Stochastics

This book constitutes an up-to-date account of principles, methods, and tools for mathematical and statistical modelling in a wide range of research fields, including medicine, health sciences, biology, environmental science, engineering, physics, chemistry, computation, finance, economics, and social sciences.

The principal aim of this book is to introduce to the widest possible audience an original view of belief calculus and uncertainty theory.

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 provides an introduction to the theory and applications of point processes, both in time and in space.

This book discusses quantum theory as the theory of random (Brownian) motion of small particles (electrons etc.

This book provides structural reliability and design students with fundamental knowledge in structural reliability, as well as an overview of the latest developments in the field of reliability engineering.

This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C.

This new, thoroughly revised and expanded 3rd edition of a classic gives a comprehensive coverage of modern probability in a single book.

?

This book presents the theory and methods of flexible and generalized uncertainty optimization.

This is a volume in memory of Vladas Sidoravicius who passed away in 2019.

This book studies complex systems with elements represented by random variables.

Random fields are a necessity when formulating stochastic continuum theories.

This volume provides an introduction to the theory of Mean Field Games, suggested by J.

This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering.

This collection of contributions originates from the well-established conference series "e;Fractal Geometry and Stochastics"e; which brings together researchers from different fields using concepts and methods from fractal geometry.

This Springer brief addresses the challenges encountered in the study of  the optimization of time-nonhomogeneous Markov chains.

The volume presents extensive research devoted to a broad spectrum of mathematical analysis and probability theory.

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.

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 book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes.

This volume features a collection of contributed articles and lecture notes from the XIII Symposium on Probability and Stochastic Processes, held at UNAM, Mexico, in December 2017.

This book bridges the gap between theory and applications that currently exist in undergraduate engineering probability textbooks.

This undergraduate textbook presents an inquiry-based learning course in stochastic models and computing designed to serve as a first course in probability.

The text contains detailed and complete proofs and includes instructive historical introductions to key chapters.

This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields.

This thesis presents a revolutionary technique for modelling the dynamics of a quantum system that is strongly coupled to its immediate environment.

This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures.

The contributions in this book survey results on combinations of probabilistic and various other classical, temporal and justification logical systems.

This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.

Dies ist eine Einführung in die Theorie der (Wahrscheinlichkeiten der) großen Abweichungen, die mit Hilfe analytischer Methoden die exponentielle Abfallrate sehr kleiner Wahrscheinlichkeiten charakterisiert.

This book discusses recent developments in dynamic reliability in multi-state systems (MSS), addressing such important issues as reliability and availability analysis of aging MSS, the impact of initial conditions on MSS reliability and availability, changing importance of components over time in MSS with aging components, and the determination of age-replacement policies.

The life and soul of any science are its problems.

This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts.

This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019.

This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes.

This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes.

This book presents a systematic treatment of the Rademacher system, one of the most important unifying concepts in mathematics, and includes a number of recent important and beautiful results related to the Rademacher functions.

This book is specially designed to refresh and elevate the level of understanding of the foundational background in probability and distributional theory required to be successful in a graduate-level statistics program.

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.

Continuing the theme of the previous volumes, these seminar notes reflect general trends in the study of Geometric Aspects of Functional Analysis, understood in a broad sense.

Aufbauend auf dem ersten Band, werden in diesem Buch weiterführende Konzepte der Wahrscheinlichkeitstheorie ausführlich und verständlich diskutiert.

This second edition of Design of Observational Studies is both an introduction to statistical inference in observational studies and a detailed discussion of the principles that guide the design of observational studies.

This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war games with noise.

This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisynski.

This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999.

This book provides theoretical and applied material for estimating vital parts of demography and health issues including the healthy aging process along with calculating the healthy life years lost to disability.

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.

This book is devoted to unstable solutions of stochastic differential equations (SDEs).

This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies.