Books in Probability theory and stochastic processes

Simulation

6th Edition
June 14, 2022
Sheldon M. Ross
English
Hardback
9 7 8 0 3 2 3 8 5 7 3 9 0
eBook
9 7 8 0 3 2 3 8 9 9 6 1 1

Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers will learn to apply the results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions. By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, this book presents the statistics needed to analyze simulated data and validate simulation models.

Simulation

6th Edition
June 14, 2022
Sheldon M. Ross
English
Hardback
9 7 8 0 3 2 3 8 5 7 3 9 0
eBook
9 7 8 0 3 2 3 8 9 9 6 1 1

Information Geometry

1st Edition
Volume 45
September 26, 2021
Arni S.R. Srinivasa Rao + 2 more
English
Hardback
9 7 8 0 3 2 3 8 5 5 6 7 9
eBook
9 7 8 0 3 2 3 8 5 5 6 8 6

The subject of information geometry blends several areas of statistics, computer science, physics, and mathematics. The subject evolved from the groundbreaking article published by legendary statistician C.R. Rao in 1945. His works led to the creation of Cramer-Rao bounds, Rao distance, and Rao-Blackawellizatio... Fisher-Rao metrics and Rao distances play a very important role in geodesics, econometric analysis to modern-day business analytics. The chapters of the book are written by experts in the field who have been promoting the field of information geometry and its applications.

Data Science: Theory and Applications

1st Edition
Volume 44
February 12, 2021
C.R. Rao + 1 more
English
Hardback
9 7 8 0 3 2 3 8 5 2 0 0 5
eBook
9 7 8 0 3 2 3 8 5 2 0 1 2

Data Science: Theory and Applications, Volume 44 in the Handbook of Statistics series, highlights new advances in the field, with this new volume presenting interesting chapters on a variety of interesting topics, including Modeling extreme climatic events using the generalized extreme value distribution, Bayesian Methods in Data Science, Mathematical Modeling in Health Economic Evaluations, Data Science in Cancer Genomics, Blockchain Technology: Theory and Practice, Statistical outline of animal home ranges, an application of set estimation, Application of Data Handling Techniques to Predict Pavement Performance, Analysis of individual treatment effects for enhanced inferences in medicine, and more. Additional sections cover Nonparametric Data Science: Testing Hypotheses in Large Complex Data, From Urban Mobility Problems to Data Science Solutions, and Data Structures and Artificial Intelligence Methods.

Principles and Methods for Data Science

1st Edition
Volume 43
May 27, 2020
Arni S.R. Srinivasa Rao + 1 more
English
Hardback
9 7 8 0 4 4 4 6 4 2 1 1 0
eBook
9 7 8 0 4 4 4 6 4 2 1 2 7

Principles and Methods for Data Science, Volume 43 in the Handbook of Statistics series, highlights new advances in the field, with this updated volume presenting interesting and timely topics, including Competing risks, aims and methods, Data analysis and mining of microbial community dynamics, Support Vector Machines, a robust prediction method with applications in bioinformatics, Bayesian Model Selection for Data with High Dimension, High dimensional statistical inference: theoretical development to data analytics, Big data challenges in genomics, Analysis of microarray gene expression data using information theory and stochastic algorithm, Hybrid Models, Markov Chain Monte Carlo Methods: Theory and Practice, and more.

Financial, Macro and Micro Econometrics Using R

1st Edition
Volume 42
January 20, 2020
Hrishikesh D. Vinod + 1 more
English
Hardback
9 7 8 0 1 2 8 2 0 2 5 0 0
eBook
9 7 8 0 1 2 8 2 0 2 5 1 7

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics.

Fundamentals of Advanced Mathematics V3

1st Edition
September 18, 2019
Henri Bourles
English
Hardback
9 7 8 1 7 8 5 4 8 2 5 0 2
eBook
9 7 8 0 0 8 1 0 2 3 8 6 0

Fundamentals of Advanced Mathematics, Volume Three, begins with the study of differential and analytic infinite-dimensional manifolds, then progresses into fibered bundles, in particular, tangent and cotangent bundles. In addition, subjects covered include the tensor calculus on manifolds, differential and integral calculus on manifolds (general Stokes formula, integral curves and manifolds), an analysis on Lie groups, the Haar measure, the convolution of functions and distributions, and the harmonic analysis over a Lie group. Finally, the theory of connections is (linear connections, principal connections, and Cartan connections) covered, as is the calculus of variations in Lagrangian and Hamiltonian formulations. This volume is the prerequisite to the analytic and geometric study of nonlinear systems.

Conceptual Econometrics Using R

1st Edition
Volume 41
August 20, 2019
C.R. Rao + 1 more
English
Hardback
9 7 8 0 4 4 4 6 4 3 1 1 7
eBook
9 7 8 0 4 4 4 6 4 3 1 2 4

Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, productivity and financial market jumps and co-jumps, among others.

Introduction to Probability Models

12th Edition
March 9, 2019
Sheldon M. Ross
English
eBook
9 7 8 0 1 2 8 1 4 3 4 7 6

Introduction to Probability Models, Twelfth Edition, is the latest version of Sheldon Ross's classic bestseller. This trusted book introduces the reader to elementary probability modelling and stochastic processes and shows how probability theory can be applied in fields such as engineering, computer science, management science, the physical and social sciences and operations research. The hallmark features of this text have been retained in this edition, including a superior writing style and excellent exercises and examples covering the wide breadth of coverage of probability topics. In addition, many real-world applications in engineering, science, business and economics are included.

Stochastic Analysis of Mixed Fractional Gaussian Processes

1st Edition
May 22, 2018
Yuliya Mishura + 1 more
English
Hardback
9 7 8 1 7 8 5 4 8 2 4 5 8
eBook
9 7 8 0 0 8 1 0 2 3 6 3 1

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 integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts.

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Health

Books in Probability theory and stochastic processes

Simulation

Simulation

Information Geometry

Data Science: Theory and Applications

Principles and Methods for Data Science

Financial, Macro and Micro Econometrics Using R

Fundamentals of Advanced Mathematics V3

Conceptual Econometrics Using R

Introduction to Probability Models

Stochastic Analysis of Mixed Fractional Gaussian Processes