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.
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields.
The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus.
Solving multi-objective problems is an evolving effort, and computer science and other related disciplines have given rise to many powerful deterministic and stochastic techniques for addressing these large-dimensional optimization problems.
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.
In many fields of science and practice large amounts of dataand informationare collected for analyzing and visualizinglatent structures as orderings or classifications forexample.
The objective of the present edition of this monograph is the same as that of earlier editions, namely, to provide readers with some mathemati- cal maturity a rigorous and modern introduction to the ideas and principal theorems of probabilistic information theory.
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.
Probability and Random Processes provides a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course.
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations X, which was held at the University of Minho, Braga, Portugal, from 2022.
This volume presents the proceedings of the meeting New Trends in One-Dimensional Dynamics, which celebrated the 70th birthday of Welington de Melo and was held at the IMPA, Rio de Janeiro, in November 2016.
Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 42nd IMAC, A Conference and Exposition on Structural Dynamics, 2024, the third volume of ten from the Conference brings together contributions to this important area of research and engineering.
Efficient and equitable policies for managing disaster risks and adapting to global environmental change are critically dependent on development of robust options supported by integrated modeling.
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.
An Introduction to Probability and Statistical Inference, Third Edition, guides the reader through probability models and statistical methods to develop critical-thinking skills.
Combinatorial (or discrete) optimization is one of the most active fields in the interface of operations research, computer science, and applied math- ematics.
An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences.
Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory.
Increasingly, neural networks are used and implemented in a wide range of fields and have become useful tools in probabilistic analysis and prediction theory.
This book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes.
This book is a concise presentation of the normal distribution on the real line and its counterparts on more abstract spaces, which we shall call the Gaussian distributions.
Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence.
Survival data or more general time-to-event data occur in many areas, including medicine, biology, engineering, economics, and demography, but previously standard methods have requested that all time variables are univariate and independent.
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.
It was none other than Henri Poincare who at the turn of the last century, recognised that initial-value sensitivity is a fundamental source of random- ness.
The volume includes a collection of peer-reviewed contributions from among those presented at the main conference organized yearly by the Mexican Statistical Association (AME) and every two years by a Latin-American Confederation of Statistical Societies.
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals.
Highlighting the latest advances in stochastic analysis and its applications, this volume collects carefully selected and peer-reviewed papers from the 5th International Conference on Stochastic Methods (ICSM-5), held in Moscow, Russia, November 23-27, 2020.
This textbook offers a self-contained introduction to probability, covering all topics required for further study in stochastic processes and stochastic analysis, as well as some advanced topics at the interface between probability and functional analysis.
