The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the prop
This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brie
The book is devoted to the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. The spaces can be Banach or Fr
In this volume very simplified models are introduced to understand the random sequential packing models mathematically. The 1-dimensional model is sometimes called the Parking Problem, which is known
Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patt
Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patt
Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass. The first three
The properties of the harmonic oscillator with random frequency or/and random damping formed the content of the first edition. The second edition includes hundreds of publications on this subject sinc
In recent years, pseudo random signal processing has proven to be a critical enabler of modern communication, information, security and measurement systems. The signal’s pseudo random, noise-lik
Drawing on his research into the exchange-traded fund market and volatility trading for his doctoral dissertation in mathematics, Jiang argues that exchange-traded fund prices do not follow random wal
Random waves are the most important constituent of the sea environment as they make the design of maritime structures quite different from that of structures on land. In this book, the concept of rand
This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random m
This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scat
Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors.
Randomness is a fundamental characteristic of sea waves, Goda (Yokohama National U.) points out, and neglecting it leads to gross errors in engineering assessment of maritime structures. The first par
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
The book contains three parts: Spectral theory of large dimensional random matrices; Applications to wireless communications; and Applications to finance. In the first part, we introduce some basic th
The first edition of this book appeared over three decades ago (Wiley-Interscience, 1983), whereas the second one saw light on the verge of new millennium (Dover, 1999). This is third, corrected and e
The first edition of this book appeared over three decades ago (Wiley-Interscience, 1983), whereas the second one saw light on the verge of new millennium (Dover, 1999). This is third, corrected and e
"Random matrix theory has a long history, beginning in the first instance in multivariate statistics. It was used by Wigner to supply explanations for the important regularity features of the apparent
While helping students to develop their problem-solving skills, the author motivates students with practical applications from various areas of ECE that demonstrate the relevance of probability theory