Shorn of all subtlety and led naked out of the protec- tive fold of educational research literature, there comes a sheepish little fact: lectures don't work nearly as well as many of us would like to think.
My goal in writing this book has been to provide teachers and students of multi- variate statistics with a unified treatment ofboth theoretical and practical aspects of this fascinating area.
In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "e;Probabil- ity, Statistics, and Stochastic Processors, I, II"e; and published by that Univer- sity.
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II.
These lecture notes are intended as an introduction to the methods of classification of holomorphic vector bundles over projective algebraic manifolds X.
This book is meant to be a practical introduction into the use of probability and statistics in experimental physics for advanced undergraduate students and for graduate students.
My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.
The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985.
The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability the- ory before entering into more advanced courses (in probability and/or statistics).
Refection Positivity is a central theme at the crossroads of Lie group representations, euclidean and abstract harmonic analysis, constructive quantum field theory, and stochastic processes.
This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty.
Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "e;excursions away from 0,"e; that is pieces of path X.
This IMA Volume in Mathematics and its Applications TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS contains papers presented at a very successful workshop on the same title.
The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type.
Intended for advanced undergraduates and graduate students, this book is a practical guide to the use of probability and statistics in experimental physics.
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera- tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.
In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain.
The past decade has seen a resurgence of interest in the study of the asymp- totic behavior of sums formed from an independent sequence of random variables.
The Workshop on Stable Processes and Related Topics took place at Cor- nell University in January 9-13, 1990, under the sponsorship of the Mathemat- ical Sciences Institute.
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern U- versity, Evanston.
