Stochastics

This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII.

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing.

This book explains and illustrates recent developments and advances in decision-making and risk analysis.

The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions and their applications to the evolutionary stochastic systems in random media, and also to present some new trends in the theory of random evolutions and their applications.

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

C-XSC is a tool for the development of numerical algorithms delivering highly accurate and automatically verified results.

L-System Fractals covers all the fundamental aspects of generating fractals through L-system.

These notes were written as a result of my having taught a "e;nonmeasure theoretic"e; course in probability and stochastic processes a few times at the Weizmann Institute in Israel.

This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "e;nonstandard analysis.

Facing rapidly growing challenges in empirical research, this volume presents a selection of new methods and approaches in the field of Exploratory Data Analysis.

This up-to-date overview of Bayesian nonparametric statistics provides both an introduction to the field and coverage of recent research topics, including deep neural networks, high-dimensional models and multiple testing, Bernstein-von Mises theorems and variational Bayes approximations, many of which have previously only been accessible through research articles.

Project planning, scheduling, and control are regularly used in business and the service sector of an economy to accomplish outcomes with limited resources under critical time constraints.

The book deals with some of the fundamental issues of risk assessment in grid computing environments.

This graduate textbook provides an alternative to discrete event simulation.

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di?

Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry.

This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio.

Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks.

Stochastic switching systems represent an interesting class of systems that can be used to model a variety of systems having abrupt random changes in their dynamics.

This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior.

Therandom-clustermodelwasinventedbyCees[Kees]FortuinandPietKasteleyn around 1969 as a uni?

This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology.

This book is meant to be a practical introduction into the use of probability and statistics in experimental physics for advanced undergraduate students and for graduate students.

Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays.

Masatoshi Fukushima is one of the most influential probabilists of our times.

This book is specially designed to refresh and elevate the level of understanding of the foundational background in probability and distributional theory required to be successful in a graduate-level statistics program.

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications.

Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths.

International experts from around the globe present a rich variety of intriguing developments in time series analysis in hydrology and environmental engineering.

This is the second edition of Linear Models for Multivariate, Time Series and Spatial Data.

This book provides a contemporary treatment of the problems related to anomalous diffusion and anomalous relaxation.

This book constructs input finite dimensional (FD) models that are amendable for numerical calculations and provides accurate representations for responses of dynamical systems to these inputs, i.

This book deals with neutral particle flow in a stochastic mixture consisting of two or more immiscible fluids.

The book provides a self-contained treatment of stochastic finite element methods.

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

At what level of physical existence does "e;quantum behavior"e; begin?

in die Statistik 5.

A beginner s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics.

Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations.