This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory).
As in the previous Seminar Notes, the current volume reflects general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense.
This book constitutes the refereed proceedings of the 15th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A.
In addition to its further exploration of the subject of peacocks, introduced in recent Seminaires de Probabilites, this volume continues the series' focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices.
This textbook considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response.
The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale methods, the method of types) and versatile tools (Chernoff's bound, Hoeffding's inequality, Holley's inequality) whose domain of application extends far beyond the present text.
This proceedings volume is a collection of peer reviewed papers presented at the 8th International Conference on Soft Methods in Probability and Statistics (SMPS 2016) held in Rome (Italy).
This book highlights the latest advances in engineering mathematics with a main focus on the mathematical models, structures, concepts, problems and computational methods and algorithms most relevant for applications in modern technologies and engineering.
This book highlights the latest advances in engineering mathematics with a main focus on the mathematical models, structures, concepts, problems and computational methods and algorithms most relevant for applications in modern technologies and engineering.
This thesis explores several interdisciplinary topics at the border of theoretical physics and biology, presenting results that demonstrate the power of methods from statistical physics when applied to neighbouring disciplines.
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation.
This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Etudes Scientifiques de Cargese (IESC) in Corsica, France.
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup.
The contributions by epidemic modeling experts describe how mathematical models and statistical forecasting are created to capture the most important aspects of an emerging epidemic.
This brief broadens readers' understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS).
This monograph deals with the mathematics of extending given partial data-sets obtained from experiments; Experimentalists frequently gather spectral data when the observed data is limited, e.
This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science.
This is a self-contained exposition by one of the leading experts in lattice theory, George Gratzer, presenting the major results of the last 70 years on congruence lattices of finite lattices, featuring the author's signature Proof-by-Picture method.
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and Rene Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.
This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function.
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries.
This is a comprehensive survey on the research on the parabolic Anderson model - the heat equation with random potential or the random walk in random potential - of the years 1990 - 2015.
This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables.
Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers.
The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields.
The book considers foundational thinking in quantum theory, focusing on the role the fundamental principles and principle thinking there, including thinking that leads to the invention of new principles, which is, the book contends, one of the ultimate achievements of theoretical thinking in physics and beyond.
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.
Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject.
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields.
This second of two Exercises in Analysis volumes covers problems in five core topics of mathematical analysis: Function Spaces, Nonlinear and Multivalued Maps, Smooth and Nonsmooth Calculus, Degree Theory and Fixed Point Theory, and Variational and Topological Methods.
Thisbook constitutes the refereed proceedings fo the 14th International Scientific Conferenceon Information Technologies and Mathematical Modeling, named after A.
