Stochastic Programing

Chan (mathematics, University of California) and Shen (mathematics, University of Minnesota) develop the mathematical foundations of modern image processing and low-level computer vision. They first i

The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the au

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a p

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refrac

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabr

From the Reviews: "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 19

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a p

Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This vol

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new exercises (without soluti

This is a reprint, with a brief new preface, of a 1991 book published by Springer-Verlag. Although the field has changed, the authors agreed to a reprinting of the book because it stands as an unclut

This monograph addresses the problem of "real-time" curve fitting in the presence of noise, from the computational and statistical viewpoints. It examines the problem of nonlinear regression, where ob

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

Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands, and from maximum profit and profit maximizing output supplies and input demands, are attributed exclusively to random statistical noise. However casual empiricism and the business press both make persuasive cases for the argument that, although producers may indeed attempt to optimize, they do not always succeed. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and sin

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

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [… It] is intended to be accessibl

Earthquake engineering is a vast subject encompassing seismology, geology, geotechnical engineering, structural mechanics, dynamics, and the design and construction of civil engineering works, as wel

It is widely accepted that AIDS is one of the most dangerous diseases currently threatening the human species. As such, there has been a wealth of effort invested into developing mathematical models f

The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredi

The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet

The quantum-mechanical few-body problem is of fundamental importance for all branches of microphysics and it has substantially broadened with the advent of modern computers. This book gives a simple,

A path-breaking account of Markov decision processes-theory and computationThis book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computat

The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that

The concept of a system as an entity in its own right has emerged with increasing force in the past few decades in, for example, the areas of electrical and control engineering, economics, ecology, ur

The numerous examples and exercises drawn from astronomy, geology, genetics, hydrology, neurophysiology and physics, make this an ideal textbook for researchers, neurophysiology and physics, make this

This major new econometrics text surveys recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogene

International experts from around the globe present a rich variety of intriguing developments in time series analysis in hydrology and environmental engineering. Climatic change is of great concern to

This unique volume introduces the reader to the mathematical language for complex systems and is ideal for students who are starting out in the study of stochastical dynamical systems. Unlike other b