ａｎ - Probability 10

Praise for the first edition: “This book would be especially good for the shelf of anyone who already knows nonparametrics, but wants a reference for how to apply those techniques in R.” -The Americ……続きを見る

This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered materia……続きを見る

Much of our thinking is flawed because it is based on faulty intuition. By using the framework and tools of probability and statistics, we can overcome this to provide solutions to many real-world p……続きを見る

Las situaciones azarosas atraviesan la vida cotidiana y de su experiencia podemos obtener una idea intuitiva y básica de la probabilidad de ocurrencia de los fenómenos aleatorios. Formalmente, la pr……続きを見る

Delve into the realm of statistical methodology for mediation analysis with a Bayesian perspective in high dimensional data through this comprehensive guide. Focused on various forms of time-to-even……続きを見る

This book is the first comprehensive presentation of a central topic of stochastic geometry: random mosaics that are generated by Poisson processes of hyperplanes. It thus connects a basic notion fr……続きを見る

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves in……続きを見る

This book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global opti……続きを見る

Bayesian Inference: Theory, Methods, Computations provides a comprehensive coverage of the fundamentals of Bayesian inference from all important perspectives, namely theory, methods and computations……続きを見る

This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fi……続きを見る

Learn traditional and cutting-edge Machine Learning (ML) and deep learning techniques and best practices for time series forecasting with Python, including global ML models, conformal prediction, an……続きを見る

Suitable for a first course in probability theory, this textbook covers theory in an accessible manner and includes numerous practical examples based on engineering applications. The book begins wit……続きを見る

Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering prob……続きを見る

This book presents fundamental relations between random walks on graphs and field theories of mathematical physics. Such relations have been explored for several decades and remain a rapidly develop……続きを見る

This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the v……続きを見る

This book offers accessible probabilistic modelling of relevant financial problems. It is divided into two parts. The first part (cookbook) is written by emphasizing the key definitions and theorems……続きを見る

This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first ……続きを見る

This book focuses exclusively on the domain of parametric inference and that, too, from a reader’s perspective, i.e., covering only point estimation of parameter(s). It covers those topics in parame……続きを見る

This book concentrates on the famous Grothendieck inequality and the continued search for the still unknown best possible value of the real and complex Grothendieck constant (an open problem since 1……続きを見る

Thanks to the driving forces of the Itô calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields including partial differential equations, physics, and mathematical……続きを見る

An accessible introduction to constructing and interpreting Bayesian models of perceptual decision-making and action. Many forms of perception and action can be mathematically modeled as probabilist……続きを見る

This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into considera……続きを見る

Emerging technologies generate data sets of increased size and complexity that require new or updated statistical inferential methods and scalable, reproducible software. These data sets often invol……続きを見る

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic opti……続きを見る

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course……続きを見る

This book is dedicated to the mathematical study of two-dimensional statistical hydrodynamics and turbulence, described by the 2D Navier–Stokes system with a random force. The authors' main goal is ……続きを見る

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equ……続きを見る

This textbook provides a coherent introduction to the main concepts and methods of one-parameter statistical inference. Intended for students of Mathematics taking their first course in Statistics, ……続きを見る

Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathemat……続きを見る

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader f……続きを見る