Probability and statistics

The following topical subjects were discussed: quantum stochastic calculus; unbounded quantum dynamical system; the principles of nonstandard analysis that are fundamental to an understanding of a modern approach to stochastic analysis on fractals; Brownian motion on nested fractals; stable processes; stochastic modelling of sexually transmitted diseases.

The main topics covered in this proceedings include: Interacting Particle Systems, Markov Processes and Potential Theory, Random Fields, Stochastic Analysis, Large Deviation Theory, Fractals and Superprocesses; Nonparametric Analysis, Robust Analysis, Multivariate Analysis, The Projection Pursuit, The Jackknife, Time Series, Linear Model, Regression and Limit Theorems.

The aim of the Workshop was to bring together scientists involved in approaching topical problems in mathematical physics by probabilistic methods.

The symposium discusses and explores the current and future development of some aspects of the theory of nonlinear control systems, adaptive control and filtering, robust control and Hinfinity optimization, stochastic systems and white noise analysis, etc.

The purpose of the workshop was to bring together researchers working in a broad spectrum of nonstationary stochastic processes to present their findings and techniques for analyzing the growing field of nonstationary stochastic processes.

This book presents the current status and research trends in Stochastic Analysis.

This volume provides an overview of the current state and future developments of Monte Carlo simulation and related tools and methods used in high energy physics and nuclear physics.

These proceedings contain both general expository papers and research announcements in several active areas of probability and statistics.

This book collects and compares the results - mostly strong theorems which describe the properties of a simple symmetric random walk.

This volume contains a selection of papers on recent developments in fields such as stochastic processes, multivariate data analysis and stochastic models in operations research, earth and life sciences and information theory, from an applicative perspective.

As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related.

This is a collection of refereed papers presented at the 4th International Conference on Mathematical Population Dynamics.

This proceedings volume reflects the current interest - especially of researchers in the Asia-Pacific region - in probability theory and related theory of analysis and statistics.

This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes.

Prediction of traffic (like weather forecast), its planning and control are counted among the great scientific and technological challenges.

The volume contains 46 papers presented at the Seventh Symposium in Tokyo.

This book provides an excellent overview of current developments in a wide range of topics in biomathematics, such as population dynamics, neural networks, fishery markets, transmission of infectious diseases, genetic analysis, biostatistics and biomechanics.

This proceedings volume contains three invited papers and 93 contributed papers.

The International Conference on the Progress in Statistical Physics was held in commemoration of Professor Choh, who is renowned for his seminal contribution to the kinetic theory of non-dilute fluids, well known as the Choh-Uhlenbeck equation.

An overview of the asymptotic theory of optimal nonparametric tests is presented in this book.

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models.

Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments.

The purpose of this book is to present systematically all known mathematical results on Gibbs measures on Cayley trees (Bethe lattices).

The classical optimal control theory deals with the determination of an optimal control that optimizes the criterion subjects to the dynamic constraint expressing the evolution of the system state under the influence of control variables.

This book provides a systematic mathematical analysis of entropy and stochastic processes, especially Gaussian processes, and its applications to information theory.

Quantum Probability and Related Topics is a series of volumes based on materials discussed in the various QP conferences.

Quantum Probability and Related Topics is a series of volumes based on material discussed at the various QP conferences.

This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity.

Patterns are becoming the focal point of many areas of scientific endeavour in recent years owing to the progress of computer science, laboratory experiments and observations, and analytical tools.

Random evolution denotes a class of stochastic processes which evolve according to a rule which varies in time according to jumps.

This volume contains several surveys of important developments in quantum probability.

Non-analogue Monte Carlo methods are useful when the direct simulation techniques are insufficient.

At a moderately advanced level, this book seeks to cover the areas of clustering and related methods of data analysis where major advances are being made.

This volume is the first in the new series Nonlinear Time Series and Chaos.

The book is a comprehensive treatment of classical and modern ruin probability theory.

The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method.

This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al.

This book provides a unified exposition of local-stereological methods developed within the last 15 years.

This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.

This book presents a unified treatment of the mechanics of mixtures of several constituents within the context of continuum mechanics.

This monograph defines the notion of a "e;system"e; by reference to those systems which exhibit goal-oriented behavior and utilize the notion of decision making and controls.

This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.

The author's previous book, Random Walk in Random and Non-Random Environments, was devoted to the investigation of the Brownian motion of a simple particle.

This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics.

In applied and pure sciences, the structural properties of groups are increasingly utilised to find better solutions in statistical sciences.

This book of lecture notes contains theoretical background material required for computer generation of random fields, which is of interest in various fields of applied mathematics.

Quantum Probability and Related Topics is a series of volumes whose goal is to provide a picture of the state of the art in this rapidly growing field where classical probability, quantum physics and functional analysis merge together in an original synthesis which, for 20 years, has been enriching these three areas with new ideas, techniques and results.