Stochastics

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.

Aufbauend auf dem ersten Band, werden in diesem Buch weiterführende Konzepte der Wahrscheinlichkeitstheorie ausführlich und verständlich diskutiert.

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 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999.

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.

This book is devoted to unstable solutions of stochastic differential equations (SDEs).

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems.

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.

Probabilistic modeling and analysis of spatial telecommunication systems have never been more important than they are today.

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.

This book is dedicated to the systematization and development of models, methods, and algorithms for queuing systems with correlated arrivals.

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).

This textbook explores probability and stochastic processes at a level that does not require any prior knowledge except basic calculus.

This volume comprises selected, revised papers from the Joint CIM-WIAS Workshop, TAAO 2017, held in Lisbon, Portugal, in December 2017.

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.

Fractional equations and models play an essential part in the description of anomalous dynamics in complex systems.

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.

This book provides an essential introduction to Stochastic Programming, especially intended for graduate students.

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 volume collects selected papers from the 8th High Dimensional Probability meeting held at Casa Matematica Oaxaca (CMO), Mexico.

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.