ａｎ - Probability 1

In a world of increasing financial uncertainty and growing unemployment, the macroeconomic contribution of SMEs is more important than ever. Development of a vibrant, sustainable small firm sector i……続きを見る

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. Th……続きを見る

Provides an in-depth treatment of ANOVA and ANCOVA techniques from a linear model perspective ANOVA and ANCOVA: A GLM Approach provides a contemporary look at the general linear model (GLM) approach……続きを見る

This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore st……続きを見る

A new edition of the definitive guide to logistic regression modeling for health science and other applications This thoroughly expanded Third Edition provides an easily accessible introduction to t……続きを見る

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order parti……続きを見る

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras.……続きを見る

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original mater……続きを見る

Quantile-Based Reliability Analysis presents a novel approach to reliability theory using quantile functions in contrast to the traditional approach based on distribution functions. Quantile functio……続きを見る

From classical foundations to advanced modern theory, this self-contained and comprehensive guide to probability weaves together mathematical proofs, historical context and richly detailed illustrat……続きを見る

Learn how to apply the principles of machine learning to time series modeling with this indispensable resource Machine Learning for Time Series Forecasting with Python is an incisive and straightfor……続きを見る

This revised textbook motivates and illustrates the techniques of applied probability by applications in electrical engineering and computer science (EECS). The author presents information processin……続きを見る

This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a……続きを見る

This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Fur……続きを見る

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section ……続きを見る

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." ーMathematical Reviews ". . . amazingly interesting . . ." ーTechnometrics Thoroughly updated to s……続きを見る

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms ……続きを見る

Praise for the First Edition ". . . [this book] should be on the shelf of everyone interested in . . . longitudinal data analysis." ーJournal of the American Statistical Association Features newly d……続きを見る

Like its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the ……続きを見る

This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides……続きを見る

"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stocha……続きを見る

Covers basic statistics and applications of major statistical tests. Preents the material in a sequence and approach that can be understood and used by almost anyone. Although this can be(and is) us……続きを見る

This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specificall……続きを見る

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and ……続きを見る

This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine l……続きを見る

There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to ch……続きを見る

Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the classical Cramér–Lundberg model and the surplus of……続きを見る

The theory of probability and mathematical statistics is becoming an indispensable discipline in many branches of science and engineering. This is caused by increasing significance of various uncert……続きを見る

Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data net……続きを見る

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential……続きを見る