Stochastics books

This is THE book for a capable graduate student starting out on research in probability: the effect of working through...  Read More >>

The unifying theme in this series of essays is the social interaction of rational individuals. The work of John...  Read More >>

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In the eighties, a group of theoretical physicists introduced several models for certain disordered systems, called...  Read More >>

It was noted in the preface of the book ""Inequalities Involving Functions and Their Integrals and Derivatives"",...  Read More >>

The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain...  Read More >>

In this edition two new chapters, 9 and 10, on mathematical finance are added. For the reader whose main interest...  Read More >>

If you place a large number of points randomly in the unit square, what is the distribution of the radius of the...  Read More >>

Since our first edition of this book, many developments in statistical mod­ elling based on generalized linear models...  Read More >>

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S is a powerful environment for the statistical and graphical analysis of data. Many of the methods discussed are...  Read More >>

Applied statisticians in many fields must frequently analyze time to event data.  Read More >>

Many texts are excellent sources of knowledge about individual statistical tools, but the art of data analysis is...  Read More >>

As more applications are found, interest in Hidden Markov Models continues to grow.  Read More >>

Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale...  Read More >>

This book consists of five parts written by different authors devoted to various problems dealing with probability...  Read More >>

Function spaces, especially those spaces that have become known as Sobolev spaces, and their natural extensions,...  Read More >>

This book, written by two well-known scientists, represents an excellent ad­ dition to the Springer Series in Synergetics...  Read More >>

This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories:...  Read More >>

In order to make this book useful to a wider audience, we decided to keep the mathematical level of the book su?ciently...  Read More >>

Contains a selection of the papers presented at the meeting 'Distributions with given marginals and statistical...  Read More >>

Why We Wrote This Book This book is about using graphs to explore and model continuous multi­ variate data. The...  Read More >>

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Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics...  Read More >>

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