analysis, the Kannan-Lovász-Simonovits spectral gap conjecture and the variance conjecture, these Lecture Notes present the theory in an a……続きを見る

This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of th……続きを見る

This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students a……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

The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others ar……続きを見る

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new direc……続きを見る

This volume consists of a series of research papers presented at the conference Statistics 2011 Canada: 5th Canadian Conference in Applied Statistics held together with the 20th conference of the Fo……続きを見る

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and fin……続きを見る

The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDE……続きを見る

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results ー mostly strong theorems which describe the p……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

Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEE……続きを見る

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, cha……続きを見る

Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random enviro……続きを見る

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in orde……続きを見る

This book provides an example of a thorough statistical treatment of ocean wave data in space and time. It demonstrates how the flexible framework of Bayesian hierarchical space-time models can be a……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 monograph offers a thorough and updated guide to the theory and methods of progressive censoring, an area that has experienced tremendous growth in recent years. Progressive censoring, original……続きを見る

This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and ……続きを見る

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failuresdescribes valuable methodology which can be used by readers to build mathematical mode……続きを見る

The 5th edition of Ross’s Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulat……続きを見る

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theor……続きを見る

Reliable performance evaluations require the use of representative workloads. This is no easy task since modern computer systems and their workloads are complex, with many interrelated attributes an……続きを見る

This book has been written to fIll a substantial gap in the current literature in mathemat ical education. Throughout the world, school mathematical curricula have incorporated probability and stati……続きを見る

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from comp……続きを見る

This book, written by two mathematicians from the University of Southern California, provides a broad introduction to the important subject of nonlinear mixture models from a Bayesian perspective. I……続きを見る

In his essay on 'Broad on Induction and Probability' (first published in 1959, reprinted in this volume), Professor G. H. von Wright writes: "If Broad's writings on induction have remained less know……続きを見る

Providing a self-contained resource for upper undergraduate courses in combinatorics, this text emphasizes computation, problem solving, and proof technique. In particular, the book places special e……続きを見る

This authored monograph presents a mathematical description of the time evolution of neutral genomic regions in terms of the differential Lyapunov equation. The qualitative behavior of its solutions……続きを見る