Probability 4

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section ……続きを見る

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." ーMathematical Reviews ". . . amazingly interesting . . ." ーTechnometrics Thoroughly updated to s……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

Early in his rise to enlightenment, man invented a concept that has since been variously viewed as a vice, a crime, a business, a pleasure, a type of magic, a disease, a folly, a weakness, a form of……続きを見る

Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in……続きを見る

Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. The book is written with computer scientists and engineers in mind and……続きを見る

The purpose of this book is to provide a sound introduction to the study of real-world phenomena that possess random variation. It describes how to set up and analyse models of real-life phenomena t……続きを見る

This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic proce……続きを見る

The main aim of this bookis to present recent results concerning inequalities of the Jensen, Čebyšev and Grüss type for continuous functions of bounded selfadjoint operators on complex Hilbert space……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

It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a high-integrity systems or a saf……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

Like its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the ……続きを見る

Since the parameters in dynamical systems of biological interest are inherently positive and bounded, bounded noises are a natural way to model the realistic stochastic fluctuations of a biological ……続きを見る

The study of quantum disorder has generated considerable research activity in mathematics and physics over past 40 years. While single-particle models have been extensively studied at a rigorous mat……続きを見る

This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides……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

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

Covers basic statistics and applications of major statistical tests. Preents the material in a sequence and approach that can be understood and used by almost anyone. Although this can be(and is) us……続きを見る

Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical d……続きを見る

This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specificall……続きを見る

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machin……続きを見る

Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented a……続きを見る

Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. The renewed interest in Brownian dynamic……続きを見る

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes r……続きを見る

Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type D……続きを見る

Ask a traditional mathematician the likely outcome of a coin-toss, and he will reply that no evidence exists on which to base such a prediction. Ask a Bayesian, and he will examine the coin, conclud……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

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and ……続きを見る

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, inc……続きを見る