Stochastics

This book focuses on target tracking and information fusion with random finite sets.

This monograph concentrates on the theory of robust control of linear impulsive stochastic systems and stochastic systems with jumps.

This introduction to Bayesian inference places special emphasis on applications.

Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces.

This richly illustrated book is an exploration of how chance and risk, on the one hand, and meaning or significance on the other, compete for the limelight in art, in philosophy, and in science.

The different papers contained in this volume are all research papers.

These are"e; notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976.

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?

A recent development in SDC-related problems is the establishment of intelligent SDC models and the intensive use of LMI-based convex optimization methods.

This self-contained book offers an extensive state-of-the-art exposition of rotational integral geometry, a field that has reached significant maturity over the past four decades.

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions.

Monte Carlo Methods are among the most used, and useful, computational tools available today.

Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems.

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed.

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

Many current texts in the area are just cookbooks and, as a result, students do not know why they perform the methods they are taught, or why the methods work.

This monograph provides a comprehensive overview of locally perturbed random walks, tools used for their analysis, and current research on their applications.

This monograph concentrates on the theory of robust control of linear impulsive stochastic systems and stochastic systems with jumps.

Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications.

The noncommutative versions of fundamental classical results on the almost sure convergence in L2-spaces are discussed: individual ergodic theorems, strong laws of large numbers, theorems on convergence of orthogonal series, of martingales of powers of contractions etc.

This book offers accessible probabilistic modelling of relevant financial problems.

There are plenty of challenging and interesting problems open for investigation in the field of switched systems.

The present book deals with a streamlined presentation of Levy processes and their densities.

Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations.

Iterative Methods for Queuing and Manufacturing Systems introduces the recent advances and developments in iterative methods for solving Markovian queuing and manufacturing problems.

This book, the sixth of 15 related monographs, discusses singularity and networks of equilibriums and 1-diemsnional flows in product quadratic and cubic systems.

The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits.

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes.

The main challenge in the study of nonautonomous phenomena is to understand the very complicated dynamical behaviour both as a scientific and mathematical problem.

The essays in this volume were presented to Professor Isamu Yamada in honor of his seventy-third birthday.

This book addresses a diverse set of topics of contemporary interest in statistics and data science such as biostatistics and machine learning.

Entropy inequalities, correlation functions, couplingsbetween stochastic processes are powerful techniques whichhave been extensively used to give arigorous foundation tothe theory of complex, many component systems and to itsmany applications in a variety of fields as physics,biology, population dynamics, economics, .

The NATO Advanced Study Institute From Statistics to Neural Networks, Theory and Pattern Recognition Applications took place in Les Arcs, Bourg Saint Maurice, France, from June 21 through July 2, 1993.

The book explores the field of model predictive control (MPC).

This book explains the basic theory of Hilbert C*-module in detail, covering a wide range of applications from generalized index to module framework.

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "e;black swans,"e; with a particular focus on (multi-)fractal approaches and continuous-time random walks.

This book systematically presents the topological structure of solution sets and attractability for nonlinear evolution inclusions, together with its relevant applications in control problems and partial differential equations.

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

"e;Following in the footsteps of Stephen Hawking's 'A brief history of time' and Simon Singh's 'Fermat's Last Theorem' this exceptionally accessible book will you leave marveling at the wonders of the world and, if you didn't listen to your science teachers, wishing you had.

The problem of designing a cost-efficient network thatsurvives the failure of one or more nodes or edges of thenetwork is critical to modern telecommunicationsengineering.

White Noise Calculus is a distribution theory on Gaussian space, proposed by T.

This book was created with the goal of helping students transition from the theoretical and methodological concepts of statistical inference to their implementation on a computer.