Stochastics

This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc.

Although much of classical ergodic theory is concerned with single transformations and one-parameter flows, the subject inherits from statistical mechanics not only its name, but also an obligation to analyze spatially extended systems with multidimensional symmetry groups.

This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes.

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest.

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, in May 2008.

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times.

This eleventh volume in the Poincare Seminar Series presents an interdisciplinary perspective on the concept of Time, which poses some of the most challenging questions in science.

In der modernen Stochastik werden Wahrscheinlichkeiten im Zusammenhang mit Zufallsvariablen gedacht.

These proceedings represent the current state of research on the topics 'boundary theory' and 'spectral and probability theory' of random walks on infinite graphs.

Filtering is the science of nding the law of a process given a partial observation of it.

Over the last fifteen years fractal geometry has established itself as a substantial mathematical theory in its own right.

This book constitutes the refereed proceedings of the 7th International Conference on Belief Functions, BELIEF 2022, held in Paris, France, in October 2022.

This book presents a selection of peer-reviewed contributions to the fifth Bayesian Young Statisticians Meeting, BaYSM 2021, held virtually due to the COVID-19 pandemic on 1-3 September 2021.

This book discusses state-of-the-art stochastic optimization algorithms for distributed machine learning and analyzes their convergence speed.

This textbook provides a self-contained presentation of the theory and models of time series analysis.

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This book is intended to provide graduate students and researchers in graph theory with an overview of the elementary methods of graph Ramsey theory.

This book provides the foundations for geometric applications of convex cones and presents selected examples from a wide range of topics, including polytope theory, stochastic geometry, and Brunn-Minkowski theory.

This textbook introduces readers to the fundamental notions of modern probability theory.

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures.

This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences.

This graduate textbook provides an alternative to discrete event simulation.

This book provides a blend of quantitative and qualitative approaches to decision making, while also bridging the gap between the theory of how to make good decisions versus how people actually make decisions.

This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space.

This textbook provides basic quantitative models allowing researchers and decision makers to a) assess viability of threatened populations and evaluate the success of species reintroductions, b) estimate invasion abilities of alien species, c) evaluate the persistence of metapopulations subjected to habitat destruction and fragmentation, d) analyze policies and strategies for the sustainable harvesting of biological resources, and e) assess the course of human and nonhuman diseases and the possible containment measures.

The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus.

This book presents in a compact form the program carried out in introductory statistics courses and discusses some essential topics for research activity, such as Monte Carlo simulation techniques, methods of statistical inference, best fit and analysis of laboratory data.

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.

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.

This monograph studies a series of mathematical models of the evolution of a population under mutation and selection.

Stochastic elasticity is a fast developing field that combines nonlinear elasticity and stochastic theories in order to significantly improve model predictions by accounting for uncertainties in the mechanical responses of materials.

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series.

This proceedings volume gathers selected, peer-reviewed papers presented at the 41st International Conference on Infinite Dimensional Analysis, Quantum Probability and Related Topics (QP41) that was virtually held at the United Arab Emirates University (UAEU) in Al Ain, Abu Dhabi, from March 28th to April 1st, 2021.

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The SIR - model supported by a new density and its derivatives receive a statistical data background from frequency distributions, from whose parameter values over the new density distribution a quality-oriented probability of the respective infection process and its future can be concluded.

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.

This volume presents extensive research devoted to a broad spectrum of mathematics with emphasis on interdisciplinary aspects of Optimization and Probability.

This book covers recent trends and applications of nonlinear dynamics in various branches of society, science, and engineering.

This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes.

This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs.

This volume is a collection of research works to honor the late Professor Mark H.

This textbook presents the basics of probability and statistical estimation, with a view to applications.

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.

Focusing on comprehensive comparisons of the performance of stochastic optimization algorithms, this book provides an overview of the current approaches used to analyze algorithm performance in a range of common scenarios, while also addressing issues that are often overlooked.

This volume presents a selection of texts that reflects the current research streams in probability, with an interest toward topics such as filtrations, Markov processes and Markov chains as well as  large deviations, Stochastic Partial Differential equations, rough paths theory, quantum probabilities and percolation on graphs.

This book introduces the reader to Six Sigma, a problem-solving technique for reducing defects and variation in processes.

This book discusses diverse concepts and notions - and their applications - concerning probability and random variables at the intermediate to advanced level.

This book provides a comprehensive methodology to measure systemic risk in many of its facets and dimensions based on state-of-the-art risk assessment methods.

This book is the second volume of a two-volume monograph devoted to the study of limit and ergodic theorems for regularly and singularly perturbed Markov chains, semi-Markov processes, and multi-alternating regenerative processes with semi-Markov modulation.

This textbook, now in its third edition, offers a practical introduction to probability with statistical applications, covering material for both a first and second undergraduate probability course.