Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes

Introduction to Probability, Second Edition, discusses probability theory in a mathematically rigorous, yet accessible way. This one-semester basic probability textbook explains important concepts of probability while providing useful exercises and examples of real world applications for students to consider.

This edition demonstrates the applicability of probability to many human activities with examples and illustrations. After introducing fundamental probability concepts, the book proceeds to topics including conditional probability and independence; numerical...

Three leading experts have produced a landmark work based on a set of working papers published by the Center for Operations Research and Econometrics (CORE) at Universite Catholique de Louvain in 1994 under the title, "Repeated Games," which holds almost mythic status among game theorists. Jean-Francois Mertens, Sylvain Sorin and Shmuel Zamir have significantly elevated the clarity and depth of presentation with many results presented at a level of generality that goes far beyond the original papers--many written by the authors themselves. Numerous results are new, and many classic results...

An Introduction to Probability and Statistical Inference, Second Edition, guides you through probability models and statistical methods and helps you to think critically about various concepts. Written by award-winning author George Roussas, this book introduces readers with no prior knowledge in probability or statistics to a thinking process to help them obtain the best solution to a posed question or situation. It provides a plethora of examples for each topic discussed, giving the reader more experience in applying statistical methods to different situations.

This text...

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how to estimate production, cost, and profit efficiency and introduce the basic theory of each model in an accessible way, using empirical examples that demonstrate the interpretation and application of models. This book also provides computer code, allowing users to apply the models in their own work, and incorporates the most recent stochastic...

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist.

The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level.

The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late...

This book is a self-contained exposition on the Bohr-Jessen limit theorem. This limit theorem, which is concerned with the behavior of the Riemann zeta function ζ(s) on the line Re s = σ, where 1/2 < σ ≤ 1, was found by Bohr-Jessen in the early 1930s. After Bohr-Jessen, alternative proofs were given by Jessen-Wintner, Borchsenius-Jessen, Laurinčkas, Matsumoto and others. They dealt with this within the framework of probability theory. Their formulation, originated by Jessen-Wintner, is standard nowadays. The present book proposes a new...

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how to estimate production, cost, and profit efficiency and introduce the basic theory of each model in an accessible way, using empirical examples that demonstrate the interpretation and application of models. This book also provides computer code, allowing users to apply the models in their own work, and incorporates the most recent stochastic...

Three leading experts have produced a landmark work based on a set of working papers published by the Center for Operations Research and Econometrics (CORE) at Universite Catholique de Louvain in 1994 under the title, Repeated Games, which holds almost mythic status among game theorists. Jean-Francois Mertens, Sylvain Sorin and Shmuel Zamir have significantly elevated the clarity and depth of presentation with many results presented at a level of generality that goes far beyond the original papers many written by the authors themselves. Numerous results are new, and many classic results and...

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...

Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and technical control.

Beginning with a brief introduction to the area, the book covers semi-Markov models for different control strategies in one-component systems, defining their stationary characteristics of reliability...

This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis,...

Daily Math Multiplication Practice 200 Worksheets This book contains 200 multiplication worksheets for practice with one multiplicand of 4 digits and one multiplier of 1 digit. These maths problems are provided to improve the mathematics skills by frequent practicing of the worksheets provided. There is nothing more effective than a pencil and paper for practicing some math skills. These math worksheets are ideal for teachers, parents, students, and home schoolers. Teachers and home schoolers use the maths worksheets to test and measure the child's mastery of basic math skills. These math...

Daily Math Multiplication Practice 200 Worksheets This book contains 200 multiplication worksheets for practice with one multiplicand of 4 digits and one multiplier of 2 digits. These maths problems are provided to improve the mathematics skills by frequent practicing of the worksheets provided. There is nothing more effective than a pencil and paper for practicing some math skills. These math worksheets are ideal for teachers, parents, students, and home schoolers. Teachers and home schoolers use the maths worksheets to test and measure the child's mastery of basic math skills. These math...

Daily Math Multiplication Practice 200 Worksheets This book contains 200 multiplication worksheets for practice with one multiplicand of 4 digits and one multiplier of 3 digits. These maths problems are provided to improve the mathematics skills by frequent practicing of the worksheets provided. There is nothing more effective than a pencil and paper for practicing some math skills. These math worksheets are ideal for teachers, parents, students, and home schoolers. Teachers and home schoolers use the maths worksheets to test and measure the child's mastery of basic math skills. These math...

Daily Math Multiplication Practice 200 Worksheets This book contains 200 multiplication worksheets for practice with one multiplicand and one multiplier of 4 digits each. These maths problems are provided to improve the mathematics skills by frequent practicing of the worksheets provided. There is nothing more effective than a pencil and paper for practicing some math skills. These math worksheets are ideal for teachers, parents, students, and home schoolers. Teachers and home schoolers use the maths worksheets to test and measure the child's mastery of basic math skills. These math drill...

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.

Provides a thorough understanding of the techniques used to retrieve multi-scale information from turbulent and complex systems, with case studies.

This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, linking theory to real-world applications in controlled sensing.

Econometric Model Specification reviews and extends the author's papers on consistent model specification testing and semi-nonparametric modeling and inference. This book consists of two parts. The first part discusses consistent tests of functional form of regression and conditional distribution models, including a consistent test of the martingale difference hypothesis for time series regression errors. In the second part, semi-nonparametric modeling and inference for duration and auction models are considered, as well as a general theory of the consistency and asymptotic normality of...