Stochastics books

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted...  Read More >>

An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in...  Read More >>

The exposition's level increases along the book, starting in the context of linear algebra at an undergraduate level...  Read More >>

The Routledge Companion to Intelligence Studies provides a broad overview of the growing field of intelligence studies....  Read More >>

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition...  Read More >>

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling,...  Read More >>

Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis,...  Read More >>

Mass transportation problems concern the optimal transfer of masses from one location to another. This second of...  Read More >>

Brownian Dynamics at Boundaries and Interfaces  Read More >>

​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup...  Read More >>

Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further...  Read More >>

This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based...  Read More >>

The failure of standard multivariate statistics to analyze such functional data has led the statistical community...  Read More >>

The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical...  Read More >>

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Mass transportation problems concern the optimal transfer of masses from one location to another. This first of...  Read More >>

Serve as a reference book for graduate students and researchers in probability theory or partial differential equations...  Read More >>

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This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices...  Read More >>

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This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating...  Read More >>

Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment...  Read More >>

These applications come from various places, but the most important one, numerically speaking, is the internet based...  Read More >>

The study of measure-valued processes in random environments has seen some intensive research activities in recent...  Read More >>