Stochastics

Renowned probability theorist Edward O.

If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points?

The life and soul of any science are its problems.

This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics.

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

The R language provides a rich environment for working with data, especially data to be used for statistical modeling or graphics.

Markov processes represent a universal model for a large variety of real life random evolutions.

For a brief time in history, it was possible to imagine that a sufficiently advanced intellect could, given sufficient time and resources, in principle understand how to mathematically prove everything that was true.

Small noise is a good noise.

This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty.

From the Preface.

Continuing the authors' multivolume project, this text considers the theory of distributions from an applied perspective, demonstrating how effective a combination of analytic and probabilistic methods can be for solving problems in the physical and engineering sciences.

When I wrote the book Quantitative Sociodynamics, it was an early attempt to make methods from statistical physics and complex systems theory fruitful for the modeling and understanding of social phenomena.

This accessible text/reference provides a general introduction to probabilistic graphical models (PGMs) from an engineering perspective.

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more.

Although no-one is, probably, too enthused about the idea, it is a fact that the development of most empirical sciences to a great extent depends on the development of data analysis methods and techniques, which, due to the necessity of application of computers for that purpose, actually means that it practically depends on the advancement and orientation of computer statistics.

Chi-Squared Goodness of Fit Tests with Applications provides a thorough and complete context for the theoretical basis and implementation of Pearson's monumental contribution and its wide applicability for chi-squared goodness of fit tests.

Many aspects of phenomena critical to our lives can not be measured directly.

In the last decade, graphical models have become increasingly popular as a statistical tool.

This book is a detailed introduction to selective maintenance and updates readers on recent advances in this field, emphasizing mathematical formulation and optimization techniques.

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications.

Comprehensive guide to stochastic processes.

Survival analysis is a highly active area of research with applications spanning the physical, engineering, biological, and social sciences.

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 an introduction into stochastic processes for physicists, biologists and financial analysts.

There has been dramatic growth in the development and application of Bayesian inference in statistics.

Switching processes, invented by the author in 1977, is the main tool used in the investigation of traffic problems from automotive to telecommunications.

When no samples are available to estimate a probability distribution, we have to invite some domain experts to evaluate the belief degree that each event will happen.

This book covers the method of metric distances and its application in probability theory and other fields.

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance.

The past several years have seen the creation and extension of a very conclusive theory of statistics and probability.

This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.

The fascinating correspondence between Paul Levy and Maurice Frechet spans an extremely active period in French mathematics during the twentieth century.

This volume provides readers with an overview of the most recent developments in the mathematical fields related to fractals.

One-dimensional dynamics has developed in the last decades into a subject in its own right.

These lecture notes are intended as an introduction to the methods of classification of holomorphic vector bundles over projective algebraic manifolds X.

Generalising classical concepts of probability theory, the investigation of operator (semi)-stable laws as possible limit distributions of operator-normalized sums of i.

The Mathematics of Finance has become a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973.

This volume collects articles in pure and applied analysis, partial differential equations, geometric analysis and stochastic and infinite-dimensional analysis.

The conference on Random Dynamical Systems took place from April 28 to May 2, 1997, in Bremen and was organized by Matthias Gundlach and Wolfgang Kliemann with the help of th'itz Colonius and Hans Crauel.

This monograph explores the interdisciplinary applications of information theory, focusing on the concepts of entropy, mutual information, and their implications in various fields.

In anglo-american literature there exist numerous books, devoted to the application of the Laplace transformation in technical domains such as electrotechnics, mechanics etc.

This book gives a mathematical insight--including intermediate derivation steps--into engineering physics and turbulence modeling related to an anisotropic modification to the Boussinesq hypothesis (deformation theory) coupled with the similarity theory of velocity fluctuations.

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management.

This book is a detailed introduction to selective maintenance and updates readers on recent advances in this field, emphasizing mathematical formulation and optimization techniques.

Loosely speaking, adaptive systems are designed to deal with, to adapt to, chang- ing environmental conditions whilst maintaining performance objectives.