This book is a short, but complete, introduction to the Loewner equation and the SLEs, which are a family of random fractal curves, as well as the relevant background in probability and complex analysis.
Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems.
This book provides, as simply as possible, sound foundations for an in-depth understanding of reliability engineering with regard to qualitative analysis, modelling, and probabilistic calculations of safety and production systems.
Dieses Lehrbuch erklärt verständlich, welche Vorteile die Bayes-Statistik den Human- und Sozialwissenschaften bietet, warum sie der klassischen Statistik mitunter überlegen ist und wie man sie konkret anwendet.
In diesem Buch wird Grundlegendes der Stochastik wie Kolmogoroffsche Axiome, Erwartungswerte, bedingte Wahrscheinlichkeiten, stochastische Unabhängigkeit, Satz von Bayes oder Satz von der totalen Wahrscheinlichkeit nicht mit „Zufall“ und „Wahrscheinlichkeit“, sondern mit „relativer Anteil“ formuliert.
Dieses Lehrbuch ermöglicht einen barrierefreien Zugang zur Wahrscheinlichkeitsrechnung, indem es maßtheoretische Begriffe so lange wie möglich vermeidet.
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled "e;Geometric mechanics - variational and stochastic methods"e; run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Federale de Lausanne.
This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.
Gathering selected, revised and extended contributions from the conference 'Forecasting and Risk Management for Renewable Energy FOREWER', which took place in Paris in June 2017, this book focuses on the applications of statistics to the risk management and forecasting problems arising in the renewable energy industry.
This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures.
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.
This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019.
The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of reversible diffusions in random media and other basic models of statistical physics.
Stemming from the IHP trimester "e;Stochastic Dynamics Out of Equilibrium"e;, this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments.
This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches.
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment.
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting.
This book is the first to comprehensively explore elasticity imaging and examines recent, important developments in asymptotic imaging, modeling, and analysis of deterministic and stochastic elastic wave propagation phenomena.
This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics.
In honour of Professor Erkki Oja, one of the pioneers of Independent Component Analysis (ICA), this book reviews key advances in the theory and application of ICA, as well as its influence on signal processing, pattern recognition, machine learning, and data mining.
Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications.
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form.
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales.
Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers.
Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory.
This text presents a collection of mathematical exercises with the aim of guiding readers to study topics in statistical physics, equilibrium thermodynamics, information theory, and their various connections.
Dieses Lehrbuch wendet sich hauptsächlich an Studierende der Ingenieur- und Naturwissenschaften sowie der Informatik, aber auch an in der angewandten Praxis tätige Absolventen dieser Disziplinen.
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
In this text, modern applied mathematics and physical insight are used to construct the simplest and first nonlinear dynamical model for the Madden-Julian oscillation (MJO), i.
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018.
