Probability and statistics Books

A mathematician who has taken the romantic decision to devote himself to biology will doubtlessly look upon cell kinetics as the most simple and natural field of application for his knowledge and skills. Indeed, the thesaurus...

This volume, the fourth of the quantum probability series, collects part of the contributions to the Year of Quantum Probability organized by the Volterra Center of University of Rome II. The intensive communication among...

The latest in this series of Oberwolfach conferences focussed on the interplay between structural probability theory and various other areas of pure and applied mathematics such as Tauberian theory, infinite-dimensional...

Branching Programs are, besides Boolean circuits, the most important nonuniform model of computation. This volume gives a survey of the latest research in this field. It presents a branching program-based approach to complexity...

Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: -...

This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

In gratefuZ remerribrance of Marston Morse and John von Neumann This text formed the basis of an optional course of lectures I gave in German at the Swiss Federal Institute of Technology (ETH), Zlirich, during the ...

The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was...

The monograph is addressed to researchers in the field of geometric theory of infinite dimensional systems. The author uses basic concepts of the infinite dimensional system theory, approximate controllability, initial...

Lévy processes, that is, processes in continuous time with stationary and independent increments, form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence,...

Der anwendungsorientierte Zugang zur mathematischen Theorie der Daten und des Zufalls, ausgehend von den Phänomenen des Alltags bis hinein in die axiomatische Theorie der Wahrscheinlichkeit. Die Autoren gestalten Konzepte der...

This volume presents a selection of new methods and approaches in the field of Exploratory Data Analysis. The reader will find numerous ideas and examples for cross disciplinary applications of classification and data analysis...

Markov Chains are widely used as stochastic models to study a broad spectrum of system performance and dependability characteristics. This monograph is devoted to compositional specification and analysis of Markov chains.Based...

"This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to...

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for...

From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic sources and channels with arbitrarily large alphabets. Even...

This research monograph deals with fast stochastic simulation based on im­ portance sampling (IS) principles and some of its applications. It is in large part devoted to an adaptive form of IS that has proved to be effective in...

This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops...

The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the...

Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importantly, we have to maintain...

Statistik interaktiv! ist eine multimediale Lerneinheit zur Grundausbildung Statistik. Inhalt ist die deskriptive Statistik. Eine authentische Videogeschichte führt den Anwender problemorientiert durch die Lektionen, von den...

Vingt cinq articles ont été sélectionnés pour leur intérêt historique et scientifique des 14 premiers volumes du Séminaire de Probabilités, tous épuisés.

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible,...

This volume represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 2000) which was held at Hong Kong Baptist Uni­ versity from...

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces,...

Gaussian linear modelling cannot address current signal processing demands. In moderncontexts,suchasIndependentComponentAnalysis(ICA),progresshasbeen made speci?cally by imposing non-Gaussian and/or non-linear assumptions...

The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space, developed to provide a probabilistic proof to Hörmander's sum of squares theorem but has found a range of applications in stochastic...

A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and...

It is a great privilege and pleasure to write a foreword for a book honor­ ing Wolfgang Gaul on the occasion of his sixtieth birthday. Wolfgang Gaul is currently Professor of Business Administration and Management Science and...

Develops the full power of the least-squares method Enables engineers and scientists to apply the method to their specific problem Deals with linear as well as with non-linear least-squares, parametric as well as...

In probability and statistics we often have to estimate probabilities and parameters in probability distributions using a random sample. Instead of using a point estimate calculated from the data we propose using fuzzy numbers...

This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the...

This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the...

The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview...

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and...

The volume presents innovations in data analysis and classification and gives an overview of the state of the art in these scientific fields and applications. Areas that receive considerable attention in the book are...

This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a...

Memetic algorithms are evolutionary algorithms that apply a local search process to refine solutions to hard problems. Memetic algorithms are the subject of intense scientific research and have been successfully applied to a...

Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any...

The Israeli GAFA seminar (on Geometric Aspect of Functional Analysis) during the years 2002-2003 follows the long tradition of the previous volumes. It reflects the general trends of the theory. Most of the papers deal with...

This volumeaddressestheissueofuncertaintyincivilengineeringfromdesign toconstruction. Failures do occur in practice. Attributing them to a residual risk or a faulty execution of the projectdoesnotproperlycover the range of...

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation...

Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book.Puts into book format a series of major results...

Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals,...