This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculusand on to applications in finance, statistics, and risk. With clarity and breadth, it develops...Loe edasi...
This book offers a clear and accessible pathway into information geometry for advanced undergraduate and graduate students. Readers will be guided from the fundamentals of topology and differentiable manifolds to the more advanced concepts of probab...Loe edasi...
Over the course of his distinguished career, Robert Strichartz (1943-2021) had a substantial impact on the field of analysis with his deep, original results in classical harmonic, functional, and spectral analysis, and in the newly developed analysi...Loe edasi...
This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robu...Loe edasi...
This self-contained book is the first of a two-volume set providing a thorough introduction to quantitative finance, covering both theoretical and computational methods. This volume covers stochastic analysis, option pricing theory, optimal portfo...Loe edasi...
Sari: Cambridge Series in Statistical and Probabilistic Mathematics
(Ilmumisaeg: 30-Jun-2026, Hardback, Kirjastus: Cambridge University Press, ISBN-13: 9781009651721)
This text explains how to build and analyze plausible models for random networks, and how to use statistics for validating such models, for detecting unusual features in the data, and for making predictions. It uniquely balances mathematical rigour...Loe edasi...
This proceedings volume presents a collection of fifteen peer-reviewed and expanded articles based on expert talks delivered at two workshops held in September 2023: the RIMS Symposium on Analysis, Geometry and Stochastics on Metric Spaces at the Re...Loe edasi...
Ergodic theory provides a powerful lens for understanding dynamical systems, recasting disordered and seemingly random behavior in the language of probability theory. This book offers a concise, rigorous introduction to the subje...Loe edasi...
The aim of the present work is to give a unifying treatment of the four faces of the theory of generalized functions – linear, nonlinear, random and infinite dimensional distributions. The book deals with all o...Loe edasi...
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its...Loe edasi...
This book provides a guide for improving test statistics that are based on phi-divergence for discrete models, which include various kinds of independence models of contingency tables as well as generalized linear models of binary data. The improvem...Loe edasi...
This text introduces statistics to beginning students in a distinctly original and non-traditional way. It assumes minimal mathematical or statistical background, yet offers substantial depth that will also engage experienced practitioners. Motivate...Loe edasi...
(Ilmumisaeg: 24-May-2026, Hardback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827350)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
(Ilmumisaeg: 24-May-2026, Paperback / softback, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789819827930)
This volume offers a comprehensive collection of exercises, problems, and fully worked solutions covering the core topics of a first course in probability. Each chapter opens with a concise overview of essential probabilistic tools such as distribu...Loe edasi...
This book introduces a new multifractal vectorial formalism based on Hewitt-Stromberg measures, with particular emphasis on its application to branching random walks on the Galton-Watson tree. This formalism relies on the use of vector-valued functi...Loe edasi...
This Second Edition presents an accessible approach to the uses of symmetry methods in solving both ordinary differential equations (ODEs) and partial differential equations (PDEs). Providing comprehensive coverage, the book fills a gap in the liter...Loe edasi...
Complex systems—characterized by self-organization, emergence, and profound non-linearity—govern everything from global financial markets to ecological stability. Navigating this complexity requires a unified mathematical framework that moves beyo...Loe edasi...
In 2024, Andrew Barron turned 65 and retired. This is a Festschrift volume honoring his career and contributions. Andrew R. Barron, a professor of Statistics and Data Science at Yale University, has been one of the most influential figures in inform...Loe edasi...
This book offers a comprehensive collection of 33 research contributions presented at the 13th International Conference on Soft Computing for Problem Solving (SocProS 2025): Artificial Intelligence for Viksit Bharat, held at the Indian Institute of...Loe edasi...
This volume presents the refereed proceedings of the 16th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Wate...Loe edasi...
