Stochastics

From the Preface by D.

The 2nd edition of this successful book has several new features.

Since the late 1980s, Toeplitz operators and matrices have remained a ?

This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003).

This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?

Author's Note: The material of this book has been reworked and expanded with a lot more detail and published in the author's 2014 book "e;Upper and Lower Bounds for Stochastic Processes"e; (Ergebnisse Vol.

To some extent, it would be accurate to summarize the contents of this book as an intolerably protracted description of what happens when either one raises a transition probability matrix P (i.

Now in its second edition, this book introduces an approach to active system control.

This book is the first comprehensive presentation of a central topic of stochastic geometry: random mosaics that are generated by Poisson processes of hyperplanes.

This book offers accessible probabilistic modelling of relevant financial problems.

This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty.

This edited volume on machine learning and big data analytics (Proceedings of ICDSAI 2023), that was held on April 24-25, 2023 by CSUSB USA, International Association of Academicians (IAASSE), and Lendi Institute of Engineering and Technology, Vizianagaram, India is intended to be used as a reference book for researchers and practitioners in the disciplines of AI and Data Science.

This book offers a novel multi-portfolio approach and stochastic programming formulations for modeling and solving contemporary supply chain risk management problems.

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "e;black swans,"e; with a particular focus on (multi-)fractal approaches and continuous-time random walks.

Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability.

A recent development in SDC-related problems is the establishment of intelligent SDC models and the intensive use of LMI-based convex optimization methods.

Lean production, has long been regarded as critical to business success in many industries.

"e;Failure Rate Modeling for Reliability and Risk"e; focuses on reliability theory, and to the failure rate (hazard rate, force of mortality) modeling and its generalizations to systems operating in a random environment and to repairable systems.

Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations.

Stochastic control is one of the methods being used to find optimal decision-making strategies in fields such as operations research and mathematical finance.

Identification of Continuous-time Models from Sampled Data presents an up-to-date view of this active area of research, describing recent methods and software tools and offering new results in areas such as: time and frequency domain optimal statistical approaches to identification; parametric identification for linear, nonlinear and stochastic systems; identification using instrumental variable, subspace and data compression methods; closed-loop and robust identification; and continuous-time modeling from non-uniformly sampled data and for systems with delay.