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Multivariate Statistical Analysis in the Real and Complex Domains
This book explores topics in multivariate statistical analysis, relevant in the real and complex domains. It utilizes simplified and unified notations to render the complex subject matter both accessible and enjoyable, drawing from clear exposition and numerous illustrative examples. The book features an in-depth treatment of theory with a fair balance of applied coverage, and a classroom lectu…
- Edition
- 1
- ISBN/ISSN
- 978-3-030-95864-0
- Collation
- -
- Series Title
- -
- Call Number
- XXVII, 921
Stochastic Transport in Upper Ocean Dynamics II
This open access proceedings volume brings selected, peer-reviewed contributions presented at the Third Stochastic Transport in Upper Ocean Dynamics (STUOD) 2022 Workshop, held virtually and in person at the Imperial College London, UK, September 26–29, 2022. The STUOD project is supported by an ERC Synergy Grant, and led by Imperial College London, the National Institute for Research in Comp…
- Edition
- -
- ISBN/ISSN
- 978-3-031-40093-3
- Collation
- XIV, 338
- Series Title
- -
- Call Number
- -
Elements of Probability and Statistics An Introduction to Probability with d…
This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. One of the features of this approach is that it does not require the introduction of sample space – a non-intrinsic concept that makes the treatment of elementary probability unnecessarily complicate – but introduces as fundamental the concept of random numbers d…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-07254-8
- Collation
- 6 b/w illustrations, 27 illustrations in colour
- Series Title
- -
- Call Number
- -
Vector Generalized Linear and Additive Models With an Implementation in R
This book presents a greatly enlarged statistical framework compared to generalized linear models (GLMs) with which to approach regression modelling. Comprising of about half-a-dozen major classes of statistical models, and fortified with necessary infrastructure to make the models more fully operable, the framework allows analyses based on many semi-traditional applied statistics models to be …
- Edition
- -
- ISBN/ISSN
- 978-1-4939-2818-7
- Collation
- -
- Series Title
- -
- Call Number
- -
Large Deviations and Asymptotic Methods in Finance
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic …
- Edition
- 1
- ISBN/ISSN
- 978-3-319-11605-1
- Collation
- Mathematics
- Series Title
- -
- Call Number
- 510
The Parabolic Anderson Model
This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, vari…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-33596-4
- Collation
- -
- Series Title
- Pathways in Mathematics
- Call Number
- XI, 192, 4 b/w illustrations
Representation Theory of Finite Monoids
This first text on the subject provides a comprehensive introduction to the representation theory of finite monoids. Carefully worked examples and exercises provide the bells and whistles for graduate accessibility, bringing a broad range of advanced readers to the forefront of research in the area. Highlights of the text include applications to probability theory, symbolic dynamics, and automa…
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- ISBN/ISSN
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- Collation
- -
- Series Title
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- Call Number
- -
Renewal Theory for Perturbed Random Walks and Similar Processes
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques an…
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- -
- Collation
- -
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- Call Number
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Approximation Methods in Probability Theory
This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textb…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-34072-2
- Collation
- XII, 274
- Series Title
- Universitext
- Call Number
- 519.2 CEK a
Approximation of Stochastic Invariant Manifolds: Stochastic Manifolds for Non…
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated wit…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-12496-4
- Collation
- XV, 127
- Series Title
- SpringerBriefs in Mathematics
- Call Number
- 519 CHE a
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