Probability 47

An Introduction to Measure-Theoretic Probability, Second Edition, employs a classical approach to teaching the basics of measure theoretic probability. This book provides in a concise, yet detailed ……続きを見る

Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations resear……続きを見る

Introduction to Probability and Statistics for Engineers and Scientists, Fifth Edition is a proven text reference that provides a superior introduction to applied probability and statistics for engi……続きを見る

An Introduction to Stochastic Modeling, Student Solutions Manual (e-only) 続きを見る

Introduction to Probability, Second Edition, discusses probability theory in a mathematically rigorous, yet accessible way. This one-semester basic probability textbook explains important concepts o……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

Introduction to Probability Models, Eleventh Edition is the latest version of Sheldon Ross's classic bestseller, used extensively by professionals and as the primary text for a first undergraduate c……続きを見る

This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing……続きを見る

This book introduces descriptive statistics and covers a broad range of topics of interest to students and researchers in various applied science disciplines. This includes measures of location, spr……続きを見る

With all the insights experienced in the COVID process, one essential remains: "The virus remains a constant companion". In contrast to regularly occurring infection processes, a COVID infection tak……続きを見る

This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, Probability. Building on the foundations established in the preceding Probability-1, th……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 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

Cet ouvrage propose une approche concise mais complète de la théorie de l'intégrale stochastique dans le cadre général des semimartingales continues. Après une introduction au mouvement brownien et ……続きを見る

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiar……続きを見る

As in the previous Seminar Notes, the current volume reflects general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. A classical theme in the Local The……続きを見る

This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and e……続きを見る

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as……続きを見る

This textbook provides an exciting new addition to the area of network science featuring a stronger and more methodical link of models to their mathematical origin and explains how these relate to e……続きを見る

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory,……続きを見る

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random……続きを見る

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional anal……続きを見る

This book addresses the emerging body of literature on the study of rare events in random graphs and networks. For example, what does a random graph look like if by chance it has far more triangles ……続きを見る

This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstan……続きを見る

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises w……続きを見る

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not eas……続きを見る

This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its appl……続きを見る

Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exem……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

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a ……続きを見る