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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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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…
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- Ed. 1
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- 978-3-319-34072-2
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- 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…
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- Ed. 1
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- 978-3-319-12496-4
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- XV, 127
- Series Title
- SpringerBriefs in Mathematics
- Call Number
- 519 CHE a
Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching …
This is the only book discussing multifractal properties of densities of stable superprocesses, containing latest achievements while also giving the reader a comprehensive picture of the state of the art in this area. It is a self-contained presentation of regularity properties of stable superprocesses and proofs of main results and can serve as an introductory text for a graduate course. There…
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Uncertainty Theory
When no samples are available to estimate a probability distribution, we have to invite some domain experts to evaluate the belief degree that each event will happen. Perhaps some people think that the belief degree should be modeled by subjective probability or fuzzy set theory. However, it is usually inappropriate because both of them may lead to counterintuitive results in this case. In o…
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- 978-3-662-44354-5
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Uncertainty The Soul of Modeling, Probability & Statistics
This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science. The ultimate goal is to call into question many standard tenets and lay the philosophical and probabilistic groundwork and infrastructure for statistical modeling. It is the first book…
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- 978-3-319-39756-6
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Introduction to Probability with Statistical Applications
Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject. The presentation covers the mathematical laws of random phenomena, including discrete and continuous random variables, expectation and variance, and commo…
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- 1
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- 978-3-319-30620-9
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- XII, 385, 49 b/w illustrations
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In Memoriam Marc Yor - Séminaire de Probabilités XLVII
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin docu…
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- 978-3-319-18584-2
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- L, 619
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- -
- Call Number
- 510 INM
Fractal Geometry and Stochastics V
This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey…
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- 978-3-319-18660-3
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- X, 340 pages
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- Progress in Probability
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- -
Stochastic Dominance Investment Decision Making under Uncertainty
This fully updated third edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality and the poverty level in various countries, and of course, to investment decision-making unde…
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- 1
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- 978-3-319-21708-6
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- -
- Series Title
- XXII, 505
- Call Number
- XXII, 505
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