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Now that people are aware that data can make the difference in an election or a business model, data science as an occupation is gaining ground. But how can you get started working in a wide-ranging, interdisciplinary field that’s so clouded in hype? This insightful book, based on Columbia University’s Introduction to Data Science class, tells you what you need to know.In many of these chapter … Lesen Sie mehr

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This open access book focuses on both the theory and practice associated with the tools and approaches for decisionmaking in the face of deep uncertainty. It explores approaches and tools supporting the design of strategic plans under deep uncertainty, and their testing in the real world, including barriers and enablers for their use in practice. The book broadens traditional approaches and tools … Lesen Sie mehr

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This open access book focuses on both the theory and practice associated with the tools and approaches for decisionmaking in the face of deep uncertainty. It explores approaches and tools supporting the design of strategic plans under deep uncertainty, and their testing in the real world, including barriers and enablers for their use in practice. The book broadens traditional approaches and tools
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Planar Maps, Random Walks and Circle Packing

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von Asaf Nachmias …

Serien Buch 2243 - Lecture Notes in Mathematics
This open access book focuses on the interplay between random walks on planar maps and Koebe’s circle packing theorem. Further topics covered include electric networks, the He–Schramm theorem on infinite circle packings, uniform spanning trees of planar maps, local limits of finite planar maps and the almost sure recurrence of simple random walks on these limits. One of its main goals is to … Lesen Sie mehr

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This open access book focuses on the interplay between random walks on planar maps and Koebe’s circle packing theorem. Further topics covered include electric networks, the He–Schramm theorem on infinite circle packings, uniform spanning trees of planar maps, local limits of finite planar maps and the almost sure recurrence of simple random walks on these limits. One of its main goals is to
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Introduction To Stochastic Calculus With Applications (2nd Edition)

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book … Lesen Sie mehr

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book
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Tychastic Measure of Viability Risk

von Luxi Chen, Jean-Pierre Aubin, Olivier Dordan …

This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized … Lesen Sie mehr

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This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized
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Entropies and Fractionality

Entropy Functionals, Small Deviations and Related Integral Equations

von Yuliya Mishura, Kostiantyn Ralchenko …

Serien series Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi, and some others) of selected absolutely continuous probability distributions. The properties of the entropies are analyzed. Subsequently, a related problem is addressed: the computation and investigation of the … Lesen Sie mehr

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Stationary Stochastic Models

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Serien Buch 4 - World Scientific Series on Probability Theory and Its Applications
This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are … Lesen Sie mehr

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This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are
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A Comprehensive Summary of the Benford's Law Phenomenon

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Numbers are written in our digital language system by conveniently and efficiently utilizing the ten digits 0 to 9 in much the same way as sentences and books are written in the English language system by conveniently utilizing the 26 letters A to Z. Surprisingly, and against all common sense or intuition, the spread of these ten digits within numbers of random data is not uniform, but rather … Lesen Sie mehr

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Market-Consistent Prices

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Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the
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New Frontiers in Bayesian Statistics

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This book presents a selection of peer-reviewed contributions to the fifth Bayesian Young Statisticians Meeting, BaYSM 2021, held virtually due to the COVID-19 pandemic on 1-3 September 2021. Despite all the challenges of an online conference, the meeting provided a valuable opportunity for early career researchers, including MSc students, PhD students, and postdocs to connect with the broader … Lesen Sie mehr

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This book presents a selection of peer-reviewed contributions to the fifth Bayesian Young Statisticians Meeting, BaYSM 2021, held virtually due to the COVID-19 pandemic on 1-3 September 2021. Despite all the challenges of an online conference, the meeting provided a valuable opportunity for early career researchers, including MSc students, PhD students, and postdocs to connect with the broader
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Weak Convergence And Its Applications

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Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of … Lesen Sie mehr

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Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of
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Die Monte-Carlo-Methode

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Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

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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 and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and … Lesen Sie mehr

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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 and Dyson's BM model may be considered as "children" of the Bessel process with parameter D, BES(D), and
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Let Us Use White Noise

von Takeyuki Hida, Ludwig Streit …

Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, … Lesen Sie mehr

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Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz,
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Arbres pour l’Algorithmique

von Brigitte Chauvin, Julien Clément, Danièle Gardy …

Serien Buch 83 - Mathématiques et Applications
Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exemples d'utilisation, directe ou en modélisation, puis nous étudions leurs performances d'un point de vue mathématique. Nos outils sont les mathématiques discrètes, les probabilités et la combinatoire … Lesen Sie mehr

