The principal purpose of this book is to provide an account of the circle of ideas, results and techniques, which emerged roughly over the last ten years in the study of Brownian motion and random obstacles.
The purpose of this book is to provide a careful and accessible account along modern lines of the subject wh ich the title deals, as weIl as to discuss prob- lems of current interest in the field.
"e;Algorithmic information theory (AIT) is the result of putting Shannon's information theory and Turing's computability theory into a cocktail shaker and shaking vigorously"e;, says G.
From the reviews to the first edition:Most of the literature about stochastic differentialequations seems to place so much emphasis on rigor andcompleteness that it scares the nonexperts away.
Sinai's book leads the student through the standard materialfor ProbabilityTheory, with stops along the way forinteresting topics such as statistical mechanics, notusually included in a book for beginners.
The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984.
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals.
In diagnostic medicine a large part of information about the patient is drawn from data, which, more or less, are represented in an opti- calor pictorial form.
The idea of organizing a symposium on mathematical models in biology came to some colleagues, members of the Accademia dei Lincei, in order to point out the importance of mathematics not only for supplying instruments for the elaboration and the evaluation of experimental data, but also for discussing the possibility of developing mathematical formulations of biological problems.
These are"e; notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976.
Wenn auch die Anzahl derjenigen, die den Inhalt dieses Buches durcharbeiten und in sich aufnehmen werden, nicht allzu groß sein wird, so meinten wir doch.
The increase in the requirements on the reliability of units makes it necessary to analyze the relationship between mathematicalmeth- ods of calculating reliability and the physical nature of fail- ures.
It was mainly during the last two decades that the theory of homogenization or averaging of partial differential equations took shape as a distinct mathe- matical discipline.
This book deals with one of the fundamental problems of nonequilibrium statistical mechanics: the explanation of large-scale dynamics (evolution differential equations) from models of a very large number of interacting particles.
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974.
The NATO Advanced Study Institute From Statistics to Neural Networks, Theory and Pattern Recognition Applications took place in Les Arcs, Bourg Saint Maurice, France, from June 21 through July 2, 1993.
The primary aim of this monograph is to provide a formal framework for the representation and management of uncertainty and vagueness in the field of artificial intelligence.
Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "e;intelligence"e; within computerised systems.
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus.