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$249 MXN o gratis con Kobo Plus

Las situaciones azarosas atraviesan la vida cotidiana y de su experiencia podemos obtener una idea intuitiva y básica de la probabilidad de ocurrencia de los fenómenos aleatorios. Formalmente, la probabilidad es el cálculo matemático que evalúa las posibilidades de que un suceso ocurra cuando interviene el azar. La variación de los precios de materias primas, los tratamientos médicos, los juegos
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First Look At Stochastic Processes, A

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This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and ... Leer más

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This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and
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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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A concise yet elementary introduction to measure and integration theory, which are vital in many areas of mathematics, including analysis, probability, mathematical physics and finance. In this highly successful textbook, core ideas of measure and integration are explored, and martingales are used to develop the theory further. Other topics are also covered such as Jacobi's transformation theorem, ... Leer más

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Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

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Series Libro 1 - Advances In Statistics, Probability And Actuarial Science
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

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Series Libro 29 - Fields Institute Monographs
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33 FNE and 13 CLATSE, 2018, Guadalajara, Mexico, October 1−5

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Series series Springer Nature Proceedings excluding Computer Science
The volume includes a collection of peer-reviewed contributions from among those presented at the main conference organized yearly by the Mexican Statistical Association (AME) and every two years by a Latin-American Confederation of Statistical Societies. For the 2018 edition, particular attention was placed on the analysis of highly complex or large data sets, which have come to be known as “big ... Leer más

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Order, Disorder And Criticality: Advanced Problems Of Phase Transition Theory - Volume 6

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20th International Probabilistic Workshop

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Edición de José C. Matos, Paulo B. Lourenço, Daniel V. Oliveira, Jorge Branco, Dirk Proske, Rui A. Silva, Hélder S. Sousa ...

Series series Springer Nature Proceedings excluding Computer Science
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Fundamentals of Stochastic Signals, Systems and Estimation Theory

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de Branko Kovačević, Željko Đurović, Zoran Banjac ...

Series series Engineering (R0)
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

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Series Libro 76 - Probability Theory and Stochastic Modelling
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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 mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the
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Studies in the Theory of Random Processes

de A. V. Skorokhod ...

Series series Dover Books on Mathematics
This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.The treatment begins by introducing the basic ... Leer más

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This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.The treatment begins by introducing the basic
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Risk And Stochastics: Ragnar Norberg

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with an autobiography from Ragnar NorbergThe Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference, Ragnar Norberg suddenly fell very ill and passed away; this
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Applied Probability and Stochastic Processes

Edición de V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky ...

Series series Infosys Science Foundation Series
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de Francisco J. Samaniego ...

Series series Chapman & Hall/CRC Texts in Statistical Science
This book is intended as a text for a two-quarter or two-semester post-calculus introduction to probability and mathematical statistics for undergraduate students in their junior or senior year, and also for graduate students in the quantitative sciences (e.g., agriculture, computer science, ecology, economics, engineering, epidemiology, genetics, psychology, and many others). The book designed to ... Leer más

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de Erik Lindström, Henrik Madsen, Jan Nygaard Nielsen ...

Series series Chapman & Hall/CRC Texts in Statistical Science
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Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover
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Edición de Subir Ghosh ...

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"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
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Stochastic Methods in Scientific Computing

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de Massimo D'Elia, Kurt Langfeld, Biagio Lucini ...

Series series Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series
Stochastic Methods in Scientific Computing: From Foundations to Advanced Techniques introduces the reader to advanced concepts in stochastic modelling, rooted in an intuitive yet rigorous presentation of the underlying mathematical concepts. A particular emphasis is placed on illuminating the underpinning Mathematics, and yet have the practical applications in mind. The reader will find valuable ... Leer más

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Stochastic Methods in Scientific Computing: From Foundations to Advanced Techniques introduces the reader to advanced concepts in stochastic modelling, rooted in an intuitive yet rigorous presentation of the underlying mathematical concepts. A particular emphasis is placed on illuminating the underpinning Mathematics, and yet have the practical applications in mind. The reader will find valuable
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Modern Survey Sampling

de Arijit Chaudhuri ...

Starting from the preliminaries and ending with live examples, Modern Survey Sampling details what a sample can communicate about an unknowable aggregate in a real situation. The author lucidly develops and presents numerous approaches. He details recent developments and explores fresh and unseen problems, hitting upon possible solutions.The text covers current research output in a student ... Leer más

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Starting from the preliminaries and ending with live examples, Modern Survey Sampling details what a sample can communicate about an unknowable aggregate in a real situation. The author lucidly develops and presents numerous approaches. He details recent developments and explores fresh and unseen problems, hitting upon possible solutions.The text covers current research output in a student
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Set-Indexed Martingales

de Ely Merzbach, Gail Ivanoff ...

Series 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 ... Leer más

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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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eBooks de Probabilidad

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First Look At Stochastic Processes, A

Procesos estocásticos con aplicaciones

Decision Making under Deep Uncertainty

Measures, Integrals and Martingales

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Selected Contributions on Statistics and Data Science in Latin America

Order, Disorder And Criticality: Advanced Problems Of Phase Transition Theory - Volume 6

20th International Probabilistic Workshop

Fundamentals of Stochastic Signals, Systems and Estimation Theory

Multi-Level Bayesian Models for Environment Perception

The Probability Companion for Engineering and Computer Science

Diffusion in Random Fields

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

Studies in the Theory of Random Processes

Risk And Stochastics: Ragnar Norberg

Applied Probability and Stochastic Processes

Stochastic Modeling and Mathematical Statistics

Statistics for Finance

Asymptotics, Nonparametrics, and Time Series

Stochastic Methods in Scientific Computing

Modern Survey Sampling

Set-Indexed Martingales