Stokastik

In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian app...

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The third edition of this well-established and popular textbook provides a wide-ranging and entertaining introduction to probability and random processes and many of their practical applications. The emphasis is on modelling and understanding rath...

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Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, includingmultivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selecti...

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Introduction to Probability Models, Twelfth Edition, is the latest version of Sheldon Ross's classic bestseller. This trusted book introduces the reader to elementary probability modelling and stochastic processes and shows how probability theory ...

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The recent development of computation and automation has led to quick advances in the theory and practice of recursive methods for stabilization, identification and control of stochastic models. This book analyzes a wide range of those methods.

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This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without solutions) have beed added. They have all been placed...

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Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engin...

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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

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Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is m...

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Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for prici...

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Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pur...

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The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US BL To provide a thor...

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The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable proce...

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The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisf...

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This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolati...

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Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathe...

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Praise for the First Edition "...an excellent textbook ...well organized and neatly written." Mathematical Reviews "...amazingly interesting ..." Technometrics Thoroughly updated to showcase the interrelationships between proba...

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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical...

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A long-awaited, updated introductory text by the world leaders in potential theory. This essential reference work covers all aspects of this major field of mathematical research, from basic theory and exercises to more advanced topological ideas. ...

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This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is bo...

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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 ...

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This rigorous introduction to network science presents random graphs as models for real-world networks. Such networks have distinctive empirical properties and a wealth of new models have emerged to capture them. Classroom tested for over ten year...

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Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathe...

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This title, for students in pure and applied probability, contains lots of applications.

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This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of...

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The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend ...

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This book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working ...

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By reducing mathematical detail and focusing on real-world applications, this book provides engineers with an easy-to-understand overview of stochastic modeling. An entire chapter is included on how to set up the problem, and then another complete...

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From the ancients' first readings of the innards of birds to your neighbor's last bout with the state lottery, humankind has put itself into the hands of chance. Today life itself may be at stake when probability comes into play--in the chance of ...

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This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models...

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