Probability 5

This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine l……続きを見る

The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and met……続きを見る

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety o……続きを見る

This new edition continues to serve as a comprehensive guide to modern and classical methods of statistical computing. The book is comprised of four main parts spanning the field: Optimization Inte……続きを見る

Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, statistics, telecommunication, free probab……続きを見る

Understanding Probability is a unique and stimulating approach to a first course in probability. The first part of the book demystifies probability and uses many wonderful probability applications f……続きを見る

There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to ch……続きを見る

A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the ……続きを見る

Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficie……続きを見る

This monograph provides an extensive treatment of the theory and applications of the celebrated Borel-Cantelli Lemma. Starting from some of the basic facts of the axiomatic probability theory, it em……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 theory of probability and mathematical statistics is becoming an indispensable discipline in many branches of science and engineering. This is caused by increasing significance of various uncert……続きを見る

In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of sev……続きを見る

The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs). The book focuses m……続きを見る

This book gathers threads that have evolved across different mathematical disciplines into seamless narrative. It deals with condition as a main aspect in the understanding of the performance ---reg……続きを見る

The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insu……続きを見る

This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible ……続きを見る

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and r……続きを見る

In the evaluation of healthcare, rigorous methods of quantitative assessment are necessary to establish interventions that are both effective and cost-effective. Usually a single study will not full……続きを見る

This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applicatio……続きを見る

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals i……続きを見る

Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, inclu……続きを見る

A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques i……続きを見る

Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data net……続きを見る

When I wrote the book Quantitative Sociodynamics, it was an early attempt to make methods from statistical physics and complex systems theory fruitful for the modeling and understanding of social ph……続きを見る

Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fiel……続きを見る

Probability models are now a vital componentof every scienti c investigation. This book is intended to introduce basic ideas in stochastic modeling, with emphasis on models and techniques. These mod……続きを見る

Introduction to Probability Models, Tenth Edition, provides an introduction to elementary probability theory and stochastic processes. There are two approaches to the study of probability theory. On……続きを見る

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the ……続きを見る

Praise for the Second Edition "A must-have book for anyone expecting to do research and/or applications in categorical data analysis." ーStatistics in Medicine "It is a total delight reading this bo……続きを見る