ａｎ - Probability 15

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes……続きを見る

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formul……続きを見る

Refection Positivity is a central theme at the crossroads of Lie group representations, euclidean and abstract harmonic analysis, constructive quantum field theory, and stochastic processes. This bo……続きを見る

Dieses Lehrbuch erklärt verständlich, welche Vorteile die Bayes-Statistik den Human- und Sozialwissenschaften bietet, warum sie der klassischen Statistik mitunter überlegen ist und wie man sie konkr……続きを見る

"The 4th edition of Ghahramani's book is replete with intriguing historical notes, insightful comments, and well-selected examples/exercises that, together, capture much of the essence of probabilit……続きを見る

This book discusses systematic designs of stable adaptive fuzzy logic controllers employing hybridizations of Lyapunov strategy-based approaches/H∞ theory-based approaches and contemporary stochasti……続きを見る

This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as de……続きを見る

Random walks often provide the underlying mesoscopic mechanism for transport phenomena in physics, chemistry and biology. In particular, anomalous transport in branched structures has attracted cons……続きを見る

This book provides a coherent framework for understanding shrinkage estimation in statistics. The term refers to modifying a classical estimator by moving it closer to a target which could be known ……続きを見る

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are take……続きを見る

This book presents extensive information on structural health monitoring for suspension bridges. During the past two decades, there have been significant advances in the sensing technologies employe……続きを見る

This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framework: chain ladder models, basis expansi……続きを見る

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehe……続きを見る

Além do cuidado com o desenvolvimento teórico dos temas, o livro, repleto de exemplos e exercícios, também dá atenção ao desenvolvimento prático, com material suficiente para habilitar os leitores a……続きを見る

This introductory book offers a unique and unified overview of symplectic geometry, highlighting the differential properties of symplectic manifolds. It consists of six chapters: Some Algebra Basics……続きを見る

This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main in……続きを見る

This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed……続きを見る

This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well as application to science and technolog……続きを見る

The second edition of Robust Statistical Methods with R provides a systematic treatment of robust procedures with an emphasis on new developments and on the computational aspects. There are many num……続きを見る

Volume I of this two-volume text and reference work begins by providing a foundation in measure and integration theory. It then offers a systematic introduction to probability theory, and in particu……続きを見る

This book presents, in an integrated form, both the analysis and synthesis of three different types of hidden Markov models. Unlike other books on the subject, it is generic and does not focus on a ……続きを見る

Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and toolsfor understanding statistics, randomness, and uncertainty. The book explores a……続きを見る

Der Band wendet sich vor allem an Mathematik-Lehrkräfte, aber auch an Lehramts-Studierende und Referendare sowie Fachdidaktiker für die Primarstufe. Er ist praxisnah und gut lesbar geschrieben und e……続きを見る

Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constraints: the Bayesian statistical approach. Bayesia……続きを見る

This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probabili……続きを見る

'… the volume is impressively accessible. The result is a book that is valuable and approachable for biologists at all levels, including those interested in deepening their skills in mathematical mo……続きを見る

In this text, modern applied mathematics and physical insight are used to construct the simplest and first nonlinear dynamical model for the Madden-Julian oscillation (MJO), i.e. the stochastic skel……続きを見る

The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interes……続きを見る

This is the first book which the universal approach to strong laws of probability is discussed in. The universal theories are described for three important objects of probability theory: sums of ind……続きを見る

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, r……続きを見る