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Recursive Methods in Economic Dynamics
Recursive Methods in Economic Dynamics
A magnificent work that is bound to have immense influence on the ways economists think about dynamic systems for many years to come. My own guess is that this book will eventually acquire the stature, say, of Hicks's Value and Capital or Samuelson's Foundations.
--Thomas J. Sargent, Hoover Institution

The
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Level Sets and Extrema of Random Processes and Fields
Level Sets and Extrema of Random Processes and Fields
Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book...
Performance Analysis of Queuing and Computer Networks
Performance Analysis of Queuing and Computer Networks
Performance Analysis of Queuing and Computer Networks develops simple models and analytical methods from first principles to evaluate performance metrics of various configurations of computer systems and networks. It presents many concepts and results of probability theory and stochastic processes.

After an introduction to...

Stochastic Coalgebraic Logic (Monographs in Theoretical Computer Science. An EATCS Series)
Stochastic Coalgebraic Logic (Monographs in Theoretical Computer Science. An EATCS Series)

Coalgebraic logic is an important research topic in the areas of concurrency theory, semantics, transition systems and modal logics. It provides a general approach to modeling systems, allowing us to apply important results from coalgebras, universal algebra and category theory in novel ways. Stochastic systems provide important tools for...

Introduction to Random Signals and Noise
Introduction to Random Signals and Noise

Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal.

With a strong mathematical grounding, this text...

Probability (Graduate Studies in Mathematics)
Probability (Graduate Studies in Mathematics)

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various...

A Probability Path (Modern Birkhäuser Classics)
A Probability Path (Modern Birkhäuser Classics)

Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead,...

Introduction to Probability and Stochastic Processes with Applications
Introduction to Probability and Stochastic Processes with Applications

An easily accessible, real-world approach to probability and stochastic processes

Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their...

Environment Learning for Indoor Mobile Robots: A Stochastic State Estimation Approach to Simultaneous Localization and Map Building
Environment Learning for Indoor Mobile Robots: A Stochastic State Estimation Approach to Simultaneous Localization and Map Building
This monograph covers theoretical aspects of simultaneous localization and map building for mobile robots, such as estimation stability, nonlinear models for the propagation of uncertainties, temporal landmark compatibility, as well as issues pertaining the coupling of control and SLAM. One of the most relevant topics covered in this monograph is...
Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing
Simulated Annealing and Boltzmann Machines: A Stochastic Approach to Combinatorial Optimization and Neural Computing

Wiley-Interscience Series in Discrete Mathematics and Optimization Advisory Editors Ronald L. Graham Jan Karel Lenstra Robert E. Tarjan Discrete Mathematics and Optimization involves the study of finite structures. It is one of the fastest growing areas in mathematics today. The level and depth of recent advances in the area and the wide...

Project Management Simulation with PTB Project Team Builder
Project Management Simulation with PTB Project Team Builder

“The Project Team Builder (PTB) meets the need for an effective teaching and training tool of project management. The software introduces the user to the full dynamics of project planning, monitoring and control, moving scenario-wise from the easy, fundamental issues to the more involved, complex ones. Based on a sound conceptual...

Interest Rates and Coupon Bonds in Quantum Finance
Interest Rates and Coupon Bonds in Quantum Finance
The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present day mathematical finance - for any of the derivations....
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