The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics.
In this book, the author announces the class of problems called "e;entropy of knots"e; and gives an overview of modern physical applications of existing topological invariants.
Written by one of the top most statisticians with experience in diverse fields of applications of statistics, the book deals with the philosophical and methodological aspects of information technology, collection and analysis of data to provide insight into a problem, whether it is scientific research, policy making by government or decision making in our daily lives.
This book communicates some contemporary mathematical and statistical developments in river basin hydrology as they pertain to space-time rainfall, spatial landform and network structures and their role in understanding averages and fluctuations in the hydrologic water balance of river basins.
The school held at Villa Marigola, Lerici, Italy, in July 1997 was very much an educational experiment aimed not just at teaching a new generation of students the latest developments in computer simulation methods and theory, but also at bringing together researchers from the condensed matter computer simulation community, the biophysical chemistry community and the quantum dynamics community to confront the shared problem: the development of methods to treat the dynamics of quantum condensed phase systems.
This book describes adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples.
Methods of nonlinear time series analysis are discussed from a dynamical systems perspective on the one hand, and from a statistical perspective on the other.
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering.
Information Theory is studied from the following view points: (1) the theory of entropy as amount of information; (2) the mathematical structure of information sources (probability measures); and (3) the theory of information channels.
This research monograph on circular data analysis covers some recent advances in the field, besides providing a brief introduction to, and a review of, existing methods and models.
The organization of this study guide parallels that of Cheng F Lee's Statistics for Business and Financial Economics, providing a comprehensive treatment of every chapter.
Written by two top statisticians with experience in teaching matrix methods for applications in statistics, econometrics and related areas, this book provides a comprehensive treatment of the latest techniques in matrix algebra.
AIDS (autoimmune deficiency syndrome) is a devastating human disease caused by HIV, a human immunodeficiency virus, which may be transmitted by either sexual or other contacts in which body fluids are exchanged.
This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems.
Originally published in 1986, this book consists of 100 problems in probability and statistics, together with solutions and, most importantly, extensive notes on the solutions.
Over the last decade the theory of quantum information has developed into an important and active research area in mathematics, physics and other fields of science.
This book provides a rigorous, comprehensive introduction to the finite Markov chain imbedding technique for studying the distributions of runs and patterns from a unified and intuitive viewpoint, away from the lines of traditional combinatorics.
In this volume, leading experts in experimental as well as theoretical physics (both classical and quantum) and probability theory give their views on many intriguing (and still mysterious) problems regarding the probabilistic foundations of physics.
This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and stochastic differential equations.
This book contains several new or unpublished tables, such as one on the significance of the correlation coefficient r, one giving the percentiles of the E2 statistic for monotonic variation (with two structural models of variation), an extensive table for the number-of-runs test, three tables for the binomial sum of probabilities, and a table of coefficients for the re-conversion of orthogonal polynomials.
This invaluable book consists of 16 chapters written by some of the most notable researchers in the field of quantum Monte Carlo, highlighting the advances made since Lester Jr.
The problem of extending ideas and results on the dynamics of infinite classical lattice systems to the quantum domain naturally arises in different branches of physics (nonequilibrium statistical mechanics, quantum optics, solid state, .
This book is a collection of selected refereed papers presented at the International Conference on Statistics, Combinatorics and Related Areas, and the Eighth International Conference of the Forum for Interdisciplinary Mathematics.
This volume includes new topics such as the stochastic limit approach to nonequilibrium states, a new algebraic approach to relativistic nonequilibrium local states, classical and quantum features of weak chaos, transports in quantum billiards, the Welcher-Weg puzzle with a decaying atom, and the topics related to the quantum Zeno effect.
This book contains extended versions of 34 carefully selected and reviewed papers presented at the Third International Conference on Mathematical Methods in Reliability, held in Trondheim, Norway in 2002.
This book provides a multi-level introduction to Bayesian reasoning (as opposed to "e;conventional statistics"e;) and its applications to data analysis.
Masafumi Akahira and Kei Takeuchi have collaborated in research on mathematical statistics for nearly thirty years and have published many articles and papers.