Stochastics books

Analogies to ?nite dim- sional two-stage stochastic programming drive the treatment, with shapes taking the role...  Read More >>

Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the...  Read More >>

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Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate...  Read More >>

Ideal for researchers and practitioners in statistics and industrial mathematics, this book covers the theory and...  Read More >>

Presents theories, models, algorithms, and applications in clustering, classification, and visualization. This work...  Read More >>

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The purpose of this book is to provide the reader with a solid background and understanding of the basic results...  Read More >>

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

Gegenstand der Versicherungsmathematik sind Modelle und Methoden zur Quantifizierung von Risiken in der Versicherungswirtschaft....  Read More >>

Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data...  Read More >>

This book aims to show that the probabilistic formalisms of classical statistical mechanics and quantum mechanics...  Read More >>

This environment should be such that one can: write short scripts to de?ne a Bayesian model use or write functions...  Read More >>

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This paperback edition is a reprint of the 2000 edition. This book provides a comprehensive treatment of linear...  Read More >>

Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information...  Read More >>

The present volume is an expository monograph on Brownian penalisation, an important new notion the authors introduced...  Read More >>

Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets...  Read More >>

Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined...  Read More >>

Das Buch ist primär konzipiert für einführende Kurse ""Stochastik für Studierende der Informatik"". Es richtet sich...  Read More >>

This book focuses on tools and techniques for building regression models using real-world data and assessing their...  Read More >>

Managing uncertainty in new product development projects for improved valuation and decision making is one of the...  Read More >>

This major new edition features many topics not covered in the original, including graphical models, random forests,...  Read More >>

Further, in response to the revolution in financial markets following from the discovery by Fischer Black and Myron...  Read More >>

This book describes two main classes of non-equilibrium phase-transitions: static and dynamics of transitions into...  Read More >>