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Séries : livres de la série Probability Theory and Stochastic Modelling

Séries : livres de la série Probability Theory and Stochastic Modelling

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Tous les livres de la série Probability Theory and Stochastic Modelling

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Asymptotic Theory of Weakly Dependent Random Processes

Emmanuel Rio
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 80
- Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for... Savoir plus
152,95 €

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152,95 €

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Asymptotic Theory of Weakly Dependent Random Processes

Emmanuel Rio
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 80
- Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for... Savoir plus
198,45 €

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198,45 €

Livraison 2 à 3 semaines
Markov Renewal and Piecewise Deterministic Processes

Christiane Cocozza-Thivent
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 100
- This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs).... Savoir plus
213,95 €

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213,95 €

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Measure-Valued Branching Markov Processes

Zenghu Li
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 103
- This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein-Uhlenbeck type proce... Savoir plus
244,45 €

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244,45 €

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Backward Stochastic Differential Equations

Jianfeng Zhang
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 86
- Provides a systematic study from linear equations to fully nonlinear equations Includes up-to-date developments in the field A powerful and convenient... Savoir plus
152,95 €

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152,95 €

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Limit Theorems for Multi-Indexed Sums of Random Variables

Oleg Klesov
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 71
- Presenting the first unified treatment of limit theorems for multiple sums of independent random variables, this volume fills an important gap in the ... Savoir plus
105,45 €

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105,45 €

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Concentration and Gaussian Approximation for Randomized Sums

Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 104
- This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variable... Savoir plus
259,45 €

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259,45 €

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Pseudo-Regularly Varying Functions and Generalized Renewal Processes

Valeriĭ V Buldygin, Karl-Heinz Indlekofer, Oleg I Klesov, Josef G Steinebach
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 91
- One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal... Savoir plus
125,95 €

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125,95 €

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Random Walks and Physical Fields

Yves Le Jan
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 106
- This book presents fundamental relations between random walks on graphs and field theories of mathematical physics. Such relations have been explored ... Savoir plus
244,45 €

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244,45 €

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Point Process Calculus in Time and Space

Pierre Brémaud
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 98
- This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of poin... Savoir plus
244,45 €

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244,45 €

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Continuous-Time Markov Decision Processes

Alexey Piunovskiy, Yi Zhang
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 97
- This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to q... Savoir plus
259,45 €

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259,45 €

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Markov Renewal and Piecewise Deterministic Processes

Christiane Cocozza-Thivent
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 100
- This book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs).... Savoir plus
213,95 €

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213,95 €

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Random Measures, Theory and Applications

Olav Kallenberg
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 77
- Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisso... Savoir plus
274,95 €

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274,95 €

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Methods of Mathematical Finance

Ioannis Karatzas, Steven Shreve
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 39
- This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, ... Savoir plus
244,45 €

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244,45 €

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty

Shige Peng
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 95
- This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in par... Savoir plus
198,45 €

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198,45 €

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Stable Convergence and Stable Limit Theorems

Erich Häusler, Harald Luschgy
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 74
- The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different area... Savoir plus
104,95 €

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104,95 €

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Stochastic Disorder Problems

Albert N Shiryaev
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 93
- This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. The... Savoir plus
213,95 €

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213,95 €

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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

T E Govindan
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 79
- This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs... Savoir plus
198,45 €

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198,45 €

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Random Walks in the Quarter Plane

Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 40
- This monograph aims to promote original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with bounda... Savoir plus
167,95 €

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167,95 €

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The Quasispecies Equation and Classical Population Models

Raphaël Cerf, Joseba Dalmau
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 102
- This monograph studies a series of mathematical models of the evolution of a population under mutation and selection. Its starting point is the quasis... Savoir plus
244,45 €

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244,45 €

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Nonlinear Expectations and Stochastic Calculus Under Uncertainty

Shige Peng
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 95
- This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in par... Savoir plus
198,45 €

Livraison 2 à 3 semaines

supprimer
198,45 €

Livraison 2 à 3 semaines
Point Process Calculus in Time and Space

Pierre Brémaud
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 98
- This book provides an introduction to the theory and applications of point processes, both in time and in space. Presenting the two components of poin... Savoir plus
244,45 €

Livraison 2 à 3 semaines

supprimer
244,45 €

Livraison 2 à 3 semaines
Continuous-Time Markov Decision Processes

Alexey Piunovskiy, Yi Zhang
- Livre broché | Anglais | Probability Theory and Stochastic Modelling | n° 97
- This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to q... Savoir plus
259,45 €

Livraison 2 à 3 semaines

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259,45 €

Livraison 2 à 3 semaines
Discrete Probability Models and Methods

Pierre Brémaud
- Livre relié | Anglais | Probability Theory and Stochastic Modelling | n° 78
- The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the ... Savoir plus
111,95 €

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111,95 €

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