Sannolikhetskalkyl & matematisk statistik
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This textbook explores two distinct stochastic processes that evolve at random: weakly stationary processes and discrete parameter Markov processes. Building from simple examples, …
This text presents the basic theory of random walks on infinite, finitely generated groups, along with certain background material in measure-theoretic probability. The main …
This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the …
Geometric Programming is used for cost minimization, profit maximization, obtaining cost ratios, and the development of generalized design equations for the primal variables. The …
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and …
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …