This book constructs a rigorous framework for analysing selected phenomena in evolutionary theory of populations arising due to the combined effects of migration, selection and mutation in a spatial stochastic population model, namely the evolution towards fitter and fitter types through punctuated equilibria.
This monograph provides a self-contained and easy-to-read introduction to non-commutative multiple-valued logic algebras; a subject which has attracted much interest in the past few years because of its impact on information science, artificial intelligence and other subjects.
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.
The model investigated in this work, a particular cellular automaton with stochastic evolution, was introduced as the simplest case of self-organized-criticality, that is, a dynamical system which shows algebraic long-range correlations without any tuning of parameters.
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades.
This authored monograph presents the use of dynamic spatiotemporal modeling tools for the identification of complex underlying processes in conflict, such as diffusion, relocation, heterogeneous escalation, and volatility.
Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval.
The series of advanced courses initiated in Seminaire de Probabilites XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus.
This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures.
An Introduction to Probability and Statistical Inference, Third Edition, guides the reader through probability models and statistical methods to develop critical-thinking skills.
This 2nd edition textbook offers a rigorous introduction to measure theoretic probability with particular attention to topics of interest to mathematical statisticians-a textbook for courses in probability for students in mathematical statistics.
This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models.
This volume gathers selected peer-reviewed papers presented at the XXVI International Joint Conference on Industrial Engineering and Operations Management (IJCIEOM), held on July 8-11, 2020 in Rio de Janeiro, Brazil.
This updated and revised first-course textbook in applied probability provides a contemporary and lively post-calculus introduction to the subject of probability.
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio.
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.
This volume presents extensive research devoted to a broad spectrum of mathematics with emphasis on interdisciplinary aspects of Optimization and Probability.
The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Levy-Khinchin representation.
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.
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces.
The concepts and techniques presented in this volume originated from the fields of dynamics, statistics, control theory, computer science and informatics, and are applied to novel and innovative real-world applications.
This fully updated new edition of a uniquely accessible textbook/reference provides a general introduction to probabilistic graphical models (PGMs) from an engineering perspective.
This book aims to clarify the priorities of the Sendai Framework for the DRR 2015 - 2030, through gathering recent contributions addressing the different ways researchers define, measure, reduce, and manage risk in the challenge of the DRR.
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis.
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis.