Stochastics

Wir leben in einer Welt der Daten – aus Umfragen, Messprogrammen, Analysen und auch Berechnungen auf der Basis von anderen Werten.

This Element provides a unified framework to handle various approaches to generative models via Markov chains.

This Element provides a unified framework to handle various approaches to generative models via Markov chains.

A Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

This new edition is unparalleled in breadth of coverage, thoroughness of technical explanations and number of worked examples.

In wissenschaftlichen Experimenten korrekte Werte zu messen, ist eine Sache – sie richtig zu interpretieren, eineandere.

Graduate text covering the theory of Hardy spaces from its origins to the present, with concrete applications and solved exercises.

Graduate text covering the theory of Hardy spaces from its origins to the present, with concrete applications and solved exercises.

A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.

A modern presentation of the ''Lyapunov function'' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.

A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.

A modern presentation of the ''Lyapunov function'' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks.

This classroom-tested text is the definitive introduction to the mathematics of network science, featuring examples and numerous exercises.

This classroom-tested text is the definitive introduction to the mathematics of network science, featuring examples and numerous exercises.

This book explores EU-China security cooperation across a range of key issues.

This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.

This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.

This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, linking theory to real-world applications in controlled sensing.

This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, linking theory to real-world applications in controlled sensing.

This monograph is a progressive introduction to non-commutativity in probability theory.

This monograph is a progressive introduction to non-commutativity in probability theory.

A unique introduction to reproducing kernel Hilbert spaces, covering the fundamental underlying theory as well as a range of applications.

A unique introduction to reproducing kernel Hilbert spaces, covering the fundamental underlying theory as well as a range of applications.

This book provides a thorough understanding of the techniques used to retrieve multi-scale information from turbulent and complex systems, with case studies.

Designed for Master''s students, this practical text strikes the right balance between mathematical rigour and real-world application.

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes.

Learn about the basics and the future of vehicular networking research with this essential guide to in- and inter-vehicle communication.

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes.

Provides the mathematical, stochastic and graph theoretic methods to analyse the performance and robustness of complex networks and systems.

Provides the mathematical, stochastic and graph theoretic methods to analyse the performance and robustness of complex networks and systems.

Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.

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

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

From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.

A concise introduction covering all of the measure theory and probability most useful for statisticians.

This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.

Analyse wireless network performance and improve design choices for future architectures and protocols with this rigorous introduction to stochastic geometry.

A concise introduction covering all of the measure theory and probability most useful for statisticians.

This book presents a coherent and unified account of classical and more advanced techniques for analyzing the performance of randomized algorithms.

Written with computer scientists and engineers in mind, this book brings queueing theory decisively back to computer science.

Written with computer scientists and engineers in mind, this book brings queueing theory decisively back to computer science.

Presents recent progress in two-dimensional mathematical hydrodynamics, including rigorous results on turbulence in space-periodic fluid flows.

Presents recent progress in two-dimensional mathematical hydrodynamics, including rigorous results on turbulence in space-periodic fluid flows.