Stochastics

Die statistische Versuchsplanung (Design of Experiment, DoE) ist ein Verfahren zur Analyse von (technischen) Systemen.

This book is an evolution from my book A First Course in Information Theory published in 2002 when network coding was still at its infancy.

Weak convergence of stochastic processes is one of most important theories in probability theory.

Solutions Manual to accompany Fundamentals of Matrix Analysis with Applications an accessible and clear introduction to linear algebra with a focus on matrices and engineering applications.

This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation.

Ruled varieties are unions of a family of linear spaces.

The change-point problem has attracted many statistical researchers and practitioners during the last few decades.

From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks.

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers.

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

Quantal Response Equilibrium presents a stochastic theory of games that unites probabilistic choice models developed in psychology and statistics with the Nash equilibrium approach of classical game theory.

This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing attention in network research.

This volume presents extensive research devoted to a broad spectrum of mathematics with emphasis on interdisciplinary aspects of Optimization and Probability.

A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.

Deep Learning, Volume 48 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of timely topics, including Generative Adversarial Networks for Biometric Synthesis, Data Science and Pattern Recognition, Facial Data Analysis, Deep Learning in Electronics, Pattern Recognition, Computer Vision and Image Processing, Mechanical Systems, Crop Technology and Weather, Manipulating Faces for Identity Theft via Morphing and Deepfake, Biomedical Engineering, and more.

This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014.

This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.

Das Buch gibt eine Einführung in weiterführende Themengebiete der stochastischen Prozesse und der zugehörigen stochastischen Analysis und verbindet diese mit einer fundierten Darstellung von Grundlagen der Finanzmathematik.

Zipf's law is one of the few quantitative reproducible regularities found in e- nomics.

Aimed at students, professionals and research workers who need to apply statistical analysis to a large variety of practical problems using SPSS, MATLAB and STATISTICA, this text provides a comprehensive coverage of the main statistical analysis topics important for practical applications such as data description, statistical inference, classification and regression, factor analysis, survival data and directional statistics.

Practice makes perfect.

This book has been written for several reasons, not all of which are academic.

Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming.

The aim of this research is to develop a systematic scheme that makes it possible to transform important parts of the by now classical theory of summation of general orthonormal series into a similar theory for series in noncommutative $L_p$-spaces constructed over a noncommutative measure space (a von Neumann algebra of operators acting on a Hilbert space together with a faithful normal state on this algebra).

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

The articles in this volume were contributed by the friends of Lucien Le Cam on the occasion of his 70th birthday in November 1994.

There are two parts in this book.

The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm-Loewner evolution (SLE) and interacting particle systems related to random matrix theory.

This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering.

Control theory has applications to a number of areas in engineering and communication theory.

Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed.

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 representation of the real climate system of the Earth.

The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics.

Recent Advances in System Reliability discusses developments in modern reliability theory such as signatures, multi-state systems and statistical inference.

The series is aimed specifically at publishing peer reviewed reviews and contributions presented at workshops and conferences.

International Association for Statistical Computing The International Association for Statistical Computing (IASC) is a Section of the International Statistical Institute.

This book constitutes the refereed proceedings of the Joint Workshop on Process Algebra and Performance Modeling and Probabilistic Methods in Verification, PAPM-PROBMIV 2001, held in Aachen, Germany in September 2001.

Traditional methods for creating intelligent computational systems haveprivileged private "e;internal"e; cognitive and computational processes.

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besancon, Grenoble,.

This book offers accessible probabilistic modelling of relevant financial problems.

There has been a tremendous growth in the volume of financial transactions based on mathematics, reflecting the confidence in the Nobel-Prize-winning Black-Scholes option theory.