Stochastics

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation.

Exploring Probability in School provides a new perspective into research on the teaching and learning of probability.

This collection honours Ron Doney's work and includes invited articles by his collaborators and friends.

From the reviews: "e;The author, a lucid mind with a fine pedagogical instinct, has written a splendid text.

Over the past three years I have grown accustomed to the puzzled look which appears on people's faces when they hear that I am a mathematician who studies sleep.

The existence of high speed, inexpensive computing has made it easy to look at data in ways that were once impossible.

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst?

This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner.

S-PLUS is a powerful environment for the statistical and graphical analysis of data.

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 book is a revised and expanded edition of a successful graduate and reference text.

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The book that follows is an experiment in the teaching of population theory and analysis.

Die klinische Prüfung von Arzneimitteln vor der Zulassung hat einen hohen wissenschaftlichen Standard erreicht.

Mathematicians often face the question to which extent mathematical models describe processes of the real world.

The articles in this volume were contributed by the friends of Lucien Le Cam on the occasion of his 70th birthday in November 1994.

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

This book presents a systematic approach to analyze nature-inspired algorithms.

The investigation of the role of mechanical and mechano-chemical interactions in cellular processes and tissue development is a rapidly growing research field in the life sciences and in biomedical engineering.

Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus.

This milestone 50th volume of the "e;Seminaire de Probabilites"e; pays tribute with a series of memorial texts to one of its former editors, Jacques Azema, who passed away in January.

This volume is a collection of eight Case Studies in Data Analysis that appeared in various issues of the Canadian Journal of Statistics (OS) over a twelve- year period from 1982 to 1993.

This book presents techniques for determining uncertainties in numerical solutions with applications in the fields of business administration, civil engineering, and economics, using Excel as a computational tool.

The 2-volume book is an updated, reorganized and considerably enlarged version of the previous edition of the Research Problem Book in Analysis (LNM 1043), a collection familiar to many analysts, that has sparked off much research.

This book is specially designed to refresh and elevate the level of understanding of the foundational background in probability and distributional theory required to be successful in a graduate-level statistics program.

This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability.

The book concerns limit theorems and laws of large numbersfor scaled unionsof independent identically distributedrandom sets.

The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems.

This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters.

Censored sampling arises in a life-testing experiment whenever the experimenter does not observe (either intentionally or unintentionally) the failure times of all units placed on a life-test.

Among the various multi-level formulations of mathematical models in decision making processes, this book focuses on the bi-level model.

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.

This book introduces a cutting-edge continuous time stochastic linear quadratic (LQ) adaptive control algorithm for fully observed linear stochastic systems with unknown parameters.

This book presents a comprehensive series of methods in nonsmooth optimization, with a particular focus on their application in stochastic programming and dedicated algorithms for decision-making under uncertainty.

A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book.

Praise for the First Edition "e;.

This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950.

Pattern recognition presents one of the most significant challenges for scientists and engineers, and many different approaches have been proposed.

This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.

This book covers the history and recent developments of stochastic computing.

A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes.

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston.

This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St.