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 undergraduate textbook presents an inquiry-based learning course in stochastic models and computing designed to serve as a first course in probability.
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 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.
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.
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 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.
Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor.
This book disseminates the latest results and envisages new challenges in the application of mathematics to various practical situations in biology, epidemiology, and ecology.
Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice.
Probabilistic Safety Assessment (PSA) is a structured, comprehensive, and logical analysis method aimed at identifying and assessing risks in complex technological systems, such as the nuclear power plants.
This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals.
This textbook considers statistical learning applications when interest centers on the conditional distribution of a response variable, given a set of predictors, and in the absence of a credible model that can be specified before the data analysis begins.
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises.
This thesis presents the application of non-perturbative, or functional, renormalization group to study the physics of critical stationary states in systems out-of-equilibrium.
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.
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability.
This book provides an extensive coverage of the methodology of survival analysis, ranging from introductory level material to deeper more advanced topics.
The 2017 PIMS-CRM Summer School in Probability was held at the Pacific Institute for the Mathematical Sciences (PIMS) at the University of British Columbia in Vancouver, Canada, during June 5-30, 2017.
This practical guidebook describes the basic concepts, the mathematical developments, and the engineering methodologies for exploiting possibility theory for the computer-based design of an information fusion system where the goal is decision support for industries in smart ICT (information and communications technologies).
The volume includes a collection of peer-reviewed contributions from among those presented at the main conference organized yearly by the Mexican Statistical Association (AME) and every two years by a Latin-American Confederation of Statistical Societies.
Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "e;Stochastic models of epidemics"e; which took place in Ziguinchor, Senegal, December 5-16, 2015.
