Probability theory and stochastic processes

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Probability and Information
This updated textbook is an excellent way to introduce probability and information theory to new students in mathematics, computer science, engineering, statistics, economics, or business studies. Only requiring knowledge of basic calculus, it starts by building a clear and systematic foundation to ..
₦ 14,553
Markov Processes, Gaussian Processes, and Local Times
Written by two foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredi..
₦ 24,119
Stochastic Partial Differential Equations
Stochastic partial differential equations can be used in many areas of science to model complex systems that evolve over time. Their analysis is currently an area of much research interest. This book consists of papers given at the ICMS Edinburgh meeting held in 1994 on this topic, and it brings tog..
₦ 21,888
Elementary Probability
Now available in a fully revised and updated new edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. To..
₦ 16,788
Lévy Processes and Stochastic Calculus
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general t..
₦ 17,106
Trends in Stochastic Analysis
This outstanding collection of thirteen articles provides an overview of recent developments of significant trends in the field of stochastic analysis. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to th..
₦ 27,625
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful..
₦ 19,656
Percolation theory was initiated some fifty years ago as a mathematical framework for the study of random physical processes such as flow through a disordered porous medium. It has proved to be a remarkably rich theory, with applications beyond natural phenomena to topics such as network modelling. ..
₦ 20,613
Random Fragmentation and Coagulation Processes
Fragmentation and coagulation are two natural phenomena that can be observed in many sciences and at a great variety of scales - from, for example, DNA fragmentation to formation of planets by accretion. This book, by the author of the acclaimed Lévy Processes, is the first comprehensive theoretical..
₦ 20,294
Independent Random Variables and Rearrangement Invariant Spaces
The subject of this book lies on the boundary between probability theory and the theory of function spaces. Here Professor Braverman investigates independent random variables in rearrangement invariant (r.i.) spaces. The significant feature of r.i. spaces is that the norm of an element depends on it..
₦ 13,597
Statistical Mechanics of Disordered Systems
Our mathematical understanding of the statistical mechanics of disordered systems is going through a period of stunning progress. This self-contained book is a graduate-level introduction for mathematicians and for physicists interested in the mathematical foundations of the field, and can be used a..
₦ 22,206
Fuzzy Logic and Probability Applications
Probabilists and fuzzy enthusiasts tend to disagree about which philosophy is best and they rarely work together. As a result, textbooks usually suggest only one of these methods for problem solving, but not both. This book is an exception. The authors, investigators from both fields, have combined ..
₦ 34,000