Probability and statistics Books

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a...

This fully revised third edition introduces geostatistics by emphasising the multivariate aspects for scientists, engineers and statisticians. Geostatistics offers a variety of models, methods and techniques for the...

The authors describe the important generalization of the original Weil conjectures, as given by P. Deligne in his fundamental paper "La conjecture de Weil II". The authors follow the important and beautiful methods of Laumon...

Forschungsarbeit aus dem Jahr 2010 im Fachbereich Mathematik - Statistik, Note: 1,3, Internationales Hochschulinstitut Zittau, Sprache: Deutsch, Abstract: Die grenzüberschreitende Tätigkeit von Unternehmen stellt in der heutigen Zeit kein besonderes...

Master's Thesis from the year 2008 in the subject Mathematics - Statistics, grade: Passed, RMIT (RMIT), course: Master of Engineering (systems engineering), language: English, abstract: This thesis investigates the effect of ideology on the survival...

From the reviews: " A unique and fascinating blend, which is shown to be useful for a variety of applications, including robotics, geometrical optics, computer animation, and geometric design. The contents of the book are...

I had mixed feelings when I thought how I should prepare the book for the second edition. It was clear to me that I had to correct all mistakes and misprints that were found in the book during the life of the first edition...

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced...

The random-cluster model has emerged as a key tool in the mathematical study of ferromagnetism. It may be viewed as an extension of percolation to include Ising and Potts models, and its analysis is a mix of arguments from...

This text presents notions and ideas at the foundations of a statistical treatment of risks. The focus is on statistical applications within the field of engineering risk and safety analysis. Coverage includes Bayesian methods...

Discusses in the practical and theoretical aspects of one-period asset allocation, i.e. market Modeling, invariants estimation, portfolia evaluation, and portfolio optimization in the prexence of estimation risk The book is...

This book provides a new grade methodology for intelligent data analysis. It introduces a specific infrastructure of concepts needed to describe data analysis models and methods. This monograph is the only book presently...

A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a new chapter devoted to volatility risk The theme...

Der Teil 2 dieses Standardwerkes behandelt - aufbauend auf den Grundlagen des ersten Bandes - die numerischen Methoden und deren Anwendung in den Ingenieurwissenschaften . Eine Fülle von Algorithmen und Einschließungssätzen...

This volume is the record of lectures delivered at the Conference on Mathematical System Theory during the summer of 1975. The conference was held at the International Centre for Mechanical Sciences in Udine, Italy, and was...

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to...

The advent of the high-speed computer with its enormous storage capabilities enabled statisticians as well as researchers from the different topics of life sciences to apply mul­ tivariate statistical procedures to large data...

This book focuses on the application and development of information geometric methods in the analysis, classification and retrieval of images and signals. It provides introductory chapters to help those new to information geometry and applies the theory...

This Festschrift resulted from a workshop on "Advanced Modelling in Mathematical Finance" held in honour of Ernst Eberlein's 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop,...

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a "theorem-proof" format, it shows concrete...

This book provides insights into important new developments in the area of statistical quality control and critically discusses methods used in on-line and off-line statistical quality control.The book is divided into three parts: Part I covers...

1. Introduction.- Part I: The background of the Measurement Uncertainty.- 2. Measurements.- 3. Mathematical Methods to handle Measurement Uncertainty.- 4. A first, preliminary example.- Part II: The mathematical Theory of the Evidence.- 5. Introduction:...

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate...

Introduction.- Analytic preliminaries.- The de Branges spaces B(E) and H(A).- Three extension problems.- Spectral functions for ci problems.- Inverse spectral problems.- Generalizations.- Real and symmetric constraints...

This book is comprised of the presentations delivered at the 25th ICSA Applied Statistics Symposium held at the Hyatt Regency Atlanta, on June 12-15, 2016. This symposium attracted more than 700 statisticians and data scientists working in academia,...

This textbook for graduate students in statistics, data science, and public health deals with the practical challenges that come with big, complex, and dynamic data. It presents a scientific roadmap to translate real-world data science...

This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing...

This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications...

This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography,...

The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities,...

The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept...

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need...

This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered.It will be of interest to probability...

This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large...

Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book...

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the...

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and...

An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum points of view and stimulate further research in their unification. This is...

This two-volume set, LNCS 15346 and LNCS 15347, constitutes the proceedings of the 25th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2024, held in Valencia, Spain, during November 20-22, 2024. The 86 full...