Probability 49

In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits. We will focus on the d……続きを見る

This volume brings together the main results in the field of Bayesian Optimization (BO), focusing on the last ten years and showing how, on the basic framework, new methods have been specialized to ……続きを見る

Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. Two classical topics r……続きを見る

The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains. The main focus of this monograph is the so-cal……続きを見る

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple e……続きを見る

The book is a comprehensive, self-contained introduction to the mathematical modeling and analysis of disease transmission models. It includes (i) an introduction to the main concepts of compartment……続きを見る

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic pertu……続きを見る

Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric ……続きを見る

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose d……続きを見る

This book provides an introduction to dynamical systems with multiple time scales. The approach it takes is to provide an overview of key areas, particularly topics that are less available in the in……続きを見る

This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function Spaces, Nonlinear and Multivalued Maps, Smooth and Nonsmooth Calculus, Degree ……続きを見る

Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense. Two classical topics r……続きを見る

The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a major focus of current research. Lately, much progress has been made in understanding……続きを見る

This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. App……続きを見る

Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance ……続きを見る

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian ex……続きを見る

The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems. Over the last three decades, throug……続きを見る

This book provides an accessible yet rigorous first reference for readers interested in learning how to model and analyze cellular network performance using stochastic geometry. In addition to the c……続きを見る

Approx.852 pages Winner of a 2024 McGuffey Longevity Award (College) (Texty) from the Textbook and Academic Authors Association Retains the useful organization that students and professors have rel……続きを見る

Statistical methods are now widely used in different fields such as Business and Management, Economics, Biological, Physical sciences and including the new fields such as Data Science and Machine Le……続きを見る

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fr……続きを見る

This book provides a thorough understanding of distribution theory and data analysis using statistical software to solve problems related to basic statistics, probability models, and simulation. It ……続きを見る

This book explains and illustrates recent developments and advances in decision-making and risk analysis. It demonstrates how artificial intelligence (AI) and machine learning (ML) have not only ben……続きを見る

This book introduces the concept of “bespoke learning”, a new mechanistic approach that makes it possible to generate values of an output variable at each designated value of an associated input var……続きを見る

"This account of how a once reviled theory, Baye’s rule, came to underpin modern life is both approachable and engrossing" (Sunday Times). A New York Times Book Review Editors’ Choice Bayes' rule ap……続きを見る

So much to read, so little time? This brief overview of The Signal and the Noise tells you what you need to knowーbefore or after you read Nate Silver’s book. Crafted and edited with care, Worth Boo……続きを見る

This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, ……続きを見る

Discover the Power of Time Series Forecasting! Ready to unlock the secrets of predicting the future with data? Dive into the captivating world of time series forecasting with our incredible book, fi……続きを見る

This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to ……続きを見る

This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochasti……続きを見る