Stochastics

This book focuses on target tracking and information fusion with random finite sets. Both principles and implementations have been addressed, with ...

Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements ove...

The second edition of this book illuminates the fundamental principle and applications of probability-based multi-objective optimization for materi...

Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, a...

This book covers major measure theory topics with a fairly extensive study of their applications to probability and analysis. It begins by demonstr...

This book focuses on research in linear algebra, statistics, matrices, graphs and their applications. Many chapters in the book feature new finding...

Discrete stochastic models are tools that allow us to understand, control, and optimize engineering systems and processes. This book provides real-...

This book provides a general presentation of knowledge and methods in mathematical modelling and simulation of individual plants. The chapters main...

This book explains the importance of using the probability that the hypothesis is correct (PHC), an intuitive measure that anyone can understand, a...

This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Marko...

This open-access proceedings volume brings selected, peer-reviewed contributions presented at the Fourth Stochastic Transport in Upper Ocean Dynami...

The International Encyclopedia of Statistical Science stands as a monumental effort to enrich statistics education globally, particularly in region...

This book introduces the concept of bespoke learning, a new mechanistic approach that makes it possible to generate values of an output variable at...

This book provides an accessible yet rigorous first reference for readers interested in learning how to model and analyze cellular network performa...

This monograph explores the interdisciplinary applications of information theory, focusing on the concepts of entropy, mutual information, and thei...

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probabili...

This book contains contributions from the participants of the international conference Foundations of Modern Statistics which took place at Weierst...

Dieses Lehrbuch deckt die wichtigsten Konzepte und Formeln der Wahrscheinlichkeitsrechnung ab und möchte für deren Schönheit begeistern. Es stellt ...

This book covers the latest advancements and applications of nonlinear dynamics in various fields of science and engineering, presenting a curated ...

This thesis advances our understanding of how thermal anisotropy can be exploited to extract work through a mechanism that is quite distinct from t...

This concise textbook, fashioned along the syllabus for masters and Ph.D. programmes, covers basic results on discrete-time martingales and applica...

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.  The authors foc...

This book of selected works exhibits a significant part of Carlos A. Coelhos research activity in multivariate statistics, focusing on topics relat...

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around ...

This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-orien...

This open access book focuses on the Ginibre ensembles that are non-Hermitian random matrices proposed by Ginibre in 1965. Since that time, they ha...

This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approac...

This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia ...

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to ort...

This volume provides an overview of two of the most important examples of interacting particle systems, the contact process, and the voter model, a...

This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many example...

The Monte Carlo method, largely the brainchild of Stanislaw Ulam and first implemented by John von Neumann, depends upon the use of digital compute...

This book is devoted to real analysis methods for the problem of constructing Markov processes with boundary conditions in probability theory. Anal...

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is...

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the cl...

Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Y...

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures me...

Starting with the Shannon-Wiener approach to mathematical information theory, allowing a mathematical measurement of an amount of information, the ...

Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applicati...

Dieses Buch ist eine Einführung in die Variationsrechnung, die das Ziel hat, reellwertige Funktionale zu minimieren oder zu maximieren. Die Funktio...

Based on a two-semester course aimed at illustrating various interactions of pure mathematics with other sciences, such as hydrodynamics, thermodyn...

This book, the sixth of 15 related monographs, discusses singularity and networks of equilibriums and 1-diemsnional flows in product quadratic and ...

The 20 papers contained in this volume span the areas of mathematical physics, dynamical systems, and probability. Yakov Sinai is one of the most i...

This book is the seventh of 15 related monographs, concerns nonlinear dynamics and singularity of cubic dynamical systems possessing a product-cubi...

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability di...