This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integ…
This is the fifth edition of a very successful textbook on clinical trials methodology, written by recognized leaders who have long and extensive experience in all areas of clinical trials. The three authors of the first four editions have been joined by two others who add great…
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing …
The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas? reproducing kernel Hilbert spaces, Cramér-Hida representations and stoc…
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 mathematics undergraduates and Master…
This is the first book to show the capabilities of Microsoft Excel to teach environmental sciences statistics effectively. It is a step-by-step exercise-driven guide for students and practitioners who need to master Excel to solve practical environmental sciences problems. If un…
This book explores event-based estimation problems. It shows how several stochastic approaches are developed to maintain estimation performance when sensors perform their updates at slower rates only when needed. The self-contained presentation makes this book suitable for rea…
"This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics. Over the past decades stochastic calculus and processes have gained great importanc…
Dieses bewährte, pragmatisch orientierte Standardwerk deckt den gesamten Stoff der Vorlesung Wirtschaftsmathematik im Bachelorstudium einschließlich der Finanzmathematik ab. Im Vordergrund stehen die tatsächlichen Anwendungsmöglichkeiten der Mathematik in den Wirtschaftswissensc…
Explaining Criminal Careers presents a simple quantitative theory of crime, conviction and reconviction, the assumptions of the theory are derived directly from a detailed analysis of cohort samples drawn from the?UK Home Office? Offenders Index (OI). Mathematical models based o…
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in t…
This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for …
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized rele…
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in…
The Second Bayesian Young Statisticians Meeting (BAYSM 2014) and the research presented here facilitate connections among researchers using Bayesian Statistics by providing a forum for the development and exchange of ideas. WU Vienna University of Business and Economics hosted B…
Statistical literacy is critical for the modern researcher in Physics and Astronomy. This book empowers researchers in these disciplines by providing the tools they will need to analyze their own data. Chapters in this book provide a statistical base from which to approach new p…
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-…
