ilość książek w kategorii: 260
A Course in Probability Theory
ISBN: 9780121741518 / Angielski / Miękka / 419 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses.
While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication. Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Prob...


cena:
408,15 zł 
Markov Processes : An Introduction for Physical Scientists
ISBN: 9780122839559 / Angielski / Twarda / 592 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the singlevariable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.
Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It ...


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292,30 zł 
Stochastic Models in Queueing Theory
ISBN: 9780124874626 / Angielski / Twarda / 450 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as servervacation models, diffusion approximations and optimal operating policies, and more about bulkarrival and bullservice models than other general texts.
* Current, clear and comprehensive coverage This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate importan...


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802,23 zł 
Regenerative Stochastic Simulation
ISBN: 9780126393606 / Angielski / Twarda / 400 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discreteevent stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.
* Develops probabilistic methods for simulation of discreteevent stochastic systems Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniqu...


cena:
494,22 zł 
Stochastic Processes: Modeling and Simulation
ISBN: 9780444500137 / Angielski / Twarda / 1020 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, selfsimilar processes, empirical processes, time series models, extreme value therapy, applications of... This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of r... 

cena:
827,43 zł 
Markov Chains
ISBN: 9780444864000 / Angielski / Twarda / 373 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for postgraduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated ChaconOrnstein theorem are examined in detail.
The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact... This is the revised and augmented edition of a now classic book which is an introduction to subMarkovian kernels on general measurable spaces and the...


cena:
275,75 zł 
Truth, Possibility and Probability : New Logical Foundations of Probability and Statistical Inference
ISBN: 9780444888402 / Angielski / Twarda / 483 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Anyone involved in the philosophy of science is naturally drawn into the study of the foundations of probability. Different interpretations of probability, based on competing philosophical ideas, lead to different statistical techniques, and frequently to mutually contradictory consequences.
This unique book presents a new interpretation of probability, rooted in the traditional interpretation that was current in the 17th and 18th centuries. Mathematical models are constructed based on this interpretation, and statistical inference and decision theory are applied, including some... Anyone involved in the philosophy of science is naturally drawn into the study of the foundations of probability. Different interpretations of probabi...


cena:
1410,89 zł 
Selfsimilar Processes
ISBN: 9780691096278 / Angielski / Twarda / 128 str. Termin realizacji zamówienia: ok. 58 dni roboczych. The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decaya phenomenon often referred to as longmemory or longrange dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful.... The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, m... 

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313,55 zł 
Statistical Inference in Stochastic Processes
ISBN: 9780824784171 / Angielski / Twarda / 288 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di
Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical technique...


cena:
551,62 zł 
Probability  Modular Mathematics Series
ISBN: 9780340614266 / Angielski / Miękka / 192 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provides a comprehensive, userfriendly introduction to the subject. The stepbystep approach taken by the author allows students to develop knowledge at their own pace and, by working through the numerous exercises, they are ensured a full understanding of the material before moving on to more advanced sections. Traditional examples of probablistic theory, such as coins and dice, are included but the author has also used many exercises based on...
Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provide...


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176,46 zł 
Probability & Random Variables
ISBN: 9781904275190 / Angielski / Miękka / 344 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound and stimulating introduction to probability theory. The accent is on its essential role in statistical theory and practice, built on the use of illustrative examples and the solution of problems from typical examination papers. Mathematicallyfriendly for first and second year undergraduate students, the book is also a reference source for workers in a wide range of disciplines who are aware that even the simpler aspects of probability theory are...
This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound an...


cena:
248,17 zł 
Stochastic Analysis & Applications, Volume 3
ISBN: 9781590338605 / Angielski / Twarda / 230 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of Large Numbers for Weighted Sums of Pairwise Negative Quadrant Dependent Random Variables; The Moduli of Continuity and Large Increments of a Class of Gaussian Processes; Random Walk Tests and Pseudorandom Number Generators; Increments Theory on Gaussian Processes; The Law of Large Numbers for Fuzzy Numbers with Unbounded Supports; On Moduli of Continuity for a TwoParameter Fractional Lvy Brownian Motion on Rectangles; Total Occupation Times for...
Contents: On the Large and Small Increments of Fractional Lvy Brownian Fields; On Oblique Reflecting Switched Diffusion Processes; On the Weak Law of ...


cena:
661,89 zł 
Distributions in Stochastic Network Models
ISBN: 9781604561432 / Angielski / Twarda / 75 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.
Presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory.


cena:
733,59 zł 
Stochastic Approximation : A Dynamical Systems Viewpoint
ISBN: 9780521515924 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finitetime behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradientbased optimization schemes,...
This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and di...


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286,79 zł 
Dynamical Theories of Brownian Motion
ISBN: 9780691079509 / Angielski / Miękka / 148 str. Termin realizacji zamówienia: ok. 58 dni roboczych. These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics. These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion... 

cena:
130,65 zł 
Multidimensional Stochastic Processes as Rough Paths : Theory and Applications
ISBN: 9780521876070 / Angielski / Twarda / 670 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, FreidlinWentzell theory, the StroockVaradhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (WongZakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and...
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic ana...


cena:
463,30 zł 
An Introduction to Stochastic Modeling
ISBN: 9780123814166 / Angielski / Twarda / 563 str. Termin realizacji zamówienia: ok. 58 dni roboczych. Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide exercises in the application of simple stochastic analysis to... Serving as the foundation for a onesemester course in stochastic processes for students familiar with elementary probability theory and calculus, ... 

cena:
435,72 zł 
Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008
ISBN: 9783034800204 / Angielski / Twarda / 506 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verita) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models.
The book will be a valuable resource for researchers in stochastic analysis and professionals interested... This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which to...


cena:
551,07 zł 
Stochastic Analysis, Stochastic Systems, And Applications To Finance
ISBN: 9789814355704 / Angielski / Twarda / 272 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some uptodate applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading...
This book introduces some advanced topics in probability theories  both pure and applied  is divided into two parts. The first part deals with the ...


cena:
446,81 zł 
Introduction To Stochastic Calculus With Applications (3rd Edition)
ISBN: 9781848168312 / Angielski / Twarda / 452 str. Termin realizacji zamówienia: ok. 58 dni roboczych. This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus...
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. I...


cena:
446,81 zł 