Stochastics

Mastering chance has, for a long time, been a preoccupation of mathematical research.

This book provides structural reliability and design students with fundamental knowledge in structural reliability, as well as an overview of the latest developments in the field of reliability engineering.

Statistical Learning from a Regression Perspective considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.

Reliability and maintenance modeling with optimization is the most fundamental and interdisciplinary research area that can be applied to every technical and management field.

This textbook integrates scientific programming with the use of R and uses it both as a tool for applied problems and to aid in learning calculus ideas.

The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985.

in failure time distributions for systems modeled by finite chains.

Searching is an important process in most AI systems, especially in those AI production systems consisting of a global database, a set of production rules, and a control system.

This 2nd edition of the book focuses on the properties of stationary states in chaotic systems of particles or fluids, setting aside the theory of how these states are achieved.

This volume presents the proceedings of the 18th International Probabilistic Workshop (IPW), which was held in Guimaraes, Portugal in May 2021.

This IMA Volume in Mathematics and its Applications CLASSICAL AND MODERN BRANCHING PROCESSES is based on the proceedings with the same title and was an integral part of the 1993-94 IMA program on "e;Emerging Applications of Probability.

From the reviews of the first edition: "e;.

Tessellations are subdivisions of d-dimensional space into non-overlapping "e;cells"e;.

Controlled stochastic processes with discrete time form a very interest- ing and meaningful field of research which attracts widespread attention.

This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program.

For this printing of R.

The present textbook contains the recordsof a two-semester course on que- ing theory, including an introduction to matrix-analytic methods.

Now available in paperback for the first time; essential reading for all students of probability theory.

Probability limit theorems in infinite-dimensional spaces give conditions un- der which convergence holds uniformly over an infinite class of sets or functions.

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures.

In 1994 and 1998 F.

The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book.

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.

In this edition a large number of errors have been corrected, an occasional proof has been streamlined, and a number of references are made to recent pro- gress.

This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017.

Inventory management is concerned with matching supply with demand and a central problem in Operations Management.

The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Levy-Khinchin representation.

The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory.

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems.

A classical queueing model consists of three parts - arrival process, service process, and queue discipline.

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday.

The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis- cipline with its own repertoire of techniques.

Foundational questions in logic, mathematics, computer science and physics are constant sources of epistemological debate in contemporary philosophy.

This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stochastic models in DEA for the possibility of variations in inputs and outputs.

Details the interaction between the two vigorous fields of non-commutative geometry and quantum stochastic processes.

This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian Cycle and the Travelling Salesman Problems - into convex domains where continuum analysis can be carried out.

Survey Sampling Theory and Applications offers a comprehensive overview of survey sampling, including the basics of sampling theory and practice, as well as research-based topics and examples of emerging trends.