Stochastics

This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics.

The nonequilibrium behavior of nanoscopic and biological systems, which are typically strongly fluctuating, is a major focus of current research.

The stability analysis of stochastic models for telecommunication systems is an intensively studied topic.

This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures.

This volume highlights recent advances in data science, including image processing and enhancement on large data, shape analysis and geometry processing in 2D/3D, exploration and understanding of neural networks, and extensions to atypical data types such as social and biological signals.

This book discusses supply chain management, focusing on developments within modelling the dynamic behaviour of the supply chain.

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales.

This book presents techniques for determining uncertainties in numerical solutions with applications in the fields of business administration, civil engineering, and economics, using Excel as a computational tool.

This book presents state-of-the-art solution methods and applications of stochastic optimal control.

This book covers methods of Mathematical Morphology to model and simulate random sets and functions (scalar and multivariate).

This volume presents the proceedings of the 18th International Probabilistic Workshop (IPW), which was held in Guimaraes, Portugal in May 2021.

This textbook presents a comprehensive treatment of the theory and implementation of inverse methods in the analysis and interpretation of Earth's gravity field.

This book discusses the mathematical simulation of biological systems, with a focus on the modeling of gene expression, gene regulatory networks and stem cell regeneration.

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.

This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.

This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs).

For a brief time in history, it was possible to imagine that a sufficiently advanced intellect could, given sufficient time and resources, in principle understand how to mathematically prove everything that was true.

This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII.

Testing Statistical Hypotheses, 4th Edition updates and expands upon the classic graduate text, now a two-volume work.

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.

The book describes the possibility of making a probabilistic prognosis, which uses the mean n-day logarithm of case numbers in the past to determine an exponent for a probability density for a prognosis, as well as the particle emission concept, which is derived from contact and distribution rates that increase the exponent of the probable development to the extent that a group of people can be formed.

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.

The purpose of this volume is to explore new bridges between different research areas involved in the theory and applications of the fractional calculus.

This book presents important contributions to modern theories concerning the distribution theory applied to convex analysis (convex functions, functions of lower semicontinuity, the subdifferential of a convex function).

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems.

Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems.

This book provides, as simply as possible, sound foundations for an in-depth understanding of reliability engineering with regard to qualitative analysis, modelling, and probabilistic calculations of safety and production systems.

This book on counting statistics presents a novel copula-based approach to counting dependent random events.

The book outlines the processes of calculating and critically reviewing construction costs and times for clients and contractors in different project phases.

This book introduces physics students to concepts and methods of finance.

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.

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.

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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.