This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function.
This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries.
This volume, inspired by and dedicated to the work of pioneering investment analyst, Jack Treynor, addresses the issues of portfolio risk and return and how investment portfolios are measured.
This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.
This is a comprehensive survey on the research on the parabolic Anderson model - the heat equation with random potential or the random walk in random potential - of the years 1990 - 2015.
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014.
This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables.
Presenting an analysis of different approaches for predicting the service life of buildings, this monograph discusses various statistical tools and mathematical models, some of which have rarely been applied to the field.
In the first book of its kind, Turnbull traces the development and implementation of actuarial ideas, from the conception of Equitable Life in the mid-18th century to the start of the 21st century.
Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers.
This book gathers carefully selected works in Mathematical Economics, on myriad topics including General Equilibrium, Game Theory, Economic Growth, Welfare, Social Choice Theory, Finance.
This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties.
This authored monograph supplies empirical evidence for the Bayesian brain hypothesis by modeling event-related potentials (ERP) of the human electroencephalogram (EEG) during successive trials in cognitive tasks.
This book presents lecture notes from the XVI 'Jacques-Louis Lions' Spanish-French School on Numerical Simulation in Physics and Engineering, held in Pamplona (Navarra, Spain) in September 2014.
The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields.
The book considers foundational thinking in quantum theory, focusing on the role the fundamental principles and principle thinking there, including thinking that leads to the invention of new principles, which is, the book contends, one of the ultimate achievements of theoretical thinking in physics and beyond.
This book analyses quantitative open source software (OSS)reliability assessment and its applications, focusing on three major topicareas: the Fundamentals of OSS Quality/Reliability Measurement and Assessment;the Practical Applications of OSS Reliability Modelling; and RecentDevelopments in OSS Reliability Modelling.
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain (http://branching.
This book presents state-of-the-art results and methodologies in modern global optimization, and has been a staple reference for researchers, engineers, advanced students (also in applied mathematics), and practitioners in various fields of engineering.
This book is the fourth in a multidisciplinary series which brings together leading researchers in the STEAM-H disciplines (Science, Technology, Engineering, Agriculture, Mathematics and Health) to present their perspective on advances in their own specific fields, and to generate a genuinely interdisciplinary collaboration that transcends parochial subject-matter boundaries.
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering.
This book introduces methods of robust optimization in multivariateadaptive regression splines (MARS) and Conic MARS in order to handleuncertainty and non-linearity.
Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject.
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Computational Literacy for the Humanities provides an introduction to mathematics and programming that is specifically designed for use by those engaged in the humanities.
Focused on efficient simulation-driven multi-fidelity optimization techniques, this monograph on simulation-driven optimization covers simulations utilizing physics-based low-fidelity models, often based on coarse-discretization simulations or other types of simplified physics representations, such as analytical models.
Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields.
Focusingon five main groups of interdisciplinary problems, this book covers a widerange of topics in mathematical modeling, computational science and appliedmathematics.
This book is a collection of selected papers presented at the 10thInternational Conference on Scientific Computing in Electrical Engineering(SCEE), held in Wuppertal, Germany in 2014.
This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013.
Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;asset-liability management; securitization, hedging, and investment strategies.
This book provides an in-depth analysis of investment problems pertaining to electric energy infrastructure, including both generation and transmission facilities.
This contributed volume explores the achievements gained and the remaining puzzling questions by applying dynamical systems theory to the linguistic inquiry.
