Self-Normalized Processes

Victor H Peña, Tze Leung Lai, Qi-Man Shao

• Hardcover | Engels | Probability and Its Applications
• Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduce... Lees meer

Spectral Theory of Random Schrödinger Operators

R Carmona, J LaCroix

• Hardcover | Engels | Probability and Its Applications
• Since the seminal work of P. Anderson in 1958, localization in disordered systems has been the object of intense investigations. Mathematically speaki... Lees meer

Stochastic Spectral Theory for Selfadjoint Feller Operators

Michael Demuth, Jan A Van Casteren

• Hardcover | Engels | Probability and Its Applications
• In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory ... Lees meer

Normal Approximation by Stein's Method

Louis H y Chen, Larry Goldstein, Qi-Man Shao

• Paperback | Engels | Probability and Its Applications
• Since its introduction in 1972, Stein's method has offered a completely novel way of evaluating the quality of normal approximations. Through its char... Lees meer

An Introduction to the Theory of Point Processes

D J Daley, David Vere-Jones

• Paperback | Engels | Probability and Its Applications
• This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have rewo... Lees meer

Basics of Applied Stochastic Processes

Richard Serfozo

• Hardcover | Engels | Probability and Its Applications
• Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications... Lees meer

Stochastic Processes

Andrei N Borodin

• Hardcover | Engels | Probability and Its Applications
• Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusio... Lees meer

Invariant Random Fields on Spaces with a Group Action

Anatoliy Malyarenko

• Hardcover | Engels | Probability and Its Applications
• The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathema... Lees meer

Bonferroni-Type Inequalities with Applications

Janos Galambos, Italo Simonelli

• Hardcover | Engels | Probability and Its Applications
• This book presents a large variety of extensions of the methods of inclusion and exclusion. Both methods for generating and methods for proof of such ... Lees meer

Foundations of Modern Probability

Olav Kallenberg

• Paperback | Engels | Probability and Its Applications
• About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-break... Lees meer

Random Series and Stochastic Integrals: Single and Multiple

Stanislaw Kwapien, Wojbor Woyczynski

• Paperback | Engels | Probability and Its Applications
• This book studies the foundations of the theory of linear and nonlinear forms in single and multiple random variables including the single and multipl... Lees meer

Analysis of Variations for Self-Similar Processes

Ciprian Tudor

• Paperback | Engels | Probability and Its Applications
• Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied ... Lees meer

Noise-Induced Phenomena in Slow-Fast Dynamical Systems

Nils Berglund, Barbara Gentz

• Paperback | Engels | Probability and Its Applications
• Introduction Deterministic Slow-Fast Systems One-Dimensional Slowly Time-Dependent Systems Stochastic Resonance Multi-Dimensional Slow-Fast Systems Ap... Lees meer

Stochastic Partial Differential Equations

Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang

• Hardcover | Engels | Probability and Its Applications
• This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initia... Lees meer

Continuous-Time Markov Jump Linear Systems

Oswaldo Luiz Do Valle Costa, Marcelo D Fragoso, Marcos G Todorov

• Paperback | Engels | Probability and Its Applications
• It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamic... Lees meer

Mass Transportation Problems

Svetlozar T Rachev, Ludger Rüschendorf

• Hardcover | Engels | Probability and Its Applications
• The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop th... Lees meer

Discrete-Time Markov Jump Linear Systems

O L V Costa, M D Fragoso, R P Marques

• Paperback | Engels | Probability and Its Applications
• Markov Jump Linear Systems.- Background Material.- On Stability.- Optimal Control.- Filtering.- Quadratic Optimal Control with Partial Information.- H... Lees meer

Noise-Induced Phenomena in Slow-Fast Dynamical Systems

Nils Berglund, Barbara Gentz

• Hardcover | Engels | Probability and Its Applications
• Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and othe... Lees meer

Mass Transportation Problems

Svetlozar T Rachev, Ludger Rüschendorf

• Paperback | Engels | Probability and Its Applications
• The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop th... Lees meer

Laws of Chaos

• Paperback | Engels | Probability and Its Applications
• A hundred years ago it became known that deterministic systems can exhibit very complex behavior. By proving that ordinary differential equations can ... Lees meer

Stochastic Differential Equations in Infinite Dimensions

Leszek Gawarecki, Vidyadhar Mandrekar

• Paperback | Engels | Probability and Its Applications
• The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from pr... Lees meer

Renewal Theory for Perturbed Random Walks and Similar Processes

Alexander Iksanov

• Paperback | Engels | Probability and Its Applications
• This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern... Lees meer

Limit Theorems for Randomly Stopped Stochastic Processes

Dmitrii S Silvestrov

• Paperback | Engels | Probability and Its Applications
• Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the a... Lees meer

Analysis of Variations for Self-Similar Processes

Ciprian Tudor

• Hardcover | Engels | Probability and Its Applications
• Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied ... Lees meer