Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology.
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies.
Data Science: A First Introduction with Python focuses on using the Python programming language in Jupyter notebooks to perform data manipulation and cleaning, create effective visualizations, and extract insights from data using classification, regression, clustering, and inference.
This book presents the R software environment as a key tool for oceanographic computations and provides a rationale for using R over the more widely-used tools of the field such as MATLAB.
This textbook offers an accessible and comprehensive overview of statistical estimation and inference that reflects current trends in statistical research.
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems.
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.
This easy-to-follow applied book on semiparametric regression methods using R is intended to close the gap between the available methodology and its use in practice.
This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment.
This book presents the R software environment as a key tool for oceanographic computations and provides a rationale for using R over the more widely-used tools of the field such as MATLAB.
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies.
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations.
This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability.
This textbook for courses on function data analysis and shape data analysis describes how to define, compare, and mathematically represent shapes, with a focus on statistical modeling and inference.
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them.
This text is an introduction to harmonic analysis on symmetric spaces, focusing on advanced topics such as higher rank spaces, positive definite matrix space and generalizations.
The revised second edition of this textbook provides the reader with a solid foundation in probability theory and statistics as applied to the physical sciences, engineering and related fields.
This monograph on measurement error and misclassification covers a broad range of problems and emphasizes unique features in modeling and analyzing problems arising from medical research and epidemiological studies.
This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus.
This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis.
This book offers a relatively self-contained presentation of the fundamental results in categorical data analysis, which plays a central role among the statistical techniques applied in the social, political and behavioral sciences, as well as in marketing and medical and biological research.
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
This book is unique in covering a wide range of design and analysis issues in genetic studies of rare variants, taking advantage of collaboration of the editors with many experts in the field through large-scale international consortia including the UK10K Project, GO-T2D and T2D-GENES.
This volume is a collection of chapters covering the latest developments in applications of financial mathematics and statistics to topics in energy, commodity financial markets and environmental economics.
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering.
This is the first book in longitudinal categorical data analysis with parametric correlation models developed based on dynamic relationships among repeated categorical responses.
The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation.
This book covers some biostatistical methods and several case studies useful to interpret and analyze dental research in the areas of orofacial pain and temporomandibular disorders.
This book introduces "e;Astrostatistics"e; as a subject in its own right with rewarding examples, including work by the authors with galaxy and Gamma Ray Burst data to engage the reader.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences.
This SpringerBrief reviews current home fire sprinkler system costs in one- and two-family dwellings, mobile homes, and multifamily residential buildings up to four stories.
