General

Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in...

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of...

The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic...

About fifteen years ago Henning Rodhe and I disscussed the calculation of residence times, or lifetimes, of certain air pollutants for the first time. He was interested in pollutants which were mainly removed from the atmosphere by precipitation...

Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as...

This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures * Stochastic Differential Equations with Memory, by S.E. A...

Multivariate Statistical AnalysisBook InformationISBN 9780792366430Author V.I. SerdobolskiiFormat HardbackPage Count 244Imprint SpringerPublisher SpringerWeight(grams) 1200g

This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in...

The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a...

The last decade has seen a remarkable development of the "Marginal and Moment Problems" as a research area in Probability and Statistics. Its attractiveness stemmed from its lasting ability to provide a researcher with difficult theoretical...

An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a...

Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density...

Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith...

This book contains over 300 exercises and solutions that together cover a wide variety of topics in matrix algebra. They can be used for independent study or in creating a challenging and stimulating environment that encourages active engagement in the...

For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied. Many profound results are given, which cover recent...

This volume gathers refereed papers presented at the 1994 UCLA conference on "La tent Variable Modeling and Application to Causality. " The meeting was organized by the UCLA Interdivisional Program in Statistics with the purpose of bringing...

These notes on regression give an introduction to some of the techniques that I have found useful when working with various data sets in collaboration with Dr. S. Keiding (Copenhagen) and Dr. J.W.L. Robinson (Lausanne). The notes are based on some...

Undergraduate textbooks for statistics courses in the behavioural, biological, and social sciences must devote so much space to the nuts-and-bolts details of statistical methods that they have little left over for the larger conceptual framework of...

This is the second edition of the comprehensive treatment of statistical inference using permutation techniques. It makes available to practitioners a variety of useful and powerful data analytic tools that rely on very few distributional assumptions...

Most practical processes such as chemical reactor, industrial furnace, heat exchanger, etc., are nonlinear stochastic systems, which makes their con trol in general a hard problem. Currently, there is no successful design method for this class of systems...

During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, Fisher consistent estimation, non-linear prediction and filtering problems,...

The first seven chapters use R for probability simulation and computation, including random number generation, numerical and Monte Carlo integration, and finding limiting distributions of Markov Chains with both discrete and continuous states...

In June of 1990, a conference was held on Probablity Models and Statisti cal Analyses for Ranking Data, under the joint auspices of the American Mathematical Society, the Institute for Mathematical Statistics, and the Society of Industrial and Applied...

Exercises for Section 2 42 Physical sciences and engineering 42 43 Biological sciences 45 Social sciences Solutions to Exercises, Section 1 47 Physical sciences and engineering 47 49 Biological sciences 49 Social sciences Solutions to Exercises, Section...

Providing a broad coverage of the principles of sampling inspection and quality control, this latest edition has been revised throughout. Particular emphasis is given to the inclusion of tables and nomograms enabling the setting of numerical exercises...

Written by leading statisticians and probabilists, this volume consists of 104 biographical articles on eminent contributors to statistical and probabilistic ideas born prior to the 20th Century. Among the statisticians covered are Fermat, Pascal,...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780387963648Author William S. PetersFormat HardbackPage Count 275Imprint Springer-Verlag New York Inc.Publisher Springer-Verlag New York Inc.Weight(grams)...

The first Pannonian Symposium on Mathematical Statistics was held at Bad Tatzmannsdorf (Burgenland/Austria) from September 16th to 21st, 1979. The aim of it was to furthe~ and intensify scientific cooperation in the Pannonian area, which, in a broad...

Search theory is concerned with the location of a 'target' given imprecise information concerning its location. The subject has a variety of applications such as locating missing people in wilderness or at sea, searching for mineral deposits, medical...

This book presents a method of establishing explicit solutions to classical problems of calculating the best lower and upper mean-variance bounds. The following families of distributions are taken into account: arbitrary, symmetric, symmetric unimodal,...

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include...

Intended as a textbook for students taking a first graduate course in the subject, as well as for the general reference of interested research workers, this text discusses, in a readable form, developments from recently published work on certain broad...

Eugene B. Dynkin published his first paper, on Markov chain theory, whilst still an undergraduate student at Moscow State University. He went on to make fundamental contributions to the theory of Markov processes and to Lie groups, generating entire...

This is practical compilation of tables required for the usual tests based on classical probability distributions and for the more commonly used distribution-free (non-paraetric) tests, which are important in the behavioural sciences. In addition to the...

A stochastic process {X(t): 0 S t < =} with discrete state space S c ~ is said to be stochastically increasing (decreasing) on an interval T if the probabilities Pr{X(t) > i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a...

This book is for a general scientific and engineering audience as a guide to current ideas, methods, and models for stochastic modeling of microstructures. It is a reference for professionals in material modeling, mechanical engineering, materials...

This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical...

This collection of articles is dedicated to Frank Spitzer on the occasion of his 65th birthday. The articles, written by a group of his friends, colleagues, former students and coauthors, are intended to demonstrate the major influence Frank has had on...

Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and...

This is an extensive revision of a book that I wrote over ten years ago. My purpose then has remained unchanged: to introduce the concepts and methods of spatial statistics to geologists and engineers working with oil and gas data. I believe I have...