ａｎ - Probability 2

In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and th……続きを見る

The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the under……続きを見る

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Written by three of the world’s most renowned petroleum and environmental engineers, Probability in Petroleum and Environmental Engineering is the first book to offer the practicing engineer and eng……続きを見る

In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and delayed differential equations. Since the ……続きを見る

Praise for the Second Edition “This book should be an essential part of the personal library of every practicing statistician.”*ー*Technometrics Thoroughly revised and updated, the new edition of No……続きを見る

Two-person zero-sum game theory deals with situations that are perfectly competitiveーthere are exactly two decision makers for whom there is no possibility of cooperation or compromise. It is the m……続きを見る

Stochastic kinetic methods are currently considered to be the most realistic and elegant means of representing and simulating the dynamics of biochemical and biological networks. Deterministic versu……続きを見る

Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces sta……続きを見る

The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes.……続きを見る

Dynamical evolution over long time scales is a prominent feature of all the systems we intuitively think of as complex ー for example, ecosystems, the brain or the economy. In physics, the term agei……続きを見る

This volume contains the current research in quantum probability, infinite dimensional analysis and related topics. Contributions by experts in these fields highlight the latest developments and int……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

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

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtai……続きを見る

Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly impor……続きを見る

Features recent trends and advances in the theory and techniques used to accurately measure and model growth Growth Curve Modeling: Theory and Applications features an accessible introduction to gro……続きを見る

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a o……続きを見る

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for pra……続きを見る

Although several books or monographs on multiobjective optimization under uncertainty have been published, there seems to be no book which starts with an introductory chapter of linear programming a……続きを見る

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new direc……続きを見る

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and fin……続きを見る

This book provides an example of a thorough statistical treatment of ocean wave data in space and time. It demonstrates how the flexible framework of Bayesian hierarchical space-time models can be a……続きを見る

This monograph offers a thorough and updated guide to the theory and methods of progressive censoring, an area that has experienced tremendous growth in recent years. Progressive censoring, original……続きを見る

This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and ……続きを見る

The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theor……続きを見る

Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from comp……続きを見る

This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supp……続きを見る

Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engin……続きを見る

Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment ……続きを見る