Inspired by the eternal beauty and truth of the laws governing the run of stars on heavens over his head, and spurred by the idea to catch, perhaps for the smallest fraction of the shortest instant, the Eternity itself, man created such masterpieces of human intellect like the Platon's world of ideas manifesting eternal truths, like the Euclidean geometry, or like the Newtonian celestial me- chanics.
Two-person zero-sum game theory deals with situations that are perfectly competitive-there are exactly two decision makers for whom there is no possibility of cooperation or compromise.
Statistics and Analysis of Scientific Data covers the foundations of probability theory and statistics, and a number of numerical and analytical methods that are essential for the present-day analyst of scientific data.
This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic processes.
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments.
This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering.
Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems.
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems.
This is the most comprehensive survey of the mathematical life of the legendary Paul Erdos (1913-1996), one of the most versatile and prolific mathematicians of our time.
Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as "e;superprocesses"e;) and their connection to nonlinear partial di?
The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems.
Asymptotic Geometric Analysis is concerned with the geometric and linear properties of finite dimensional objects, normed spaces, and convex bodies, especially with the asymptotics of their various quantitative parameters as the dimension tends to infinity.
The intent of this book is to present recent results in the control theory for the long run average continuous control problem of piecewise deterministic Markov processes (PDMPs).
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.
Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic and Borel subsets of Polish spaces, and Haar measures on locally compact groups.
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline.
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models.
Like its predecessor, this book starts from the premise that, rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics.
Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks.
Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fields of economics, business, and econometrics.
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering.
Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras.
The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models.
Stochastic Optimal Control (SOC)-a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty-has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management.
This new edition of the well established text Scheduling - Theory, Algorithms, and Systems provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world.
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.
