Stochastics

Since its inception by Perron and Frobenius, the theory of non-negative matrices has developed enormously and is now being used and extended in applied fields of study as diverse as probability theory, numerical analysis, demography, mathematical economics, and dynamic programming, while its development is still proceeding rapidly as a branch of pure mathematics in its own right.

Encyclopedia of Complexity and Systems Science provides an authoritative single source for understanding and applying the concepts of complexity theory together with the tools and measures for analyzing complex systems in all fields of science and engineering.

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.

Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time.

This book is devoted to the study and optimization of spatiotem- ral stochastic processes.

Point process statistics is successfully used in fields such as material science, human epidemiology, social sciences, animal epidemiology, biology, and seismology.

In the Leibniz-Newton calculus, one learns the di?

If people do not believe that mathematics is simple, it is only because they do not realize how complicated life is.

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more.

This book is based mainly on the lecture notes that I have been using since 1993 for a course on applied probability for engineers that I teach at the Ecole Polytechnique de Montreal.

From the reviews of the First Edition: "e;This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zurich, in the spring of 1970.

Copulas are functions that join multivariate distribution functions to their one-dimensional margins.

Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common functioning of the world's financial institutions.

Most manufacturing systems are large, complex, and operate in an environment of uncertainty.

This book is a revised and expanded edition of a successful graduate and reference text.

This book focuses on two-time-scale Markov chains in discrete time.

The Theory and Practice of Revenue Management is a book that comprehensively covers theory and practice of the entire field, including both quantity and price-based RM, as well as significant coverage of supporting topics such as forecasting and economics.

"e;I know it's trivial, but I have forgotten why"e;.

Services requiring parts has become a $1.

This book is aimed at postgraduate students in applied mathematics as well as at engineering and physics students with a ?

The change-point problem has attracted many statistical researchers and practitioners during the last few decades.

Theprimarybiostatisticaltoolsinmodernmedicalresearcharesingle-outcome, multiple-predictor methods: multiple linear regression for continuous o- comes, logistic regression for binary outcomes, and the Cox proportional h- ardsmodelfortime-to-eventoutcomes.

VLSI CADhas greatly bene?

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance.

Intuitive Probability and Random Processes using MATLAB(R) is an introduction to probability and random processes that merges theory with practice.

Statistical Modeling and Analysis for Complex Data Problems treats some of today's more complex problems and it reflects some of the important research directions in the field.

Peter Kall and Janos Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization.

Exploring Probability in School provides a new perspective into research on the teaching and learning of probability.

System Modeling and Optimization is an indispensable reference for anyone interested in the recent advances in these two disciplines.

Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics.

Around the world, liberalization and privatization in the electricity industry have lead to increased competition among utilities.

This text is concerned with Bayesian learning, inference and forecasting in dynamic environments.

Univariate statistical analysis is concerned with techniques for the analysis of a single random variable.

Whyanothertextbook?

Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all ?

Probability for Statisticians is intended as a text for a one year graduate course aimed especially at students in statistics.

This is the first comprehensive account of the theory of mass transportation problems and its applications.

Least squares estimation, when used appropriately, is a powerful research tool.

Separation of signal from noise is the most fundamental problem in data analysis, and arises in many fields, for example, signal processing, econometrics, acturial science, and geostatistics.

Applying Generalized Linear Models describes how generalized linear modelling procedures can be used for statistical modelling in many different fields, without becoming lost in problems of statistical inference.

Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining.

From the reviews of the first edition: "e;.

The conference on Random Dynamical Systems took place from April 28 to May 2, 1997, in Bremen and was organized by Matthias Gundlach and Wolfgang Kliemann with the help of th'itz Colonius and Hans Crauel.