Probability and statistics Books

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in...

New ideas on the mathematical foundations of quantum mechanics, related to the theory of quantum measurement, as well as the emergence of quantum optics, quantum electronics and optical communications have shown that the...

Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic...

Yet another introduction to rough paths.- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type.- Non-monotone convergence in the quadratic Wasserstein distance.- On the equation = #x002A;.- Shabat...

Data Analysis, Data Handling and Business Intelligence are research areas at the intersection of computer science, artificial intelligence, mathematics, and statistics. They cover general methods and techniques that can be applied to a vast set of...

This volume contains selected papers presented at two joint German-Japanese symposia on data analysis and related elds. The articles substantially extend and further develop material presented at the two symposia organized on...

Bachelorarbeit aus dem Jahr 2008 im Fachbereich Mathematik - Stochastik, Note: 1,7, Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau, Sprache: Deutsch, Abstract: Aktienkurse sind von großer Unsicherheit geprägt, da genaue Vorhersagen...

Thesis (M.A.) from the year 1999 in the subject Mathematics - Statistics, grade: Passed, RMIT, course: MAppSc, language: English, abstract: This thesis considers both univariate and multivariate approaches to the analysis of a set of repeated-measures...

Morphometrics is concerned with the study of variations and change in the form (size and shape) of organisms or objects adding a quantitative element to descriptions and thereby facilitating the comparison of different objects...

Managing uncertainty in new product development projects for improved valuation and decision making is one of the most complex and challenging problems in operations management. It is important for any corporation depending on...

The Lecture Notes collect seven mini-courses presented at the 5th Prague Summer School on Mathematical Statistical Physics that took placeduringtwoweeksofSeptember2006.Aswithprecedingschools,it was aimed at PhD students and...

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such...

Bohmian Mechanics was formulated in 1952 by David Bohm as a complete theory of quantum phenomena based on a particle picture. It was promoted some decades later by John S. Bell, who, intrigued by the manifestly nonlocal...

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative...

Intended for anyone needing to apply statistical analysis to a large variety of science and engineering problems, this book shows how to use SPSS, MATLAB, STATISTICA and R for data description, statistical inference,...

Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood...

This book offers a detailed application guide to XploRe - an interactive statistical computing environment. As a guide it contains case studies of real data analysis situations. It helps the beginner in statistical data...

This book collects many helpful techniques for obtaining regularity results for solutions of nonlinear systems of partial differential equations. These are applied in various cases to provide useful examples and relevant...

This volume contains a selection of papers presented at the Seven~h Confer­ ence of the International Federation of Classification Societies (IFCS-2000), which was held in Namur, Belgium, July 11-14,2000. From the originally...

This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified? What is the small...

The monograph is devoted mainly to the analytical study of the differential, pseudo-differential and stochastic evolution equations describing the transition probabilities of various Markov processes. These include (i)...

This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given...

To make full use of the ever increasing hardware capabilities of modern com­ puters, it is necessary to speedily enhance the performance and reliability of the software as well, and often without having a suitable mathematical...

Meeting the needs of scientists - whether mathematicians, physicists, chemists or engineers --in terms of symbolic computation, this book allows them to quickly locate the method they require for the precise problem they are...

A novel methodology is put forward in this book, which empowers researchers to investigate and identify potential spatial processes among a set of regions. Spatial processes and their underlying functional spatial relationships...

It is generally accepted that training in statistics must include some exposure to the mechanics of computational statistics. This learning guide is intended for beginners in computer-aided statistical data analysis. The...

This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important...

This monograph serves as a self-contained introduction to Nevanlinna's theory of value distribution as well as a valuable reference for research specialists. Authors present, for the first time in book form, the most modern and...

This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second...

This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving...

Introduction Model theorists have often joked in recent years that the part of mathemat­ ical logic known as "pure model theory" (or stability theory), as opposed to the older and more traditional "model theory applied to...

These notes are devoted to a systematic study of developing the Tomita-Takesaki theory for von Neumann algebras in unbounded operator algebras called O*-algebras and to its applications to quantum physics. The notions of...

The first systematic, self-contained presentation of a theory of arbitrary order ODEs with unbounded operator coefficients in a Hilbert or Banach space. Developed over the last 10 years by the authors, it deals with conditions...

This book has been long awaited in the "interacting particle systems" community. Begun by Claude Kipnis before his untimely death, it was completed by Claudio Landim, his most brilliant student and collaborator. It presents the...

Cryptography is one of the most active areas in current mathematics research and applications. This book focuses on cryptography along with two related areas: the study of probabilistic proof systems, and the theory of...

International Federation of Classification Societies The International Federation of Classification Societies (lFCS) is an agency for the dissemination of technical and scientific information concerning classification and...

Knowledge Spaces offers a rigorous mathematical foundation for various practical systems of knowledge assessment, applied to real and simulated data. The systematic presentation extends research results to new situations, as...

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of...

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized...

The axiomatic foundations of the Bayesian approach to decision making assurne precision in the decision maker's judgements. In practicc, dccision makers often provide only partial and/or doubtful information. We unify and...

This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a...

A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions...

This volume presents papers from the 2nd Scandinavian Workshop on Algorithm Theory. The contributions describe original research on algorithms and data structures, in all areas, including combinatorics, computational geometry,...

In this book the consequent use of probability theory is proposed for handling uncertainty in expert systems. It is shown that methods violating this suggestion may have dangerous consequences (e.g., the Dempster-Shafer rule...