Stochastics books

This book of problems has been designed to accompany an undergraduate course in probability. Each chapter is divided...  Read More >>

Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories....  Read More >>

Markov processes are processes that have limited memory. In particular, their dependence on the past is only through...  Read More >>

Pluripotential theory is a very powerful tool in geometry, complex analysis and dynamics. This CIME course focused...  Read More >>

This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics...  Read More >>

The Fifth Purdue International Symposium on Statistical Decision The­ was held at Purdue University during the period...  Read More >>

This book lays a comprehensive theoretical foundation for the study of networked control systems, and introduces...  Read More >>

Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems.  Read More >>

​This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical...  Read More >>

Proceedings of a Meeting held in Erice, Italy, September 3-10, 1991  Read More >>

This book is an expanded third edition of the book Performance Analysis of Digital Transmission Systems, originally...  Read More >>

This volume presents self-contained survey articles on modern research areas written by experts in their fields....  Read More >>

This book presents the main results of the modern theory of multivariate statistics.  Read More >>

Some chapters describe simple menu-driven software in a user-friendly fashion and are designed to be accessible...  Read More >>

Univariate statistical analysis is concerned with techniques for the analysis of a single random variable. These...  Read More >>

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This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as...  Read More >>

The field be- fited much from his enthusiasm, his openness for problems not completely aligned with his o~vn research...  Read More >>

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random...  Read More >>

A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference...  Read More >>

There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes.Special...  Read More >>

Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved...  Read More >>

A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference...  Read More >>

"""This book features a collection of topics that are used in stochastic processes and, particularly, in queueing...  Read More >>

Presents the theory of discrete stochastic processes and their applications in finance. Offering results in discrete...  Read More >>