2,757円 Dieses Lehrbuch bietet neben einer umfassenden Darstellung der Theorie der Martingale in diskreter Zeit auch ausführliche Anwendungen. Die behandelten Themen reichen von klassischem Material über Zerlegungen von stochastischen Prozessen und Submartingalen, quadratische Variation und quadratische ...

2,757円 Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastisc...

7,724円 Dieses Buch präsentiert die Grundlagen der stochastischen Modellierung ー Maßtheorie, Wahrscheinlichkeitstheorie, Theorie stochastischer Prozesse und Markov-Theorie ー in ihrer natürlichen Aufbaufolge. Damit und ergänzt durch einen Anhang zu wichtigen Begriffsbildungen der allgemeinen Topologie, ...

2,349円 Stochastische Modelle sind bei der Bewertung von Schadensbeträgen für Versicherungen von besonderer Bedeutung. Das Buch gibt eine Einführung in die dabei verwendeten Modelle für kleine und große Schadensbeträge wie auch in die stochastische Prozesse der aktuariellen Risikotheorie (Zählprozesse un...

15,800円 A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in math...

15,813円 A clear and efficient balance between theory and application of statistical modeling techniques in the social and behavioral sciences Written as a general and accessible introduction, Applied Univariate, Bivariate, and Multivariate Statistics provides an overview of statistical modeling technique...

19,634円 This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relatio...

6,076円 This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them...

6,076円 This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of s...

7,292円 The purpose of this book is to introduce two recent topics in mathematical physics and probability theory: the Schramm–Loewner evolution (SLE) and interacting particle systems related to random matrix theory. A typical example of the latter systems is Dyson's Brownian motion (BM) model. The SLE a...

10,569円 Environmental Data Analysis with MatLab is a new edition that expands fundamentally on the original with an expanded tutorial approach, new crib sheets, and problem sets providing a clear learning path for students and researchers working to analyze real data sets in the environmental sciences. S...

11,697円 This text brings together important ideas on the model-based approach to sample survey, which has been developed over the last twenty years. Suitable for graduate students and professional statisticians, it moves from basic ideas fundamental to sampling to more rigorous mathematical modelling and...