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Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme,... Læs mere
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This book is interdisciplinary and unites several areas of applied probability, statistics, and computational mathematics including computer experiments, optimal experimental design, and global optimization.
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This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails.
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This book does not focus solely on asymptotic extreme value distributions. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications.
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The book collects papers on several topics in probability and stochastic processes. He has left an indelible mark in every endeavour of his and in his several different avatars—be it in the ISI, in the industry or as Director of Chennai Mathematical Institute.
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This Element introduces the basics of Bayesian regression modeling using modern computational tools and assumes that the reader has taken a... Læs mere
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This Element introduces the basics of Bayesian regression modeling using modern computational tools and assumes that the reader has taken a... Læs mere
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Various queuing theory methods have been employed in understanding and managing traffic flows, airports and shipping facilities,... Læs mere
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In this comprehensive volume, the authors introduce important developments at the intersection of probability theory and mathematical physics: the... Læs mere