Stochastics

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design.

This book presents a collection of selected papers that represent the current variety of research on the teaching and learning of probability.

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes.

This book contains the notes of the lectures delivered at an Advanced Course on Combinatorial Matrix Theory held at Centre de Recerca Matematica (CRM) in Barcelona.

Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashion.

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past.

This second volume of Analysis in Banach Spaces, Probabilistic Methods and Operator Theory, is the successor to Volume I, Martingales and Littlewood-Paley Theory.

This book presents a collection of papers on topics in the field of strategic mine planning, including orebody modeling, mine-planning optimization and the optimization of mining complexes.

The aim of this textbook (previously titled SAS for Data Analytics) is to teach the use of SAS for statistical analysis of data for advanced undergraduate and graduate students in statistics, data science, and disciplines involving analyzing data.

"e;Why does my congressional district look like a salamander?

Dieses Buch bietet eine einheitliche und geschlossene Darstellung von Theorie und Modellen, die der Zeitreihenanalyse zugrunde liegen.

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers.

This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering.

This book constitutes the proceedings of the 16th International Conference on Information Technologies and Mathematical Modelling, ITMM 2017, held in Kazan, Russia, in September/October 2017.

This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.

"e;This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology.

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

This book presents new efficient methods for optimization in realistic large-scale, multi-agent systems.

This book is a short, but complete, introduction to the Loewner equation and the SLEs, which are a family of random fractal curves, as well as the relevant background in probability and complex analysis.

This book brings together the latest findings in the area of stochastic analysis and statistics.

This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability.

This book addresses the emerging body of literature on the study of rare events in random graphs and networks.

The book focuses on system dependability modeling and calculation, considering the impact of s-dependency and uncertainty.

This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science.

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models.

The book provides a self-contained treatment of stochastic finite element methods.

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing.

This book presents contributions and review articles on the theory of copulas and their applications.

This focuses on the developing field of building probability models with the power of symbolic algebra systems.

Renowned probability theorist Edward O.

Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled "e;Geometric mechanics - variational and stochastic methods"e; run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Federale de Lausanne.

This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.

Providing an introduction to current research topics in functional analysis and its applications to quantum physics, this book presents three lectures surveying recent progress and open problems.

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

This book establishes a unified framework for dealing with typical engineering complications arising in modern, complex, large-scale networks such as parameter uncertainties, missing measurement and cyber-attack.

In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits.

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

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 provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.

This book provides a rigorous yet accessible introduction to the theory of stochastic processes.

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications.

This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017.

This book discusses the state-of-the-art and open problems in computational finance.

The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space.

Presenting some recent results on the construction and the moments of Levy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction.

This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models.

The monograph compares two approaches that describe the statistical stability phenomenon - one proposed by the probability theory that ignores violations of statistical stability and another proposed by the theory of hyper-random phenomena that takes these violations into account.

Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.

The articles in this collection are a sampling of some of the research presented during the conference "e;Stochastic Analysis and Related Topics"e;, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.