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.
A more accurate title for this book might be: An Exposition of Selected Parts of Empirical Process Theory, With Related Interesting Facts About Weak Convergence, and Applications to Mathematical Statistics.
This outline of statistics as an aid in decision making will introduce a reader with limited mathematical background to the most important modern statistical methods.
These notes on regression give an introduction to some of the techniques that I have found useful when working with various data sets in collaboration with Dr.
Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory.
With the rapid progress and development of mathematical statistical methods, it is becoming more and more important for the student, the in- structor, and the researcher in this field to have at their disposal a quick, comprehensive, and compact reference source on a very wide range of the field of modern mathematical statistics.
The author, the founder of the Greek Statistical Institute, has based this book on the two volumes of his Greek edition which has been used by over ten thousand students during the past fifteen years.
The book deals with several closely related topics concerning approxima- tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters.
The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes.
In general terms, the shape of an object, data set, or image can be de- fined as the total of all information that is invariant under translations, rotations, and isotropic rescalings.
The aim of this book is to discuss various aspects associated with disseminating personal or business data collected in censuses or surveys or copied from administrative sources.
The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory.
This book is designed to provide beginning graduate stu- dents and advanced undergraduates with a rigorous and accessible foundation in the principles of probability and mathematical statistics underlying statis- tical inference in the fields of business and economics.
During the last two decades, structural equation modeling (SEM) has emerged as a powerful multivariate data analysis tool in social science research settings, especially in the fields of sociology, psychology, and education.