Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple.
This book contains the invited papers of the interdisciplinary workshop on "e;Stochastic Nonlinear Systems in Physics, Chemistry and Biology"e; held at the Center for Interdisciplinary Research (ZIF), University of Bielefeld, West Germany, October 5-11, 1980.
The objective of the present edition of this monograph is the same as that of earlier editions, namely, to provide readers with some mathemati- cal maturity a rigorous and modern introduction to the ideas and principal theorems of probabilistic information theory.
In anglo-american literature there exist numerous books, devoted to the application of the Laplace transformation in technical domains such as electrotechnics, mechanics etc.
In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed.
Project planning, scheduling, and control are regularly used in business and the service sector of an economy to accomplish outcomes with limited resources under critical time constraints.
Searching is an important process in most AI systems, especially in those AI production systems consisting of a global database, a set of production rules, and a control system.
I have been pleased with the favourable reception of the first edition of this book and I am grateful to have the opportunity to prepare this second edition.
A volume of this nature containing a collection of papers has been brought out to honour a gentleman - a friend and a colleague - whose work has, to a large extent, advanced and popularized the use of stochastic point processes.
The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples.
This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H.
Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.
In many fields of science and practice large amounts of dataand informationare collected for analyzing and visualizinglatent structures as orderings or classifications forexample.
A mathematician who has taken the romantic decision to devote himself to biology will doubtlessly look upon cell kinetics as the most simple and natural field of application for his knowledge and skills.
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis- cipline with its own repertoire of techniques.
Over the past three years I have grown accustomed to the puzzled look which appears on people's faces when they hear that I am a mathematician who studies sleep.
In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years.
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world.
