This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science.
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.
This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure.
The book is the extended and revised version of the 1st edition and is composed of two main parts: mathematical background and queueing systems with applications.
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets.
The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics.
With the diversification of Internet services and the increase in mobile users, efficient management of network resources has become an extremely important issue in the field of wireless communication networks (WCNs).
This book provides an accessible yet rigorous first reference for readers interested in learning how to model and analyze cellular network performance using stochastic geometry.
For a brief time in history, it was possible to imagine that a sufficiently advanced intellect could, given sufficient time and resources, in principle understand how to mathematically prove everything that was true.
The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results.
This book deals with topics in the area of Levy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination.
This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation?
This thesis presents the application of non-perturbative, or functional, renormalization group to study the physics of critical stationary states in systems out-of-equilibrium.
The present book develops the mathematical and numerical analysis of linear, elliptic and parabolic partial differential equations (PDEs) with coefficients whose logarithms are modelled as Gaussian random fields (GRFs), in polygonal and polyhedral physical domains.
This book contains contributions from the participants of the international conference "e;Foundations of Modern Statistics"e; which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6-8, 2019, and at Higher School of Economics (HSE University), Moscow, during November 30, 2019.
This volume offers a collection of carefully selected, peer-reviewed papers presented at the BIOMAT 2018 International Symposium, which was held at the University Hassan II, Morocco, from October 29th to November 2nd, 2018.
These proceedings of the conference Advances in Statistical Mechanics, held in Marseille, France, August 2018, focus on fundamental issues of equilibrium and non-equilibrium dynamics for classical mechanical systems, as well as on open problems in statistical mechanics related to probability, mathematical physics, computer science, and biology.
