Based on the calculation of transition states and the identification of transition paths, the book aims to provide a comprehensive guide to understanding and simulating rare events....Loe edasi...
Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Itô theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochas...Loe edasi...
This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, an...Loe edasi...
This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous...Loe edasi...
Available in English for the first time, this classic and influential book by the late Kohei Otshu presents real examples of ships in motion under irregular ocean waves, helping to expalin fluctuations of stochastic phenomena through spectral analys...Loe edasi...
An easy-to-understand guide to modelling productivity and efficiency using modern statistical tools. Introduces the fundamentals of stochastic frontier analysis (SFA) and the latest concepts and methods related to the use of copulas in SFA. A useful...Loe edasi...
An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Fundamental stochastic processes are explored in conside...Loe edasi...
Introduction to Stochastic Level Crossing Techniques describes stochastic models using the System Point Level Crossing method. This involves deriving probability density functions or cumulative probability distribution functions of key random variab...Loe edasi...
This comprehensive presentation of robust design optimization of structures combines structural optimization with reliability-based design and robust design through a unified framework of non-parametric stochastic methodologies, to design safe civil...Loe edasi...
The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous exam...Loe edasi...
Stochastic modeling is a set of quantitative techniques for analyzing practical systems with random factors. This area is highly technical and mainly developed by mathematicians. Most existing books are for those with extensive mathematical training...Loe edasi...
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics....Loe edasi...
This book deals with certain important problems in Classical and Quantum Information Theory and will be very helpful for students of Undergraduate and Postgraduate Courses in Electronics, Communication and Signal Processing....Loe edasi...
This book provides real-life examples and illustrations of models in reliability engineering and statistical quality control and establishes a connection between the theoretical framework and their engineering applications....Loe edasi...
Featuring recent advances in probability, statistics, and stochastic processes, this new textbook presents Probability and Statistics, and an introduction to Stochastic Processes....Loe edasi...
With the boom of big data and machine learning and the subsequent need for parallel processing technologies, fork-join queues are more relevant now than ever before. In this book, new estimates of the average response time in fork-join queues are pr...Loe edasi...
This book provides a compact exposition of the results explaining interrelations between diusion stochastic processes, SDEs and the fractional innitesimal operators. The draft of this book has been extensively classroom tested by the author at CWRU...Loe edasi...
Overall theme of the book is analysis and interpretation of the textile data for improving the quality of textile process and product using various statistical techniques. This volume covers statistical techniques, design of experiments and stochast...Loe edasi...