This monograph offers a thorough and updated guide to the theory and methods of progressive censoring, an area that has experienced tremendous growth in recent years.
Despite advances in the field of geotechnical earthquake engineering, earthquakes continue to cause loss of life and property in one part of the world or another.
The book offers an introduction to the technical foundation of decentralized insurance models, for advanced undergraduate students, graduate students and practitioners.
Our object in writing this book is to present the main results of the modern theory of multivariate statistics to an audience of advanced students who would appreciate a concise and mathematically rigorous treatment of that material.
Introduces stochastic control and mathematical modelling to researchers and graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.
Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers.
This book deals with certain important problems in Classical and Quantum Information Theory Quantum Information Theory, A Selection of Matrix Inequalities Stochastic Filtering Theory Applied to Electromagnetic Fields and Strings Wigner-distributions in Quantum Mechanics Quantization of Classical Field Theories Statistical Signal Processing Quantum Field Theory, Quantum Statistics, Gravity, Stochastic Fields and Information Problems in Information Theory It will be very helpful for students of Undergraduate and Postgraduate Courses in Electronics, Communication and Signal Processing.
This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, linking theory to real-world applications in controlled sensing.
The aim of this book is to discuss various aspects associated with disseminating personal or business data collected in censuses or surveys or copied from administrative sources.
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.
Random Effect and Latent Variable Model Selection In recent years, there has been a dramatic increase in the collection of multivariate and correlated data in a wide variety of ?
Starting with the Shannon-Wiener approach to mathematical information theory, allowing a mathematical "e;measurement"e; of an amount of information, the book begins by defining the terms message and information and axiomatically assigning an amount of information to a probability.
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century.
Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice.
Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes.
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio.
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.
Environmental Data Analysis with MatLab is a new edition that expands fundamentally on the original with an expanded tutorial approach, new crib sheets, and problem sets providing a clear learning path for students and researchers working to analyze real data sets in the environmental sciences.
This textbook presents a comprehensive treatment of the theory and implementation of inverse methods in the analysis and interpretation of Earth's gravity field.
This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics.
The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and their applications.
Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods.
This volume highlights recent advances in data science, including image processing and enhancement on large data, shape analysis and geometry processing in 2D/3D, exploration and understanding of neural networks, and extensions to atypical data types such as social and biological signals.
Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena Establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance Includes case studies of several nonlinear stochastic systems Investigates the phenomena of incomplete information, including missing/degraded measurements, actuator failures and sensor saturations Considers both time-invariant systems and time-varying systems Exploits newly developed techniques to handle the emerging mathematical and computational challenges
Intended for graduate students and researchers in physics, chemistry, biology, and applied mathematics, this book provides an up-to-date introduction to current research in fluctuations in spatially extended systems.
PROCESS OPTIMIZATION: A Statistical Approach is a textbook for a course in experimental optimization techniques for industrial production processes and other "e;noisy"e; systems where the main emphasis is process optimization.