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This book explores event-based estimation problems.
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These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems.
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Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation.
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This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support... Læs mere
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Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.
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This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on... Læs mere
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This book compiles and critically discusses modern engineering system degradation models and their impact on engineering decisions. The... Læs mere
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The volume is intended for all researchers with an interest in order statistics, distribution theory, analysis of censored data, stochastic modeling, time series analysis, and statistical methods for the health sciences, including statistical genetics.