Stochastics books

Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural...  Read More >>

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This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes,...  Read More >>

This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications,...  Read More >>

This book gives a description of the group of statistical distributions that have ample application to studies in...  Read More >>

This book introduces random currents by presenting underlying mathematical methods necessary for applications. Beginning...  Read More >>

Continuing the authors’ multivolume project, this text considers the theory of distributions from an applied perspective,...  Read More >>

The series is designed to bring together those mathematicians who are seriously interested in getting new challenging...  Read More >>

This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has...  Read More >>

The monograph compares two approaches that describe the statistical stability phenomenon – one proposed by the probability...  Read More >>

Chapters cover fields related to fractals such as harmonic analysis, multifractal analysis, geometric measure theory,...  Read More >>

This book covers numerical methods for stochastic partial differential equations with white noise using the framework...  Read More >>

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting...  Read More >>

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic...  Read More >>

This is a unique volume by a unique scientist, which combines conceptual, formal, and engineering approaches in...  Read More >>

This book gives a compact exposition of the fundamentals of the theory of locally convex topological vector spaces....  Read More >>

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type...  Read More >>

This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator...  Read More >>

This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties...  Read More >>

Ces notes sont consacrées aux inégalités et aux théorèmes limites classiques pour les suites de variables aléatoires...  Read More >>

Dieses Lehrbuch erklärt verständlich, welche Vorteile die Bayes-Statistik den Human- und Sozialwissenschaften bietet,...  Read More >>

"I look to the left... NOTHING?I look to the right... NOTHING?So, I say to myself: There is SOMETHING here... One...  Read More >>

This volume presents original research articles and extended surveys related to the mathematical interest and work...  Read More >>

This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows...  Read More >>

This book comprises nine selected works on numerical and computational methods for solving multiobjective optimization,...  Read More >>