Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.
This book sets out an account of the tools which Frobenius used to discover representation theory for nonabelian groups and describes its modern applications.
This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019.
This milestone 50th volume of the "e;Seminaire de Probabilites"e; pays tribute with a series of memorial texts to one of its former editors, Jacques Azema, who passed away in January.
These proceedings of the conference Advances in Statistical Mechanics, held in Marseille, France, August 2018, focus on fundamental issues of equilibrium and non-equilibrium dynamics for classical mechanical systems, as well as on open problems in statistical mechanics related to probability, mathematical physics, computer science, and biology.
Now in its third edition, this companion volume to Ronald Christensen's Plane Answers to Complex Questions uses three fundamental concepts from standard linear model theory-best linear prediction, projections, and Mahalanobis distance- to extend standard linear modeling into the realms of Statistical Learning and Dependent Data.
Fundamentals of Pattern Recognition and Machine Learning is designed for a one or two-semester introductory course in Pattern Recognition or Machine Learning at the graduate or advanced undergraduate level.
This book explores mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.
This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science.
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling.
This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018.
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018.
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018.
This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs.
In this text, modern applied mathematics and physical insight are used to construct the simplest and first nonlinear dynamical model for the Madden-Julian oscillation (MJO), i.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?
This book provides a complete exposition of equidistribution and counting problems weighted by a potential function of common perpendicular geodesics in negatively curved manifolds and simplicial trees.
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).
This volume features selected, refereed papers on various aspects of statistics, matrix theory and its applications to statistics, as well as related numerical linear algebra topics and numerical solution methods, which are relevant for problems arising in statistics and in big data.
This volume presents the proceedings of the meeting New Trends in One-Dimensional Dynamics, which celebrated the 70th birthday of Welington de Melo and was held at the IMPA, Rio de Janeiro, in November 2016.
This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure.
The book is the extended and revised version of the 1st edition and is composed of two main parts: mathematical background and queueing systems with applications.
Stemming from the IHP trimester "e;Stochastic Dynamics Out of Equilibrium"e;, this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments.
This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches.
This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment.
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting.
The focus of this book is the large-scale statistical behavior of solutions of divergence-form elliptic equations with random coefficients, which is closely related to the long-time asymptotics of reversible diffusions in random media and other basic models of statistical physics.
This book gives a mathematical insight--including intermediate derivation steps--into engineering physics and turbulence modeling related to an anisotropic modification to the Boussinesq hypothesis (deformation theory) coupled with the similarity theory of velocity fluctuations.
This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics.
This book combines a model reduction technique with an efficient parametrization scheme for the purpose of solving a class of complex and computationally expensive simulation-based problems involving finite element models.
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
The most recent methods in various branches of lattice path and enumerative combinatorics along with relevant applications are nicely grouped together and represented in this research contributed volume.
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).
This book provides an overview of state-of-the-art uncertainty quantification (UQ) methodologies and applications, and covers a wide range of current research, future challenges and applications in various domains, such as aerospace and mechanical applications, structure health and seismic hazard, electromagnetic energy (its impact on systems and humans) and global environmental state change.
This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner.
This book collects interrelated lectures on fractal dynamics, anomalous transport and various historical and modern aspects of plasma sciences and technology.
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.
