Stochastics

Despite advances in the field of geotechnical earthquake engineering, earthquakes continue to cause loss of life and property in one part of the world or another.

Devoted to the growing impact of statistical methodology and statistical computing in industry the aim of this book is to link the three components: Statistics - industry - computers.

This volume contains the papers selected for presentation at IPCO VIII, the Eighth Conference on Integer Programming and Combinatorial Optimization, Utrecht, The Netherlands, 2001.

This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems and to schedule maintenance and logistics plans.

Stats Inference Stochasic Process

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness.

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology.

Quantitative Methods in Transportation provides the most useful, simple, and advanced quantitative techniques for solving real-life transportation engineering problems.

This book introduces the concept of "e;bespoke learning"e;, a new mechanistic approach that makes it possible to generate values of an output variable at each designated value of an associated input variable.

Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models.

This second BiBoS volume surveys recent developments in the theory of stochastic processes.

This book presents a short introduction to continuous-time financial models.

This book examines information processing performed by bio-systems at all scales: from genomes, cells and proteins to cognitive and even social systems.

This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound and stimulating introduction to probability theory.

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Merida-Yucatan, Mexico.

Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop- erties of almost all sample paths of the sequences involved (strong limit theorems).

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for sequences of random variables that are strongly mixing in the sense of Rosenblatt, or absolutely regular.

Data Science: Theory and Applications, Volume 44 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of interesting topics, including Modeling extreme climatic events using the generalized extreme value distribution, Bayesian Methods in Data Science, Mathematical Modeling in Health Economic Evaluations, Data Science in Cancer Genomics, Blockchain Technology: Theory and Practice, Statistical outline of animal home ranges, an application of set estimation, Application of Data Handling Techniques to Predict Pavement Performance, Analysis of individual treatment effects for enhanced inferences in medicine, and more.

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

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This concise and up-to-date textbook provides an accessible introduction to the core concepts of nonlinear dynamics as well as its existing and potential applications.

This book presents a detailed description of the development of statistical theory.

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.

Contributions in this volume focus on computationally efficient algorithms and rigorous mathematical theories for analyzing large-scale networks.

Stochastic analysis on Riemannian manifolds without boundary has been well established.

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc.

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Since the contributions to this volume stem from very different fields, no attempt was made to find a systematic ordering.

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes.

In diesem Buch wird die deskriptive Statistik im weitesten Sinne behandelt.

Published in honor of the sixty-fifth birthday of Professor Ingram Olkin of Stanford University.

Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as the reflecting Brownian motion, devoting a chapter to Bessel processes, and moves on to function-valued solutions to SPDEs.

This volume provides a necessary, current and extensive analysis of probabilistic thinking from a number of mathematicians, mathematics educators, and psychologists.

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction - for an audience knowing basic functional analysis and measure theory but not necessarily probability theory - to analysis in a separable Hilbert space of infinite dimension.

This book provides a thorough conversation on the underpinnings of Covid-19 spread modelling by using stochastics nonlocal differential and integral operators with singular and non-singular kernels.

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One of the central problems synergetics is concerned with consists in the study of macroscopic qualitative changes of systems belonging to various disciplines such as physics, chemistry, or electrical engineering.

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance.

Nonlinearity and stochastic structural dynamics is of common interest to engineers and applied scientists belonging to many disciplines.

From the Preface.

to Stochastic Calculus for Finance A New Didactic Approach With 6 Figures 123 Prof.

By studying the ability of the Normal Tempered Stable (NTS) model to fit thestatistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models.