Stochastics books

Memetic algorithms are evolutionary algorithms that apply a local search process to refine solutions to hard problems....  Read More >>

A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov...  Read More >>

t A collection of random variables (X ), where t belongs to a certain index t set T, is called a stochastic process,...  Read More >>

Aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences,...  Read More >>

Markov random field (MRF) theory provides a basis for modeling contextual constraints in visual processing and interpretation....  Read More >>

This study discusses the history of the central limit theorem and related probabilistic limit theorems from about...  Read More >>

The idea of writing up a book on the hydrodynamic behavior of interacting particle systems was born after a series...  Read More >>

The author provides a comprehensive text with a broad focus covering all aspects of learning theory and it's applications....  Read More >>

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Analyzes queues and stochastic networks with probabilistic methods. This work aims to show that results from Markov...  Read More >>

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A detailed treatment of the geometric aspects of discrete groups was carried out by Raghunathan in his book ""Discrete...  Read More >>

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first...  Read More >>

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This thoroughly revised second edition includes a brand new chapter devoted to volatility risk. As a consequence,...  Read More >>

This book focuses on approximate techniques and algorithmic methods for solving analytically intractable models....  Read More >>

Many current texts in the area are just cookbooks and, as a result, students do not know why they perform the methods...  Read More >>

This requires the use of one or other of the many methods of multivariate analysis, and the use of a suitable software...  Read More >>

Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties...  Read More >>

This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the structural with...  Read More >>

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This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the...  Read More >>

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""Potential Theory in Applied Geophysics"" introduces the principles of gravitational, magnetic, electrostatic,...  Read More >>

Dedicated to the 60th Birthday of Vincenzo Capasso  Read More >>