Stochastics

Performance optimization is vital in the design and operation of modern engineering systems, including communications, manufacturing, robotics, and logistics.

This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability.

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem.

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst?

Simulation is a widely used methodology in all the Applied Science disciplines.

Since the introduction of system signatures in Francisco Samaniego's 1985 paper, the properties of this technical concept have been examined, tested and proven in a wide variety of systems applications.

Inventory management is concerned with matching supply with demand and a central problem in Operations Management.

Thisbook,likemanyotherbooks,wasdeliveredundertremendousinspiration and encouragement from my teachers, research collaborators, and students.

PROCESS OPTIMIZATION: A Statistical Approach is a textbook for a course in experimental optimization techniques for industrial production processes and other "e;noisy"e; systems where the main emphasis is process optimization.

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets.

Clustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, epidemiology, public health and demography.

This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory.

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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines.

This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation.

No statistical model is "e;true"e; or "e;false,"e; "e;right"e; or "e;wrong"e;; the models just have varying performance, which can be assessed.

The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully.

Probabilistic graphical models and decision graphs are powerful modeling tools for reasoning and decision making under uncertainty.

Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns and stereology, to name but a few areas.

Our motivation for writing this book is twofold: First, the theory of waves propagating in randomly layered media has been studied extensively during the last thirty years but the results are scattered in many di?

Queueing Theory deals with systems where there is contention for resources, but the demands are only known probabilistically.

Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes.

The prerequisite for reading this text is a calculus based course in Probability and Mathematical Statistics, along with the usual curricularmathematical requi- ments for every science major.

Since the term "e;random ?

Over the past decade there has been an explosion of developments in mixed e?

This book is intended for use by students, academicians and practicing engineers who in the course of their daily study or research have need for the probability distributions and associated statistics of random variables that are themselves Gaussian or in various forms derived from them.

This is a history of parametric statistical inference, written by one of the most important historians of statistics of the 20th century, Anders Hald.

It is widely recognized, by the scienti?

Lowers the Learning Curve for Physicians and Researchers!

Frederick Mosteller has inspired numerous statisticians and other scientists by his creative approach to statistics and its applications.

After that, it was down to attitude.

Survival analysis, the analysis of failure time data, is a rapid developing area and a number of books on the topic have been published in last twenty-five years.

Markov decision processes (MDPs), also called stochastic dynamic programming, were first studied in the 1960s.

Solving multi-objective problems is an evolving effort, and computer science and other related disciplines have given rise to many powerful deterministic and stochastic techniques for addressing these large-dimensional optimization problems.

Modern apparatuses allow us to collect samples of functional data, mainly curves but also images.

The purpose of this book is to give a detailed account of some recent devel- ments in the ?

Recent theoretical and empirical studies have concluded that in order to be accurate, poverty and deprivation must be measured within a multidimensional framework that is consistent, efficient, and statistically robust.

Ageing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly the decision people make with regard to maintenance, repair/replacement, price setting, warranties, medical studies, and other areas.

In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc.

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory.

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy.

This book arose out of two graduate courses that the authors have taught duringthepastseveralyears;the?

A classical queueing model consists of three parts - arrival process, service process, and queue discipline.