Probability and Random Processes

In a textbook on probability and random numbers for students who have completed first-year university calculus, Sugita presents well-known basic theorems with proofs that are not seen in usual prob

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, a

The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale

This book discusses the statistical description of processes, including an extensive review of probability and statistics, and the analysis of raw data using spectral methods. Various theoretical mode

This book offers a unified perspective on the study of complex systems for scholars of various disciplines, including mathematics, physics, computer science, biology, economics and social science. The contributions, written by leading scientists, cover a broad set of topics, including new approaches to data science, the connection between scaling limits and conformal field theories, and new ideas on the Legendre duality approach in statistical mechanics of disordered systems. The volume moreover explores results on extreme values of correlated random variables and their connection with the Riemann zeta functions, the relation between diffusion phenomena and complex systems, and the Brownian web, which appears as the universal scaling limit of several probabilistic models. Written for researchers from a broad range of scientific fields, this text examines a selection of recent developments in complex systems from a rigorous perspective.

In this, the third edition of his textbook on the fundamentals of probability, author Saeed Ghahramani provides students with a natural, interesting, and instructive approach to learning stochastic pr

Presenting a rigorous introduction to the modelling and characterization of random phenomena, this book stands out from the existing texts in this field by characterizing random processes in signal th

Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic diff

Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its r

An easily accessible, real-world approach to probability and stochastic processesIntroduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment o

This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. Schramm–Löwner evolutions (SLE) arise in various contexts. The choice of topics is strongly motivated by modern applications and focuses on areas that merit further research. Special features include a simple account of Smirnov's proof of Cardy's formula for critical percolation, and a fairly full account of the theory of influence and sharp-thresholds. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.

Taking into account the uniquely multidisciplinary demands of 21st century science and engineering, Random Phenomena: Fundamentals of Probability and Statistics for Engineers provides students with a

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the prope

Stochastic process models are a kind of mathematics that offers enormous opportunities for application to a wide range of problems in the real world, says Solberg (Purdue U.), but almost no one knows

This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This scho

"This book gives readers an intuitive appreciation for random functions, plus theory and processes necessary for sophisticated applications. It covers probability theory, random processes, canonical r

Beginning with the basics of probability and an overview of stochastic process, this book goes on to explore their engineering applications: random vibration and system analysis. It addresses extreme

Approximately 1,000 problems ? with answers and solutions included at the back of the book ? illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Stochastic processes occur everywhere in sciences and engineering, and need to be understood by applied mathematicians, engineers and scientists alike. This book introduces the reader gently to the su

This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This m