Probability 9

In this new edition of a classic work on empirical processes the author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included i……続きを見る

Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of app……続きを見る

This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Br……続きを見る

Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of avai……続きを見る

Applied Missing Data Analysis in the Health Sciences A modern and practical guide to the essential concepts and ideas for analyzing data with missing observations in the field of biostatistics With ……続きを見る

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now……続きを見る

This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contr……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

The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the……続きを見る

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that ……続きを見る

This book provides an accessible approach to Bayesian computing and data analysis, with an emphasis on the interpretation of real data sets. Following in the tradition of the successful first editio……続きを見る

This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this b……続きを見る

This book brings theories in nonlinear dynamics, stochastic processes, irreversible thermodynamics, physical chemistry and biochemistry together in an introductory but formal and comprehensive manne……続きを見る

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and research……続きを見る

This thesis is devoted to the study of the Bohman-Frieze-Wormald percolation model, which exhibits a discontinuous transition at the critical threshold, while the phase transitions in random network……続きを見る

This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions. This is a field that is increasingly attra……続きを見る

The work consists of two introductory courses, developing different points of view on the study of the asymptotic behaviour of the geodesic flow, namely: the probabilistic approach via martingales a……続きを見る

Bayesian Networks “This book should have a place on the bookshelf of every forensic scientist who cares about the science of evidence interpretation.” Dr. Ian Evett, Principal Forensic Services Ltd,……続きを見る

Exercises in Analysis will be published in two volumes. This first volume covers problems in five core topics of mathematical analysis: metric spaces; topological spaces; measure, integration and Ma……続きを見る

This volume collects thirteen expository or survey articles on topics including Fractal Geometry, Analysis of Fractals, Multifractal Analysis, Ergodic Theory and Dynamical Systems, Probability and S……続きを見る

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers,……続きを見る

This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence……続きを見る

This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the ri……続きを見る

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov pro……続きを見る

The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates. Th……続きを見る

We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students w……続きを見る

This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in probability and stochas……続きを見る

A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R……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

This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in d……続きを見る