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This publication addresses copula approaches to competing risks models for dependent latent failure times. It will establish the fundamentals on dependent competing risks models, as well as a range of recent developments to identifiability and estimation using copulas.
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This book provides a unified mathematical framework to simulation, forecasting, and management across engineering,... Læs mere
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This new edition of 'High-Dimensional Probability,' winner of the 2019 PROSE Award in Mathematics, offers an accessible and... Læs mere
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This text explains how to build and analyze plausible models for random networks, and how to use statistics for validating such models, for detecting unusual features... Læs mere
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line-height: normal;">Topics include the generation and analysis of pseudorandom numbers (which are intended to imitate truly random numbers on a computer), the design... Læs mere
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This volume is devoted to stochastic and chaotic oscillations in dissipative systems. Coverage includes stochastic transformers, turbulence, phase portraits of... Læs mere
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The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. This text describes some of its applications in physics including: white noise analysis; gauge field theories; and euclidean quantum mechanics.
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This is a volume of original mathematical papers, written to honour the 70th birthday of the Russian mathematician, E.B. Dynkin. It contains papers dealing with problems in stochastic analysis, probability theory and mathematical physics.
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This volume contains a selection of papers presented at the Conference on Stochastic Differential and Difference Equations held in Hungary, August 1996. The papers cover a wide range of contemporary topics in stochastics with particular reference to control theory.