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A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.
Beginning with the basics of probability and an overview of stochastic process, this book goes on to explore their engineering... Læs mere
Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
"Courant Institute of Mathematical Sciences."
This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical... Læs mere
Replaces the contrived application of the quantum master equation with a satisfactory treatment of quantum fluctuations. This work covers the fluctuations... Læs mere
This book is aimed at the trouble with trying to learn about probability. A story of the misconceptions and difficulties civilization overcame in progressing toward probabilistic thinking,... Læs mere
Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book... Læs mere
Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of... Læs mere
In this fascinating book, mathematician Ed Beltrami takes a close enough look at randomness to make it mysteriously disappear. Those familiar with quantum indeterminacy assert that order is an illusion, and that the world is fundamentally random.
This book presents essential tools for modelling non-linear time series.