Stochastics

This is a substantial expansion of the first edition.

The revised and expanded edition of this textbook presents the concepts and applications of random processes with the same illuminating simplicity as its first edition, but with the notable addition of substantial modern material on biological modeling.

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time.

This book focuses exclusively on the domain of parametric inference and that, too, from a reader's perspective, i.

This text presents an engaging exposition of the active field of high-dimensional percolation that will likely provide an impetus for future work.

This book is devoted to the study and optimization of spatiotem- ral stochastic processes.

Stochastik ist die Mathematik des Zufalls.

Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences.

It was noted in the preface of the book "e;Inequalities Involving Functions and Their Integrals and Derivatives"e;, Kluwer Academic Publishers, 1991, by D.

This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations V, which was held at the University of Minho, Braga, Portugal, from the 28th to 30th November 2016.

in die Statistik 5.

In dem Buch werden die fachlichen Grundlagen beschrieben werden, die für den Stochastik-Unterricht in der Sekundarstufe I zentral sind.

This book introduces random currents by presenting underlying mathematical methods necessary for applications.

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.

This book provides a comprehensive and unified introduction to stochastic differential equations and related optimal control problems.

Discrete stochastics is the theory of discrete probability spaces.

This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989.

This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted.

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

The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss prob- lems of current interest in the field.

In 1994 and 1998 F.

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more.

Why We Wrote This Book This book is about using graphs to explore and model continuous multi- variate data.

This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics.

This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity.

The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data.

This book offers a novel multi-portfolio approach and stochastic programming formulations for modeling and solving contemporary supply chain risk management problems.

Since the appearance of seminal works by R.

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.

This book is the seventh of 15 related monographs, concerns nonlinear dynamics and singularity of cubic dynamical systems possessing a product-cubic vector field and a self-univariate quadratic vector field.

Queueing Theory deals with systems where there is contention for resources, but the demands are only known probabilistically.

The goal of this book is to introduce statisticians, and other researchers with a background in mathematical statistics, to empirical processes and semiparametric inference.

The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments.

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach.

"e;Statistical Modeling, Analysis and Management of Fuzzy Data,"e; or SMFD for short, is an important contribution to a better understanding of a basic issue -an issue which has been controversial, and still is though to a lesser degree.

Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining.

This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL).

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

Our initial motivation for writing this book was the observation from various students that the subject of design and analysis of experiments can seem like "e;a bunch of miscellaneous topics.

This book is an easy-to-read reference providing a link between functional analysis and diffusion processes.

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 monograph serves as an introductory text to classical renewal theory and some of its applications for graduate students and researchers in mathematics and probability theory.