This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian Cycle and the Travelling Salesman Problems - into convex domains where continuum analysis can be carried out.
In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen.
Inequalities of Ostrowski and Trapezoidal Type for Functions of Selfadjoint Operators on Hilbert Spaces presents recent results concerning Ostrowski and Trapezoidal type inequalities for continuous functions of bounded Selfadjoint operators on complex Hilbert spaces.
Approximation by Multivariate Singular Integrals is the first monograph to illustrate the approximation of multivariate singular integrals to the identity-unit operator.
This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study.
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory.
The main aim of this book is to present recent results concerning inequalities of the Jensen, Cebysev and Gruss type for continuous functions of bounded selfadjoint operators on complex Hilbert spaces.
This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB).
Models to forecast changes in mortality, morbidity, and disability in elderly populations are essential to national and state policies for health and welfare programs.
All students and professionals in statistics should refer to this volume as it is a handy reference source for statistical formulas and information on basic probability distributions.
This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS.
This IMA Volume in ~athematics and its Applications PERCOLATION THEORY AND ERGODIC THEORY OF INFINITE PARTICLE SYSTEMS represents the proceedings of a workshop which was an integral part of the 19R4-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: naniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaoo for planning and implementing an exciting and stimulating year-long program.
This IMA Volume in Mathematics and its Applications STOCHASTIC MODELS IN GEOSYSTEMS is based on the proceedings of a workshop with the same title and was an integral part of the 1993-94 IMA program on "e;Emerging Applications of Probability.
This IMA Volume in Mathematics and its Applications NONLINEAR STOCHASTIC PDEs: HYDRODYNAMIC LIMIT AND BURGERS' TURBULENCE is based on the proceedings of the period of concentration on Stochas- tic Methods for Nonlinear PDEs which was an integral part of the 1993- 94 IMA program on "e;Emerging Applications of Probability.
This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program.
It appears that we live in an age of disasters: the mighty Missis- sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening.
This book contains selected and refereed contributions to the "e;Inter- national Symposium on Probability and Bayesian Statistics"e; which was orga- nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria.
These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.
The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti- cularly for constructing automatic control systems, as well as for problems of economic control.
The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book.
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century.
The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to computer, communications, and manufacturing systems.
This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models.
Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity.
