Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developm
Biane, Philippe: Non-commutative stochastic calculus.-Voiculescu, Dan-Virgil: Lectures on free probability.- Guionnet, Alice: Large random matrices: Lectures on macroscopic asymptotics.?
This book deals in a basic and systematic manner with the fundamentals of random function theory and looks at some aspects related to arrival, vehicle headway and operational speed processes at the sa
Although used with increasing frequency in many branches of physics, random matrix ensembles are not always sufficiently specific to account for important features of the physical system at hand. One
The study of quantum disorder has generated considerable research activity in mathematics and physics over past 40 years. While single-particle models have been extensively studied at a rigorous mathe
This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability includi
Aimed at those needing a primer on random signals and processes, this accessible introduction assumes minimal mathematical background and provides simple, clear explanations of key terms such as densi
Principles of Statistical Radiophysics is a four-volume series that introduces the newcomer to the theory of random functions. It aims at providing the background necessary to understand papers and mo
Random Vibration in Spacecraft Structures Design is based on the lecture notes "Spacecraft structures" and "Special topics concerning vibration in spacecraft structures" from courses given at Delft Un
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehens
Studying the fine properties of solutions to Stochastic (Partial) Differential Equations with reflection at a boundary, this book begins with a discussion of classical one-dimensional diffusions as th
This book introduces a new notion of replacement in maintenance and reliability theory. Replacement Overtime, where replacement is done at the first completion of a working cycle over a planned time,
Contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verita) in Asc
Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Follmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stochastic mechanics and random fields.- Albeverio, Ser
Principles of Statistical Radiophysics is a four-volume series that introduces the newcomer to the theory of random functions. It aims at providing the background necessary to understand papers and mo
This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Ve
This book is designed as a practical and intuitive introduction to probability, statistics and random quantities for physicists. The book aims at getting to the main points by a clear, hands-on exposi
This volume introduces a variety of combined parametric-nonparametric algorithms aimed at resolving problems with block-oriented non-linear dynamic system identification in the presence of random dist
A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrol
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete t
An observational study is an empirical investigation of the effects caused by a treatment, policy, or intervention in which it is not possible to assign subjects at random to treatment or control, as
Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly av
This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar fo
