ilość książek w kategorii: 685
Semimartingale Theory and Stochastic Calculus
ISBN: 9780849377150 / Angielski / Twarda / 400 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Presents an account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. This book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales.
Presents an account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. This book emphasizes st...
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933,66 zł |
Mathematical Models of Information and Stochastic Systems
ISBN: 9781420058833 / Angielski / Twarda / 376 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. From ancient soothsayers and astrologists to today s pollsters and economists, probability theory has long been used to predict the future on the basis of past and present knowledge. Mathematical Models of Information and Stochastic Systems shows that the amount of knowledge about a system plays an important role in the mathematical models used to foretell the future of the system. It explains how this known quantity of information is used to derive a system s probabilistic properties.
After an introduction, the book presents several basic principles that are employed in... From ancient soothsayers and astrologists to today s pollsters and economists, probability theory has long been used to predict the future on the basi...
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544,64 zł |
Polya Urn Models
ISBN: 9781420059830 / Angielski / Twarda / 312 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Incorporating a collection of recent results, Polya Urn Models deals with discrete probability through the modern and evolving urn theory and its numerous applications.
The book first substantiates the realization of distributions with urn arguments and introduces several modern tools, including exchangeability and stochastic processes via urns. It reviews classical probability problems and presents dichromatic Polya urns as a basic discrete structure growing in discrete time. The author then embeds the discrete Polya urn scheme in Poisson processes to achieve an equivalent view in... Incorporating a collection of recent results, Polya Urn Models deals with discrete probability through the modern and evolving urn theory and its nume...
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503,09 zł |
Statistical Simulation: Power Method Polynomials and Other Transformations
ISBN: 9781420064902 / Angielski / Twarda / 174 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation, Statistical Simulation: Power Method Polynomials and Other Transformations presents techniques for conducting a Monte Carlo simulation study. It shows how to use power method polynomials for simulating univariate and... Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it wa... |
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985,53 zł |
Introduction to Probability with R
ISBN: 9781420065213 / Angielski / Twarda / 380 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Based on a popular course taught by the late Gian-Carlo Rota of MIT, with many new topics covered as well, Introduction to Probability with R presents R programs and animations to provide an intuitive yet rigorous understanding of how to model natural phenomena from a probabilistic point of view. Although the R programs are small in length, they are just as sophisticated and powerful as longer programs in other languages. This brevity makes it easy for students to become proficient in R.
This calculus-based introduction organizes the material around key themes. One of the... Based on a popular course taught by the late Gian-Carlo Rota of MIT, with many new topics covered as well, Introduction to Probability with R<...
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570,57 zł |
Advances on Methodological and Applied Aspects of Probability and Statistics
ISBN: 9781560329800 / Angielski / Twarda / 664 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is one of two volumes that sets forth invited papers presented at the International Indian Statistical Association Conference. This volume emphasizes advancements in methodology and applications of probability and statistics. The chapters, representing the ideas of vanguard researchers on the topic, present several different subspecialties, including applied probability, models and applications, estimation and testing, robust inference, regression and design and sample size methodology. The text also fully describes the applications of these new ideas to industry, ecology, biology,...
This is one of two volumes that sets forth invited papers presented at the International Indian Statistical Association Conference. This volume emphas...
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907,73 zł |
Advances on Theoretical and Methodological Aspects of Probability and Statistics
ISBN: 9781560329817 / Angielski / Twarda / 560 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements in theory and methodology of probability and statistics. This is one of two volumes containing invited papers from the meeting. The 32 chapters deal with different topics of interest, including stochastic processes and inference, distributions and characterizations, inference, Bayesian inference, selection methods, regression methods, and methods in health research. The text is ideal for applied mathematicians, statisticians, and researchers in...
At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements i...
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881,79 zł |
Conditional Measures and Applications
ISBN: 9781574445930 / Angielski / Twarda / 506 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes and martingales. He also illustrates the difficulties in calculating conditional expectations for continuous multivariate distributions and methods for correct solutions in such cases. Each chapter concludes with...
The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and the...
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622,44 zł |
Semimartingales and Their Statistical Inference
ISBN: 9781584880080 / Angielski / Twarda / 450 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.
The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now,... Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to ...
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cena:
907,73 zł |
Probability and Statistical Models with Applications
ISBN: 9781584881247 / Angielski / Twarda / 664 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probability and Statistical Models with Applications is a must read for probabilists and theoretical and applied statisticians.
This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current notewort...
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cena:
803,99 zł |
Complex Stochastic Systems
ISBN: 9781584881582 / Angielski / Twarda / 304 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications.
A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the... Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and comput...
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cena:
778,05 zł |
A Contingency Table Approach to Nonparametric Testing
ISBN: 9781584881612 / Angielski / Twarda / 264 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables.
This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much... Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and lin...
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cena:
933,66 zł |
Multivariate Bayesian Statistics: Models for Source Separation and Signal Unmixing
ISBN: 9781584883180 / Angielski / Twarda / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constraints: the Bayesian statistical approach. Bayesian methods incorporate the available information regarding the model parameters and not only allow estimation of the sources and mixing coefficients, but also allow inferences to be drawn from them.
Multivariate Bayesian Statistics: Models for Source Separation and Signal Unmixing offers a thorough, self-contained treatment of the source separation problem. After an introduction to the problem... Of the two primary approaches to the classic source separation problem, only one does not impose potentially unreasonable model and likelihood constra...
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cena:
803,99 zł |
Martingales and Markov Chains: Solved Exercises and Elements of Theory
ISBN: 9781584883296 / Angielski / Miękka / 200 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare them to tackle real problems.
In addition to a quick but thorough exposition of the theory, Martingales and Markov Chains: Solved Exercises and Elements of Theory presents, more than 100 exercises related to martingales and Markov chains with a... A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more ...
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622,44 zł |
Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition
ISBN: 9781584885870 / Angielski / Twarda / 342 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code,...
While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and appli...
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cena:
503,09 zł |
Stability of Infinite Dimensional Stochastic Differential Equations with Applications
ISBN: 9781584885986 / Angielski / Twarda / 310 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well established, the study of their stability properties has grown rapidly only in the past 20 years, and most results have remained scattered in journals and conference proceedings.
This book offers a systematic presentation of the modern theory of the... Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications ...
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cena:
803,99 zł |
Statistical Inference Based on Divergence Measures
ISBN: 9781584886006 / Angielski / Twarda / 512 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach.
Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form... The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the f...
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cena:
700,25 zł |
Introduction to Stochastic Processes
ISBN: 9781584886518 / Angielski / Twarda / 248 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory.
For those lacking in exposure to linear... Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important...
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cena:
503,09 zł |
Statistical Aspects of the Design and Analysis of Clinical Trials (Revised Edition)
ISBN: 9781860944413 / Angielski / Twarda / 340 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Fully updated, this revised edition describes the statistical aspects of both the design and analysis of trials, with particular emphasis on the more recent methods of analysis.About 8000 clinical trials are undertaken annually in all areas of medicine, from the treatment of acne to the prevention of cancer. Correct interpretation of the data from such trials depends largely on adequate design and on performing the appropriate statistical analyses. This book provides a useful guide to medical statisticians and others faced with the often difficult problems of designing and analysing clinical...
Fully updated, this revised edition describes the statistical aspects of both the design and analysis of trials, with particular emphasis on the more ...
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cena:
638,00 zł |
Stochastic Processes and Related Topics
ISBN: 9782884490696 / Angielski / Twarda / 182 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The papers in this volume include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.
The papers in this volume include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, ...
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cena:
778,05 zł |