This book explores the remarkable connections between two domains that, a priori, seem unrelated: Random matrices (together with associated random processes) and integrable systems. The relations betw
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepa
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random wa
Exploring random maintenance models, this book provides an introduction to the implementation of random maintenance, and it is one of the first books to be written on this subject. It aims to help rea
The recent concept of universal (also called automatic or black-box) random variate generation can only be found?dispersed in the literature. Being unique in its overall organization, the book covers
The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equ
The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equ
?Random Matrices are one of the major research areas in modern probability theory, due to their prominence in many different fields such as nuclear physics, statistics, telecommunication, free probabi
This tutorial presents a hands-on introduction to a new discrete choice modeling approach based on the behavioral notion of regret-minimization. This so-called Random Regret Minimization-approach (RRM
Covering in detail both theoretical and practical perspectives, this book is a self-contained and systematic depiction of current fuzzy stochastic optimization that deploys the fuzzy random variable a
These notes, based on lectures delivered in Saint Flour, provide an easy introduction to the authors’ 2007 Springer monograph “Random Fields and Geometry.” While not as exhaustive as the full monograp
This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motiva
A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the ra
This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notesInterdisciplinary connections and applications of r
This second edition presents up-to-date material on the theory of weak convergance of convolution products of probability measures in semigroups, the theory of random walks on semigroups, and their a
The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to pro
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
Neal Koblitz is a co-inventor of one of the two most popular forms of encryption and digital signature, and his autobiographical memoirs are collected in this volume. Besides his own personal career i
These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential t
This volume opens the world of free probability to a wide variety of readers. From its roots in the theory of operator algebras, free probability has intertwined with non-crossing partitions, random m
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
This volume presents five different methods recently developed to tackle the large scale behavior of highly correlated random systems, such as spin glasses, random polymers, local times and loop soups
This book gives a self-contained introduction to the theory of random interlacements. The intended reader of the book is a graduate student with a background in probability theory who wants to learn a
Honoring the 50-year career of celebrated mathematician Srinivasa Varadhan, this second volume of his collected papers includes his publications on PDE, SDE, diffusions, and random media, tracing the
These proceedings represent the current state of research on the topics 'boundary theory' and 'spectral and probability theory' of random walks on infinite graphs. They are the result of the two works
Polarization Optics of Random Media is the first book to draw together all the information previously available only in specialized literature and to review polarization optics in a wide range of disp
The study of random graphs was begun in the 1960s and now has a comprehensive literature. This excellent book by one of the top researchers in the field now joins the study of random graphs (and other
This is the first book to show that the theory of Gaussian random matrix is essential to understand the universal correlations with random fluctuations and to demonstrate that it is useful to evaluate
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
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
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from th
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random num
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
Intuitive Probability and Random Processes using MATLABAr is an introduction to probability and random processes that merges theory with practice. Based on the author's belief that only "hands-on" ex
This book reviews recent theoretical, computational and experimental developments in mechanics of random and multiscale solid materials. The aim is to provide tools for better understanding and predic
This accessible text presents a unified approach of treating the microstructure and effective properties of heterogeneous media. Part I deals with the quantitative characterization of the microstructu
This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview o
Modern developments of Random Matrix Theory as well as pedagogical approaches to the standard core of the discipline are surprisingly hard to find in a well-organized, readable and user-friendly fashi
This book investigates key security issues in connection with the physical layer for random wireless cellular networks. It first introduces readers to the fundamentals of information theoretic securit
