This book provides an introduction to basic notions and relevant techniques used to obtain quantitative results in statistical mechanics of …
An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the …
Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a …
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, …
Aimed primarily at those outside of the field of statistics, this book not only provides an accessible introduction to measure …
A treatment of the convergence of probability measures from the foundations to applications in limit theory for dependent random variables. …
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation …
The textbook contains the records of a two - semester course on queueing theory, including an introduction to matrix - …
Here is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features …
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are …
This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its …
The contributions to this volume review the mathematical description of complex phenomena from both a deterministic and stochastic point of …
This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as …
The classical theory of stochastic processes has important applications arising from the need to describe irreversible evolutions in classical mechanics; …
At the intersection between statistical physics and rigorous econometric analysis, this powerful new framework sheds light on how innovation and …
This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book …
An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This …
Until now, novices had to painstakingly dig through the literature to discover how to use Monte Carlo techniques for solving …
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial …
In spite of the impressive predictive power and strong mathematical structure of quantum mechanics, the theory has always suffered from …
The principal intent of this monograph is to present in a systematic and self-con tained fashion the basic tenets, ideas …
This book is a complete treatise on the theory of nonlinear dynamics of chaotic and stochastic systems. It contains both …
This text is ideal for advanced undergraduate or beginning graduate students. The author first develops the necessary background in probability …
Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random …
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as …
This is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, random variable, distribution, …
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in …
The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches …
The theory of stochastic processes provides a huge arsenal of methods suitable for analyzing the influence of noise on a …
The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition …
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took …
