Stochastics books

This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted...  Read More >>

This book prepares students to execute the quantitative and computational needs of the finance industry. The quantitative...  Read More >>

Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations,...  Read More >>

This book delves into the complexities of fault estimation and fault-tolerant control for nonlinear time-delayed...  Read More >>

The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers,...  Read More >>

This book develops robust design and assessment of product and production from viewpoint of system theory, which...  Read More >>

This text presents the basic theory of random walks on infinite, finitely generated groups, along with certain background...  Read More >>

This text presents a collection of mathematical exercises with the aim of guiding readers to study topics in statistical...  Read More >>

This book is a rigorous but practical presentation of the Bayesian techniques of uncertainty quantification, with...  Read More >>

This book provides the elements of probability and stochastic processes of direct interest to the applied sciences...  Read More >>

This edited volume on machine learning and big data analytics (Proceedings of ICDSAI 2023), that was held on April...  Read More >>

Dieses Lehrbuch liefert einen verständnisorientierten Einstieg in die asymptotische Stochastik. Es ist vom Niveau...  Read More >>

This comprehensive open access book enables readers to discover the essential techniques for load forecasting in...  Read More >>

Dieses Lehrbuch befasst sich leicht verständlich mit der Theorie der Kalman-Filterung. Die Autoren geben damit eine...  Read More >>

This book describes how reliability can be embedded into the product development using a design methodology that...  Read More >>

Unsupervised domain adaptation (UDA) is a challenging problem in machine learning where the model is trained on...  Read More >>

and quantum Markov semigroups. This book will be of value to scholars and graduate students in the fields of operator...  Read More >>

This revised book provides an accessible presentation of concepts from probability theory, statistical methods,...  Read More >>

The book is the first systematic and comprehensive treatise of stochastic models and computational tools that have...  Read More >>

To understand the theory of thermo- and fluid-dynamics, statistical mechanics, quantum mechanics and quantum field...  Read More >>

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics...  Read More >>

This book provides a foundation in stochastic, linear, and mixed-integer programming algorithms with a focus on...  Read More >>

A strong grasp of elementary statistics and probability, along with basic skills in using R, is essential for various...  Read More >>

Brings together the key elements and applications in a unified presentation aimed at developing intuition; contains...  Read More >>

This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with...  Read More >>