Stochastics

The modeling of item response data is governed by item response theory, also referred to as modern test theory.

Intelligent Information Technology (iiT) encompasses the theories and ap- plications of artificial intelligence, statistical pattern recognition, learning theory, data warehousing, data mining and knowledge discovery, Grid com- puting, and autonomous agents and multi-agent systems in the context of today's as well as future IT, such as Electronic Commerce (EC), Business Intelligence (BI), Social Intelligence (SI), Web Intelligence (WI), Knowledge Grid (KG), and Knowledge Community (KC), among others.

Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important, and how they think it will develop in the new millenium.

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 introduction to applied stochastic processes.

This textbook provides an exciting new addition to the area of network science featuring a stronger and more methodical link of models to their mathematical origin and explains how these relate to each other with special focus on epidemic spread on networks.

Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s.

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators.

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

The main subject is the probabilistic extreme value theory.

In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations.

The purpose of this volume is to give an up-to-date introduction to tensor valuations and their applications.

Quite apart from the fact that percolation theory had its ongm in an honest applied problem, it is a source of fascinating problems of the best kind for which a mathematician can wish: problems which are easy to state with a minimum of preparation, but whose solutions are apparently difficult and require new methods.

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory.

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks.

This monograph deals with the mathematics of extending given partial data-sets obtained from experiments; Experimentalists frequently gather spectral data when the observed data is limited, e.

This introduction to the recent theory of abstract tubes describes the framework for establishing improved inclusion-exclusion identities and Bonferroni inequalities, which are provably at least as sharp as their classical counterparts while involving fewer terms.

Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine.

Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing.

Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity.

This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes.

This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs).

Selected papers submitted by participants of the international Conference "e;Stochastic Analysis and Applied Probability 2010"e; ( www.

One of the first books to provide in-depth and systematic application of finite element methods to the field of stochastic structural dynamics The parallel developments of the Finite Element Methods in the 1950 s and the engineering applications of stochastic processes in the 1940 s provided a combined numerical analysis tool for the studies of dynamics of structures and structural systems under random loadings.

This book provides theoretical and applied material for estimating vital parts of demography and health issues including the healthy aging process along with calculating the healthy life years lost to disability.

This book compiles and critically discusses modern engineering system degradation models and their impact on engineering decisions.

Stochastik ist die Mathematik des Zufalls.

Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s.

This book constitutes the referred proceedings of the 11th International Workshop on Practical Applications of Stochastic Modelling, PASM 2022, was held in Alicante, Spain, in September 2022.

Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area.

The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance.

In 1994 and 1998 F.

This book belongs to the subject of control and systems theory.

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro- fessor V.

This book is intended to provide a text on statistical methods for detecting clus ters and/or clustering of health events that is of interest to ?

This 2nd edition textbook offers a rigorous introduction to measure theoretic probability with particular attention to topics of interest to mathematical statisticians-a textbook for courses in probability for students in mathematical statistics.

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019.

Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon.

This book is a collection of original research and survey articles on mathematical inequalities and their numerous applications in diverse areas of mathematics and engineering.

This book is designed to provide beginning graduate stu- dents and advanced undergraduates with a rigorous and accessible foundation in the principles of probability and mathematical statistics underlying statis- tical inference in the fields of business and economics.

In Canada, acceptance sampling has been used in legal metrology applications for nearly four decades.

This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?

This book presents important contributions to modern theories concerning the distribution theory applied to convex analysis (convex functions, functions of lower semicontinuity, the subdifferential of a convex function).

The aim of this textbook (previously titled SAS for Data Analytics) is to teach the use of SAS for statistical analysis of data for advanced undergraduate and graduate students in statistics, data science, and disciplines involving analyzing data.