11,275円 Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use them for statistical inference in one or more high-dimensional time series models. The prerequisite...

4,861円 The subject of this book stands at the crossroads of ergodic theory and measurable dynamics. With an emphasis on irreversible systems, the text presents a framework of multi-resolutions tailored for the study of endomorphisms, beginning with a systematic look at the latter. This entails a whole n...

12,862円 Contains an overview of several technical topics of Quantile Regression Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same example-based approach adopted for the first volume. The text explores topics including robustness, expectiles, m-quan...

43,944円 This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system mod...

62,185円 Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include di...

14,033円 A comprehensive resource that offers an introduction to statistics with a Bayesian angle, for students of professional disciplines like engineering and economics The Bayesian Way offers a basic introduction to statistics that emphasizes the Bayesian approach and is designed for use by those study...

7,292円 This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developm...

6,685円 Refection Positivity is a central theme at the crossroads of Lie group representations, euclidean and abstract harmonic analysis, constructive quantum field theory, and stochastic processes. This book provides the first presentation of the representation theoretic aspects of Refection Positivity ...

10,938円 The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained o...

14,585円 The purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interweaves probability theory, topology, and global analysis o...

6,076円 Continuing the authors’ multivolume project, this text considers the theory of distributions from an applied perspective, demonstrating how effective a combination of analytic and probabilistic methods can be for solving problems in the physical and engineering sciences. Volume 1 covered foundati...

8,507円 This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, ra...