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Most popular at the top
- Cambridge University Press 1977; US$ 44.00
An exposition of research on the martingale and analytic inequalities associated with Hardy spaces and functions of bounded mean oscillation (BMO). more...
- Springer New York 2007; US$ 199.00
The cycle representations of Markov processes have been advanced after the publication of the ?rst edition to many directions. One main purpose of these advances was the revelation of wide-ranging interpretations of the - cle decompositions of Markov processes such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations,... more...
- Elsevier Science 2006; US$ 117.00
The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).... more...
- CRC Press 2014; US$ 79.95
Discrete phenomena are an important aspect of various complex systems, acting both as underlying driving mechanisms and as manifestations of diverse behaviours. However, the characterisation of these discrete phenomena requires models that go beyond those featured in existing books. Largely concerned with mathematical models used to describe time-varying... more...
- World Scientific Publishing Company 2012; US$ 74.00
This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such... more...
- Wiley 2012; US$ 91.00
Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics,... more...
- Springer Berlin Heidelberg 2007; US$ 49.95
LÚvy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul LÚvy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence,... more...
- World Scientific Publishing Company 2004; US$ 155.00
This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. more...
- World Scientific Publishing Company 2011; US$ 74.00
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process covering the classical WienerIto class including the generalized functionals of Hida as special cases, among others. It presents a... more...