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by Valeriĭ V. Buldygin, Karl-Heinz Indlekofer, Oleg I. Klesov, Josef G. Steinebach ...

Series Book 91 - Probability Theory and Stochastic Modelling
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in ... Read more

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One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in
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Open Quantum Systems

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Series series Tutorials, Schools, and Workshops in the Mathematical Sciences
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This book presents four survey articles on various aspects of open quantum systems, specifically addressing quantum Markovian processes, Feller semigroups and nonequilibrium dynamics. The contributions are based on lectures given by distinguished experts at a summer school in Göttingen, Germany. Starting from basic notions, the authors of these lecture notes accompany the reader on a journey up to
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Molecular Storms

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Series series Physics and Astronomy (R0)
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“Following in the footsteps of Stephen Hawking's ‘A brief history of time’ and Simon Singh's ‘Fermat’s Last Theorem’ this exceptionally accessible book will you leave marveling at the wonders of the world and, if you didn't listen to your science teachers, wishing you had. Graham writes with the mind of a physicist and the soul of a poet.”Nicki Hayes, CCO, The Communications Practice, author of
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An Introduction to Probability

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This edition covers the standard materials to be expected in a course from a calculus-based course in probability. A new chapter is added to cover exchangeability, embedding, and Monte Carlo simulation.Contents:Preface to the First EditionPreface to the Second EditionNotations and AbbreviationsPermutation and CombinationAxioms of ProbabilityConditional ProbabilityRandom VariablesDis... ... Read more

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This edition covers the standard materials to be expected in a course from a calculus-based course in probability. A new chapter is added to cover exchangeability, embedding, and Monte Carlo simulation.Contents:Preface to the First EditionPreface to the Second EditionNotations and AbbreviationsPermutation and CombinationAxioms of ProbabilityConditional ProbabilityRandom VariablesDis...
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Ruin Probabilities

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Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Distributions, Markovian arrival processes and Structured Markov chains and matrix geometric solutions.New materials and techniques are presented for the first time in research and engineering design.
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Earthquake Hazard and Risk

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Series Book 6 - Advances in Natural and Technological Hazards Research
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Series Book 38 - Lecture Notes Series, Institute For Mathematical Sciences, National University Of Singapore
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Interacting particle systems are Markov processes involving infinitely many interacting components. Since their introduction in the 1970s, researchers have found many applications in statistical physics and population biology. Genealogies, which follow the origin of the state of a site backwards in time, play an important role in their studies, especially for the biologically motivated systems.The
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Mathematics of Two-Dimensional Turbulence

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Series Book 194 - Cambridge Tracts in Mathematics
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Stochastic Models of Financial Mathematics

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This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox−Ingersoll−Ross, and Heath–Jarrow–Morton interest rate models are also explored
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Series Book 2 - World Scientific Series On Probability Theory And Its Applications
The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and ... Read more

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The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and
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Discrete-Time Semi-Markov Random Evolutions and Their Applications

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Series series Mathematics and Statistics (R0)
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and ... Read more

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This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and
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by Seyed Amir Beheshti ...

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Bachelor Thesis from the year 2009 in the subject Mathematics - Statistics, grade: 1, Vienna University of Technology, language: English, abstract: 1 What is Factor Analysis? Factor Analysis is a method often used in statistics to examine and analyze the relationship between a larger numbers of variables to find a smaller number of Factors which explain the relationship between the original
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Planar Maps, Random Walks and Circle Packing

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by Asaf Nachmias ...

Series Book 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 ... Read more

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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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Markov Random Flights

by Alexander D. Kolesnik ...

Series series Chapman & Hall/CRC Monographs and Research Notes in Mathematics
Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite speed and changes its direction at random Poisson time ... Read more

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Markov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite speed and changes its direction at random Poisson time
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Stochastic Processes and Related Topics

Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

Edited by Rainer Buckdahn, Hans J. Engelbert, Marc Yor ...

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In ... Read more

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This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three In
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Übungen zu stochastischen Prozessen

by Simone Malacrida ...

In diesem Buch werden Übungen zu folgenden mathematischen Themen durchgeführt:Markov-Ketten und Markovsche stochastische Prozessezeitabhängige und zeitunabhängige stochastische ProzesseIrrfahrten und Brownsche BewegungAußerdem werden erste theoretische Hinweise gegeben, um die Durchführung der Übungen verständlich zu machen. ... Read more

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In diesem Buch werden Übungen zu folgenden mathematischen Themen durchgeführt:Markov-Ketten und Markovsche stochastische Prozessezeitabhängige und zeitunabhängige stochastische ProzesseIrrfahrten und Brownsche BewegungAußerdem werden erste theoretische Hinweise gegeben, um die Durchführung der Übungen verständlich zu machen.
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Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

by Tusheng Zhang, Xunyu Zhou ...

Series Book 13 - Interdisciplinary Mathematical Sciences
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential ... Read more

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This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential
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Applied Stochastic Differential Equations

by Simo Särkkä, Arno Solin ...

Series Book 10 - Institute of Mathematical Statistics Textbooks
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies ... Read more

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Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies
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Facets of Noise

Effects in Classical and Quantum Systems

by Debraj Das, Shamik Gupta ...

Series series Physics and Astronomy (R0)
This book provides a captivating journey through the realms of classical and quantum systems as it unravels the profound influence that noise may have on their static and dynamic properties. The first part of the book offers succinct yet enlightening discussions on foundational topics related to noise. The second part focuses on a variety of applications, where a diverse spectrum of noise effects ... Read more

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This book provides a captivating journey through the realms of classical and quantum systems as it unravels the profound influence that noise may have on their static and dynamic properties. The first part of the book offers succinct yet enlightening discussions on foundational topics related to noise. The second part focuses on a variety of applications, where a diverse spectrum of noise effects
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Quantum Stochastics

by Mou-Hsiung Chang ...

Series Book 37 - Cambridge Series in Statistical and Probabilistic Mathematics
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. ... Read more

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The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints.
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Elements Of Stochastic Dynamics

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Financial, Macro and Micro Econometrics Using R

Statistical analysis in practice and Evaluation of research results

Discrete-Time Semi-Markov Random Evolutions and Their Applications

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Planar Maps, Random Walks and Circle Packing

Markov Random Flights

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Übungen zu stochastischen Prozessen

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Applied Stochastic Differential Equations

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Quantum Stochastics