Stochastics

This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation.

The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world.

Cumulative sum (CUSUM) control charting is a valuable tool for detecting and diagnosing persistent shifts in series of readings.

This book is intended as a text for a first course in stochastic processes at the upper undergraduate or graduate levels, assuming only that the reader has had a serious calculus course-advanced calculus would even be better-as well as a first course in probability (without measure theory).

Intended for graduate students and researchers in physics, chemistry, biology, and applied mathematics, this book provides an up-to-date introduction to current research in fluctuations in spatially extended systems.

Prediction of a random field based on observations of the random field at some set of locations arises in mining, hydrology, atmospheric sciences, and geography.

This book is intended to provoke, entertain, and inform by challenging the reader's ideas about randomness, providing first one and then another interpretation of what this elusive concept means.

As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems.

In a stochastic network, such as those in computer/telecommunications and manufacturing, discrete units move among a network of stations where they are processed or served.

Many probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty.

This volume gathers refereed papers presented at the 1994 UCLA conference on "e;La- tent Variable Modeling and Application to Causality.

This IMA Volume in Mathematics and its Applications CLASSICAL AND MODERN BRANCHING PROCESSES is based on the proceedings with the same title and was an integral part of the 1993-94 IMA program on "e;Emerging Applications of Probability.

The articles in this volume were contributed by the friends of Lucien Le Cam on the occasion of his 70th birthday in November 1994.

Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner.

This IMA Volume in Mathematics and its Applications RANDOM SETS: THEORY AND APPLICATIONS is based on the proceedings of a very successful 1996 three-day Summer Program on "e;Application and Theory of Random Sets.

This is a revised and expanded version of the earlier edition.

Sampling from the posterior distribution and computing posterior quanti- ties of interest using Markov chain Monte Carlo (MCMC) samples are two major challenges involved in advanced Bayesian computation.

Survival data or more general time-to-event data occur in many areas, including medicine, biology, engineering, economics, and demography, but previously standard methods have requested that all time variables are univariate and independent.

Much of this book is concerned with autoregressive and moving av- erage linear stationary sequences and random fields.

There has been much demand for the statistical analysis of dependent ob- servations in many fields, for example, economics, engineering and the nat- ural sciences.

This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted.

The present lecture notes describe stochastic epidemic models and methods for their statistical analysis.

The main subject of this book is the estimation and forecasting of continuous time processes.

This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs).

In 1991, a subcommittee of the Federal Committee on Statistical Methodology met to document the use of indirect estimators - that is, estimators which use data drawn from a domain or time different from the domain or time for which an estimate is required.

The articles in this volume present the state of the art in a variety of areas of discrete probability, including random walks on finite and infinite graphs, random trees, renewal sequences, Stein's method for normal approximation and Kohonen-type self-organizing maps.

Pattern recognition presents one of the most significant challenges for scientists and engineers, and many different approaches have been proposed.

Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence.

This book is concerned with continuous-time Markov chains.

The first edition of this book was published in 1979 in Russian.

This book presents the second part of a two-volume series devoted to a sys- tematic exposition of some recent developments in the theory of discrete- time Markov control processes (MCPs).

Decoupling theory provides a general framework for analyzing problems involving dependent random variables as if they were independent.

Since the appearance of seminal works by R.

The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write.

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday.

This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989.

At the end of the summer 1989, an international conference on stochastic analysis and related topics was held for the first time in Lisbon (Portu- gal).

Probability limit theorems in infinite-dimensional spaces give conditions un- der which convergence holds uniformly over an infinite class of sets or functions.

This book is in two volumes, and is intended as a text for introductory courses in probability and statistics at the second or third year university level.

About fifteen years ago Henning Rodhe and I disscussed the calculation of residence times, or lifetimes, of certain air pollutants for the first time.

Professor J.

Networks of queues arise frequently as models for a wide variety of congestion phenomena.

Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence.

The Statistical Analysis of Discrete Data provides an introduction to cur- rent statistical methods for analyzing discrete response data.

This is the first half of a text for a two semester course in mathematical statistics at the senior/graduate level for those who need a strong background in statistics as an essential tool in their career.

An easy to read survey of data analysis, linear regression models and analysis of variance.

This book is designed as a text for graduate courses in stochastic processes.