ａｎ - Probability 9

This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not eas……続きを見る

Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exem……続きを見る

Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It extends SABR to a ……続きを見る

The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of r……続きを見る

This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. ……続きを見る

This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to ap……続きを見る

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws. Because of the author’s a……続きを見る

The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains. The main focus of this monograph is the so-cal……続きを見る

Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric ……続きを見る

The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems. Over the last three decades, throug……続きを見る

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fr……続きを見る

Discover the Power of Time Series Forecasting! Ready to unlock the secrets of predicting the future with data? Dive into the captivating world of time series forecasting with our incredible book, fi……続きを見る

This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to ……続きを見る

＊2016年《出版人週刊》（Publisher Weekly）編輯選書**＊2017年史密森尼（Smithsonian）線上雜誌十大最佳科學書籍** ＊以精準的洞察力，探究時間的奇特本質，以新穎的視角揭露人類與時間的關係。＊作者從感性的個……続きを見る

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After g……続きを見る

Big Data Analytics in Oncology with R serves the analytical approaches for big data analysis. There is huge progressed in advanced computation with R. But there are several technical challenges face……続きを見る

Model-based clustering and classification methods provide a systematic statistical approach to clustering, classification, and density estimation via mixture modeling. The model-based framework allo……続きを見る

Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are notーand t……続きを見る

The Second Edition of Advanced Issues in Partial Least Squares Structural Equation Modeling offers a straightforward and practical guide to PLS-SEM for users ready to go further than the basics of A……続きを見る

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, m……続きを見る

Dieses Buch führt Physikstudenten in die Konzepte und Methoden der Finanzwissenschaft ein. Obwohl die Finanzwissenschaft als recht weit von der Physik entfernt wahrgenommen wird, teilt sie eine Reih……続きを見る

This book develops limit theorems for a natural class of long range random walks on finitely generated torsion free nilpotent groups. The limits in these limit theorems are Lévy processes on some si……続きを見る

This book offers a comprehensive examination of the Cramér–Lundberg model, which is the most extensively researched model in ruin theory. It covers the fundamental dynamics of an insurance company's……続きを見る

Dieses essential bietet eine prägnante und gute verständliche Einführung in die Theorie der stochastischen partiellen Differentialgleichungen. Wir werden die dafür benötigten mathematischen Hilfsmit……続きを見る

This volume is a valuable source of recent knowledge about advanced time series forecasting techniques such as artificial neural networks, fuzzy time series, or hybrid approaches. New forecasting fr……続きを見る

One of the main issues in communications theory is measuring the ultimate data compression possible using the concept of entropy. While differential entropy may seem to be a simple extension of the ……続きを見る

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967. Most of those works have employed the inverse spectral method fo……続きを見る

Questo libro offre un approccio moderno alla teoria dei processi stocastici in tempo continuo e del calcolo differenziale stocastico. I contenuti vengono trattati in modo rigoroso, completo e autono……続きを見る

This is a thoroughly revised and expanded third edition of a successful university textbook that provides a broad introduction to key areas of stochastic modelling. The previous edition was develope……続きを見る

This revised book provides an accessible presentation of concepts from probability theory, statistical methods, the design of experiments, and statistical quality control. It is shaped by the experi……続きを見る