ａｎ - Probability 3

Climatology and meteorology have basically been a descriptive science until it became possible to use numerical models, but it is crucial to the success of the strategy that the model must be a good……続きを見る

Deconvolution problems occur in many ?elds of nonparametric statistics, for example, density estimation based on contaminated data, nonparametric - gression with errors-in-variables, image and signa……続きを見る

Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intell……続きを見る

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gauss……続きを見る

This monograph and translation from the Russian describes in detail and comments on the fundamentals of metrology. The basic concepts of metrology, the principles of the International System of Unit……続きを見る

In Risk Analysis of Complex and Uncertain Systems acknowledged risk authority Tony Cox shows all risk practitioners how Quantitative Risk Assessment (QRA) can be used to improve risk management deci……続きを見る

This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new appli……続きを見る

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It prese……続きを見る

This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and ……続きを見る

This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Anal……続きを見る

This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background ……続きを見る

Spatial and Spatio-Temporal Bayesian Models with R-INLA provides a much needed, practically oriented & innovative presentation of the combination of Bayesian methodology and spatial statistics. The ……続きを見る

Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent develo……続きを見る

Covering both classical and quantum approaches, this unique and self-contained book presents the most recent developments in the theory of quadratic stochastic operators and their Markov and related……続きを見る

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mi……続きを見る

The monographic volume addresses, in a systematic and comprehensive way, the state-of-the-art dependability (reliability, availability, risk and safety, security) of systems, using the Artificial In……続きを見る

The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three bro……続きを見る

Ausgehend vom Shannon-Wiener-Zugang zur mathematischen Informationstheorie, die eine mathematische "Messung" einer Informationsmenge erlaubt, beginnt das Buch mit einer Abgrenzung der Begriffe Nachr……続きを見る

Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwe……続きを見る

This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. One of the features of this approach is that it does not require the……続きを見る

This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economi……続きを見る

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic……続きを見る

Dieses Buch vereinigt Konzepte und Methoden der stochastischen Modellbildung, der statistischen Analyse und der aktuariellen Anwendung in einem Band. Dabei wird eine kompakte, aber dennoch für Theor……続きを見る

This is the second volume in a subseries of the Lecture Notes in Mathematics called Lévy Matters, which is published at irregular intervals over the years. Each volume examines a number of key topic……続きを見る

This monograph deals with the mathematics of extending given partial data-sets obtained from experiments; Experimentalists frequently gather spectral data when the observed data is limited, e.g., by……続きを見る

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS……続きを見る

In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDE's. When the system is open, there are several mech……続きを見る

Creating a rigorous mathematical theory of randomness is far from being complete, even in the classical case. Probability and Randomness: Quantum versus Classical rectifies this and introduces mathe……続きを見る

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractiona……続きを見る

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to p……続きを見る