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- Springer-Verlag New York Inc 2006; US$ 199.00
Gives a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. This book is aimed at anybody with an interest in inference for stochastic processes, researchers, and practitioners in areas such as statistics, signal processing, communications engineering, finance, and more. more...
- World Scientific Publishing Company 2005; US$ 176.00
This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models. The systems discussed in the book... more...
- Springer-Verlag New York Inc 2006; US$ 109.00
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. This book presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. It provides the reader knowledge of semi-Markov processes. more...
- Springer 2007; US$ 179.00
Stochastic switching systems represent an interesting class of systems that can be used to model a variety of systems having abrupt random changes in their dynamics. This work presents stochastic switching systems and provides methods and techniques for the analysis and design of various control systems with or without uncertainties. more...
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 139.00
Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework. The second goal is a systematic treatment... more...
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 109.00
The Malliavin calculus is an infinite-dimensional differential calculus on a Gaussian space. This monograph presents the main features of the Malliavin calculus and discusses its main applications. It includes applications of the Malliavin calculus in finance and a chapter on stochastic calculus with respect to the fractional Brownian motion. more...
- Springer 2007; US$ 169.00
Provides fresh insight into Markovian dependence via the cycle decompositions. This book presents an account of a class of stochastic processes known as cycle processes. It reveals interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. more...
- Springer 2007; US$ 169.00
This book provides a self-contained, linear, and unified introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. The targeted audience includes statisticians, biostatisticians,... more...
- Wiley 2008; US$ 93.00
"This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful... more...
- Springer 2009; US$ 89.99
Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, Poisson processes, and Brownian motion. This book presents structure and basic properties of these stochastic processes. more...