ｉｋｏ - Probability 1

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and fin……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

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlin……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

This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function Spaces, Nonlinear and Multivalued Maps, Smooth and Nonsmooth Calculus, Degree ……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

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short an……続きを見る

Are you an experienced statistician or data professional looking for a powerful, efficient, and versatile programming language to turbocharge your data analysis and machine learning projects? Look n……続きを見る

Are you an experienced statistician or data professional looking for a powerful, efficient, and versatile programming language to turbocharge your data analysis and machine learning projects? Look n……続きを見る

This textbook presents the basics of probability and statistical estimation, with a view to applications. The didactic presentation follows a path of increasing complexity with a constant concern fo……続きを見る

Das Buch wendet sich vor allem an Mathematik-Lehrkräfte aller Schularten, aber auch an Lehramts-Studierende und Referendare.Praxisnah und gut lesbar geschrieben, vermittelt dieses Werk einen Einblic……続きを見る

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1……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

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider com……続きを見る

Promptly growing demand for telecommunication services and information interchange has led to the fact that communication became one of the most dynamical branches of an infrastructure of a modern s……続きを見る

The theory of Hardy spaces is a cornerstone of modern analysis. It combines techniques from functional analysis, the theory of analytic functions and Lesbesgue integration to create a powerful tool ……続きを見る

Integrals Related to the Error Function presents a table of integrals related to the error function, including indefinite and improper definite integrals. Most of the formulas in this book have not ……続きを見る

A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, i……続きを見る

Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they mod……続きを見る

The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogoro……続きを見る

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous i……続きを見る

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient……続きを見る

Quantitative Methods in Transportation provides the most useful, simple, and advanced quantitative techniques for solving real-life transportation engineering problems. It aims to help transportatio……続きを見る

Warum ein Mathebuch für Biologen von Studenten für Studenten? Wir wissen, was man an Mathe für Bio wirklich für die Prüfungen und die Bachelorarbeit braucht. Wir haben selbst Bio oder Mathe/Physik s……続きを見る

This book examines information processing performed by bio-systems at all scales: from genomes, cells and proteins to cognitive and even social systems. It introduces a theoretical/conceptual princi……続きを見る

This book gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn……続きを見る

Exercises in Analysis will be published in two volumes. This first volume covers problems in five core topics of mathematical analysis: metric spaces; topological spaces; measure, integration and Ma……続きを見る