This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into.
Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics.
Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical research as quickly as possible.
This comprehensive textbook/reference provides an in-depth overview of the key aspects of transportation analysis, with an emphasis on modeling real transportation systems and executing the models.
The fascinating correspondence between Paul Levy and Maurice Frechet spans an extremely active period in French mathematics during the twentieth century.
This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including: * limit theorems for sums of random variables* martingales* percolation* Markov chains and electrical networks* construction of stochastic processes* Poisson point process and infinite divisibility* large deviation principles and statistical physics* Brownian motion* stochastic integral and stochastic differential equations.
The featured review of the AMS describes the author's earlier work in the field of approach spaces as, 'A landmark in the history of general topology'.
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences.
Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed.
Quality Management in Reverse Logistics intends to develop, collect, examine and evaluate a number of quality management (QM) tools and techniques, which can be applied in practice in order to understand, review and improve any closed-loop supply chain process.
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research.
Iterative Methods for Queuing and Manufacturing Systems introduces the recent advances and developments in iterative methods for solving Markovian queuing and manufacturing problems.
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives.
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives.
Learning and Generalization provides a formal mathematical theory addressing intuitive questions of the type: How does a machine learn a concept on the basis of examples?
We hope this book will make the bewildering variety of methods for estimat- ing the abundance of animal populations more accessible to the uninitiated and more coherent to the cogniscenti.
Written by Nick Bingham, Chairman and Professor of Statistics at Birkbeck College, and Rudiger Kiesel, an "e;up-and-coming"e; academic, Risk Neutrality will benefit the Springer Finance Series in many ways.
This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys- tems, signal processing, and linear algebra.
Real-time model predictive controller (MPC) implementation in active vibration control (AVC) is often rendered difficult by fast sampling speeds and extensive actuator-deformation asymmetry.
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs.
Complexity, Analysis and Control of Singular Biological Systems follows the control of real-world biological systems at both ecological and phyisological levels concentrating on the application of now-extensively-investigated singular system theory.
Recent Advances in System Reliability discusses developments in modern reliability theory such as signatures, multi-state systems and statistical inference.
Dimensional metrology is an essential part of modern manufacturing technologies, but the basic theories and measurement methods are no longer sufficient for today's digitized systems.
Semantics of Parallelism is the only book which provides a unified treatment of the non-interleaving approach to process semantics (as opposed to the interleaving approach of the process algebraists).
Randomized Algorithms discusses two problems of fine pedigree: counting and generation, both of which are of fundamental importance to discrete mathematics and probability.
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student.
Over the past decades, although stochastic system control has been studied intensively within the field of control engineering, all the modelling and control strategies developed so far have concentrated on the performance of one or two output properties of the system.
Developed from a set of lecture notes by Professor Kamen and since developed and refined by both authors, this introductory yet comprehensive study is a prime example in its field.
