Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area
Fundamentals of Matrix-Analytic Methods targets advanced-level students in mathematics, engineering and computer science. It focuses on the fundamental parts of Matrix-Analytic Methods, Phase-Type Dis
The book begins with an in-depth survey of coagulation-fragmentation models, followed by a detailed presentation of relevant earlier results in the field. The mathematical tools necessary for the mode
Stochastic order relations prprovide a valuable insight into the behaviour of complex stochastic (random) systems and enable the user to collect meaningful comparative data. Application areas include
This book provides a comprehensive up-to-date presentation of some of the classical areas of reliability, based on a more advanced probabilistic framework using the modern theory of stochastic proces
Focusing on stochastic optimization, Heyman (information not given) and Sobel (Weatherhead School of Management, Case School of Engineering, Case Western Reserve University) introduce myopic optimal p
A multidisciplinary field, encompassing both geophysics and civil engineering, geomechanics deals with the deformation and failure process in geomaterials such as soil and rock. Although powerful nume
Great interest is now being shown in computational and mathematical neuroscience, fuelled in part by the rise in computing power, the ability to record large amounts of neurophysiological data, and ad
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insura
The Analytic Hierarchy Process (AHP) is a prominent and powerful tool for making decisions in situations involving multiple objectives. Models, Methods, Concepts and Applications of the Analytic Hiera
Models, Methods, Concepts and Applications of the Analytic Hierarchy Process is a volume dedicated to selected applications of the Analytic Hierarchy Process (AHP) focused on three themes: economic
The Analytic Hierarchy Process (AHP) is a prominent and powerful tool for making decisions in situations involving multiple objectives. Models, Methods, Concepts and Applications of the Analytic Hiera
The book includes lectures given by the plenary and key speakers at the 9th International ISAAC Congress held 2013 in Krakow, Poland. The contributions treat recent developments in analysis and surrou
This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their conne
Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes h
The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues relate
This introductory treatment surveys useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a hi
Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a comprehensive and up-to-date treatment of modern methods i
The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Cour
This book contains 12 contributions on stochastic models in reliability and maintenance. Written by the leading researchers on each topic, each contribution surveys the current status on stochastic mo
Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importa
Writing for graduate students dealing with stochastic processes in a range of fields (such as operations research, management science, engineering, computer science, applied mathematics, and economics