Stochastics books

In this book several connections between probability theory and wave propagation are explored. Using the probabilistic...  Read More >>

Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes....  Read More >>

Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory,...  Read More >>

The Feynman integral is considered as an intuitive representation of quantum mechanics showing the complex quantum...  Read More >>

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These are the proceedings of the international conference on ""Nonlinear numerical methods and Rational approximation...  Read More >>

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written...  Read More >>

Statistical methods are becoming more important in all biological fields of study. The chapters cover a broad spectrum...  Read More >>

Kriging, a prediction scheme defined as any prediction scheme that minimizes mean squared prediction error among...  Read More >>

Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure...  Read More >>

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales,...  Read More >>

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Finally, at the time of the m-th failure, all the remaining Rm = n - m -Rl - . = Rm = 0) and the conventional Type-II...  Read More >>

This work encompasses a wide range of topics in both statistics and probability theory, centering around the development...  Read More >>

I am aware that the inclusion of the material on algebraic and homomorphism correspondence with a full rank Lie...  Read More >>

Plurisubharmonic functions playa major role in the theory of functions of several complex variables. The theory...  Read More >>

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research...  Read More >>

Fragmented Energy Release in Sun and Stars: the Interface between MHD and Plasma Physics is for researchers in...  Read More >>

The erratic motion of pollen grains and other tiny particles suspended in liquid is known as Brownian motion, after...  Read More >>

This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art...  Read More >>

The last decades have demonstrated that quantum mechanics is an inexhaustible source of inspiration for contemporary...  Read More >>

Proceedings of the NATO Advanced Study Institute and Seminaire de mathematiques superieures, Montreal, Canada,...  Read More >>

In the parametric case, we describe the asymptotical properties of maximum likelihood (MLE), Bayes (BE) and minimum...  Read More >>

If supplemented with appropriate sections from Chapters 1 and 2, there is sufficient material for a traditional...  Read More >>

Contains the Proceedings of the 1996 Prague Conference on 'Distributions with Given Marginals and Moment Problems'....  Read More >>