The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains fo...Loe edasi...
Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classif...Loe edasi...
(Ilmumisaeg: 02-Jul-2024, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031579226)
This book presents fundamental relations between random walks on graphs and field theories of mathematical physics. Such relations have been explored for several decades and remain a rapidly developing research area in probability theory.Th...Loe edasi...
This book describes extensions of Sudakovs classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of th...Loe edasi...
(Ilmumisaeg: 15-Mar-2024, Paperback / softback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783662669129)
This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes.Measure-valued branching processes arise as high density limits of branching particle...Loe edasi...
(Ilmumisaeg: 07-Dec-2023, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031454639)
Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing, electrical engineering, and information theory. Later in the 1960s, it evolved into an automatic classif...Loe edasi...
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium...Loe edasi...
Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
Sari: Probability Theory and Stochastic Modelling
(Ilmumisaeg: 18-May-2023, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031311482)
This book describes extensions of Sudakovs classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of th...Loe edasi...
(Ilmumisaeg: 14-Mar-2023, Hardback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783662669099)
This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes.Measure-valued branching processes arise as high density limits of branching particle...Loe edasi...
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and op...Loe edasi...
(Ilmumisaeg: 31-Jul-2022, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031086625)
This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasispecies equation, a general non-linear equation which describes the mutation-selection equilibrium...Loe edasi...
This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The f...Loe edasi...
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains fo...Loe edasi...
This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to devel...Loe edasi...
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much...Loe edasi...
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and op...Loe edasi...
This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The f...Loe edasi...
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probabil...Loe edasi...
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains fo...Loe edasi...
This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of point process calculus, the martingale calculus and the Palm calculus, it aims to devel...Loe edasi...
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much...Loe edasi...
(Ilmumisaeg: 19-Sep-2020, Paperback / softback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783662599051)
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expecta...Loe edasi...
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probabil...Loe edasi...
(Ilmumisaeg: 19-Sep-2019, Hardback, Kirjastus: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, ISBN-13: 9783662599020)
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expecta...Loe edasi...
(Ilmumisaeg: 11-Aug-2019, Hardback, Kirjastus: Springer-Verlag New York Inc., ISBN-13: 9781493995776)
This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantit...Loe edasi...
Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.Researchers and graduate student in probability theory will find this book very usef...Loe edasi...
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effe...Loe edasi...
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.The emphasis lies on se...Loe edasi...
(Ilmumisaeg: 10-Dec-2019, Paperback / softback, Kirjastus: Springer-Verlag New York Inc., ISBN-13: 9781493993994)
The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;...Loe edasi...
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Sari: Probability Theory and Stochastic Modelling
(Ilmumisaeg: 12-Nov-2018, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783319941288)
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applic...Loe edasi...
