Probability category: 225 books

Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic...

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to...

A one-of-a-kind guide to identifying and dealing with modern statistical developments in causality Written by a group of well-known experts, Statistics and Causality: Methods for Applied Empirical Research focuses on the most up-to-date developments in statistical methods in respect to causality....

This volume is a valuable source of recent knowledge about advanced time series forecasting techniques such as artificial neural networks, fuzzy time series, or hybrid approaches. New forecasting frameworks are discussed and their application is demonstrated. The second volume of the series includes...

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the...

A comprehensive overview of the internationalisation of correspondence analysis Correspondence Analysis: Theory, Practice and New Strategies examines the key issues of correspondence analysis, and discusses the new advances that have been made over the last 20 years. The main focus of...

Stochastic kinetic methods are currently considered to be the most realistic and elegant means of representing and simulating the dynamics of biochemical and biological networks. Deterministic versus stochastic modelling in biochemistry and systems biology introduces and critically reviews the deterministic...

Cluster analysis comprises a range of methods for classifying multivariate data into subgroups. By organizing multivariate data into such subgroups, clustering can help reveal the characteristics of any structure or patterns present. These techniques have proven useful in a wide range of areas such...

A timely collection of advanced, original material in the area of statistical methodology motivated by geometric problems, dedicated to the influential work of Kanti V. Mardia This volume celebrates Kanti V. Mardia's long and influential career in statistics. A common theme unifying much of...

Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly...

Praise for Previous Volumes "This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory." -IEEE GROUP CORRESPONDANCE "This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control." -CONTROL

The three volumes of this series of books, of which this is the second, put forward the mathematical elements that make up the foundations of a number of contemporary scientific methods: modern theory on systems, physics and engineering. Whereas the first volume focused on the formal conditions...

Your correlation results are probably wrong. Sorry, but they are. You see, there is one really important thing to know about your correlations that mean that whatever results you get you can't be sure they are correct. This book fixes that. Correlation is a way of describing how...

Graph Searching Games and Probabilistic Methods is the first book that focuses on the intersection of graph searching games and probabilistic methods. The book explores various applications of these powerful mathematical tools to games and processes such as Cops and Robbers, Zombie and Survivors,...