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Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical …
The Poisson-Dirichlet distribution, a probability on the in?nite-dimensional s- plex, was introduced by Kingman in 1975. Since then it has found applications in Bayesian …
Since its introduction in 1972, Stein’s method has offered a completely novel way of evaluating the quality of normal approximations. Through its characterizing equation approach, …
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes …
Three centuries ago Montmort and De Moivre published two books on probability theory emphasizing its most important application at that time, games of chance. This book, on the …
I have found many thousands more readers than I ever looked for. I have no right to say to these, You shall not ?nd fault with my art, or fall asleep over my pages; but I ask you …
It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a …
There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In …
Stochastic geometry deals with models for random geometric structures. Its early beginnings are found in playful geometric probability questions, and it has vigorously developed …
Stochastic geometry deals with models for random geometric structures. Its early beginnings are found in playful geometric probability questions, and it has vigorously developed …