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Cet ouvrage présente les types d'arbres les plus utilisés en informatique, sous les angles algorithmique et mathématique. Pour chaque type, nous donnons les algorithmes courants associés et des exemples d'utilisation, directe ou en modélisation, puis nous étudions leurs performances d'un point de vue mathématique. Nos outils sont les mathématiques discrètes, les probabilités et la combinatoire
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Generalized Optimal Stopping Problems and Financial Markets

von Dennis Wong …

Serien series Chapman & Hall/CRC Research Notes in Mathematics Series
Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented. … Lesen Sie mehr

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Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
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Set-Indexed Martingales

von Ely Merzbach, Gail Ivanoff …

Serien series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of … Lesen Sie mehr

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Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of
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Stochastic Models for Carcinogenesis

von Wai-Yuan Tan …

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An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well as extensive bibliographies of cancer biology and in-depth mathematical analyses for each of the models. May be used as a reference for biostaticians, biometricians, mathematical and molecular biologists, applied mathematicians, oncologists, cancer … Lesen Sie mehr

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An up-to-date survey of mathematical models of carcinogenesis, providing the most recent findings of cancer biology as evidence of the models, as well as extensive bibliographies of cancer biology and in-depth mathematical analyses for each of the models. May be used as a reference for biostaticians, biometricians, mathematical and molecular biologists, applied mathematicians, oncologists, cancer
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Statistical Methods for Stochastic Differential Equations

von Mathieu Kessler, Alexander Lindner, Michael Sorensen …

Serien series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th … Lesen Sie mehr

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The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th
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Performance Modeling and Design of Computer Systems

Queueing Theory in Action

von Mor Harchol-Balter …

Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. The book is written with computer scientists and engineers in mind and is full of examples from computer systems, as well as manufacturing and operations research. Fun and readable, the book is highly approachable, even for undergraduates, while still being thoroughly … Lesen Sie mehr

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Tackling the questions that systems designers care about, this book brings queueing theory decisively back to computer science. The book is written with computer scientists and engineers in mind and is full of examples from computer systems, as well as manufacturing and operations research. Fun and readable, the book is highly approachable, even for undergraduates, while still being thoroughly
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Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

von Sabir Umarov, Marjorie Hahn, Kei Kobayashi …

The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck … Lesen Sie mehr

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The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck
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High Dimensional Space to Formulate Marriage and Birth Functions

von Shuichirou Ike …

With the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marriages and births. This book reviews computable marriage and birth function using dynamic properties. To do that, the functions are defined in high dimensional space. The reaction-diffusion equation of the … Lesen Sie mehr

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With the collapse of Demographic Transition Theory, new theories of population must not just be explanations, but should be falsifiable theories which can compute the number of occurrences of marriages and births. This book reviews computable marriage and birth function using dynamic properties. To do that, the functions are defined in high dimensional space. The reaction-diffusion equation of the
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Martingale Methods in Statistics

von Yoichi Nishiyama …

Serien series Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive … Lesen Sie mehr

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Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive
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Wahrscheinlichkeitsrechnung eBooks

Doing Data Science

Decision Making under Deep Uncertainty

Planar Maps, Random Walks and Circle Packing

Introduction To Stochastic Calculus With Applications (2nd Edition)

Tychastic Measure of Viability Risk

Entropies and Fractionality

Stationary Stochastic Models

A Comprehensive Summary of the Benford's Law Phenomenon

Market-Consistent Prices

New Frontiers in Bayesian Statistics

Weak Convergence And Its Applications

Die Monte-Carlo-Methode

Free Boundary Problems in PDEs and Particle Systems

Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model

Let Us Use White Noise

Arbres pour l’Algorithmique

Generalized Optimal Stopping Problems and Financial Markets

Set-Indexed Martingales

Stochastic Models for Carcinogenesis

Statistical Methods for Stochastic Differential Equations

Performance Modeling and Design of Computer Systems

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations

High Dimensional Space to Formulate Marriage and Birth Functions

Martingale Methods in Statistics