Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.
This new edition provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world.
This volume presents an eclectic mix of original research articles in areas covering the analysis of ordered data, stochastic modeling and biostatistics.
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time.
This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes.
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved.
Covering both classical and quantum approaches, this unique and self-contained book presents the most recent developments in the theory of quadratic stochastic operators and their Markov and related processes.
The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales.
The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations.
The book provides an extensive introduction to queueing models driven by Levy-processes as well as a systematic account of the literature on Levy-driven queues.
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches.
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area.
Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the 'Optimization Control and Applications in the Information Age' conference, organized in honor of Panos Pardalos's 60th birthday.
The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept.
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes.
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues.
This volume presents five different methods recently developed to tackle the large scale behavior of highly correlated random systems, such as spin glasses, random polymers, local times and loop soups and random matrices.
This book introduces readers to theories that play a crucial role in modern mathematics, such as integration and functional analysis, employing a unifying approach that views these two subjects as being deeply intertwined.
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology.
This volume develops results on continuous time branching processes and applies them to study rate of tumor growth, extending classic work on the Luria-Delbruck distribution.
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013.
Providing a self-contained resource for upper undergraduate courses in combinatorics, this text emphasizes computation, problem solving, and proof technique.
This book constitutes the refereed proceedings of the 13th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A.
Focusing on two central conjectures of Asymptotic Geometric Analysis, the Kannan-Lovasz-Simonovits spectral gap conjecture and the variance conjecture, these Lecture Notes present the theory in an accessible way, so that interested readers, even those who are not experts in the field, will be able to appreciate the treated topics.
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena.
In this second volume, a general approach is developed to provide approximate parameterizations of the "e;small"e; scales by the "e;large"e; ones for a broad class of stochastic partial differential equations (SPDEs).
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations.
This Festschrift in honour of Paul Deheuvels' 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems.
This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory.
Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community.
Providing a broad overview of the current state of the art in probability theory and its applications, and featuring an article coauthored by Mark Yor, this volume contains contributions on branching processes, Levy processes, random walks and martingales and their connection with, among other topics, rough paths, semi-groups, heat kernel asymptotics and mathematical finance.
