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Many current texts in the area are just cookbooks and, as a result, students do not know why they perform the methods they are taught, or why the methods work. The strength of this …
The purpose of this book is to provide a sound introduction to the study of real-world phenomena that possess random variation. It describes how to set up and analyse models of …
This book has been designed for a final year undergraduate course in stochastic processes. It will also be suitable for mathematics undergraduates and others with interest in …
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is …
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers …
Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results …
Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical research as quickly …
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological …
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, …
The advancement of key technologies in communication, such as optical and radio transmission, coding schemes, switching mechanisms etc. , has meant that communication networks are …