Stochastics books

The death of Professor K. C. Sreedharan Pillai on June 5, 1985 was a heavy loss to many statisticians all around...  Read More >>

Complements the literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic...  Read More >>

Opti­ mization is particularly strong if precise models of real phenomena and data of high quality are at hand -...  Read More >>

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory...  Read More >>

Goodman [1], where the contraction of a Gaussian measure on a hypersurface, in particular, was built and the divergence...  Read More >>

The four volumes of Game Equilibrium Models present applications of non-cooperative game theory. Volume IV Social...  Read More >>

The aim of this book is to provide an accessible introduction to stochastic differ­ ential equations and their applications...  Read More >>

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and...  Read More >>

Filling a longstanding need in the physical sciences, Bayesian Inference offers the first basic introduction for...  Read More >>

Indeed, whenever an engineering problem is analytically intractable (which is often the case) and a solution by...  Read More >>

Gupta The development of cost benefit analysis and the theory of fuzzy decision was divided into two inter-dependent...  Read More >>

The intention of this book is to explain to a mathematician having no previous knowledge in this domain, what ""noncommutative...  Read More >>

This book reviews problems associated with rare events arising in a wide range of circumstances, treating such...  Read More >>

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At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general...  Read More >>

This book presents an introduction to stochastic processes with applications from physics and finance. On the other...  Read More >>

A selection of papers from the Bachelier Society for Mathematical Finance's 1st World Congress in Paris on June...  Read More >>

A presentation of the theory of dynamical systems under the influence of randomness. It includes products of random...  Read More >>

Quantum measurement (Le., a measurement which is sufficiently precise for quantum effects to be essential) was always...  Read More >>

Survival analysis is a highly active area of research with applications spanning the physical, engineering, biological,...  Read More >>

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The principal contributions by leading researchers concern the mathematical theory of random walk, interacting...  Read More >>

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Indeed, investigations in limit laws led to contractable groups and - at least within the class of connected groups...  Read More >>