An Introduction to continuous-time stochastic processes : Theory, models, and applications to finance, biology, and medicine
This book is introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance
Allocating public and private resources across generations : Riding the age waves ; Vol .2
The chapters in this volume greatly develop our understanding of the nature and measurement of transfers, their motives and mechanisms, and their macro-level dimensions, especially in the context of demographic transitions.
Air-Ice-Ocean Interaction : Turbulent Ocean Boundary Layer Exchange Processes
At a time when the polar regions are undergoing rapid and unprecedented change, understanding exchanges of momentum, heat and salt at the ice-ocean interface is critical for realistically predicting the future state of sea ice. By offering a measurement platform largely unaffected by surface waves, drifting sea ice provides a unique laboratory for studying aspects of geophysical boundary layer flows that are extremely difficult to measure elsewhere. This book draws on both extensive observations and theoretical principles to develop a concise description of the impact of stress, rotation, and buoyancy on the turbulence scales that control exchanges between the atmosphere and underlying ocean when sea ice is present. Several interesting and unique observational data sets are used to illustrate different aspects of ice-ocean interaction ranging from the impact of salt on melting in the Greenland Sea marginal ice zone, to how nonlinearities in the equation of state for seawater affect mixing in the Weddell Sea.
Airglow as an Indicator of Upper Atmospheric Structure and Dynamics
The book summarizes international progress over the last few decades in upper atmosphere airglow research. Measurement methods, theoretical concepts and empirical models of a wide spectrum of upper atmospheric emissions and their variability are considered. The book contains a detailed bibliography of studies related to the upper atmosphere airglow.
Aerosol Optics : Light Absorption and Scattering by Particles in the Atmosphere
Provides a comprehensive review of available techniques for the remote sensing of aerosols. Although mostly satellite remote sensing is considered, ground-based techniques are also discussed.describes techniques for the determination of the column concentration of aerosol particles and their optical sizing using spaceborne optical instrumentation. The majority of the techniques described in this book use a so-called "library method". This method relies upon the precalculated top-of-atmosphere reflectances (TOAR) for vaious atmospheric aerosol types. The comparison of measured and calculated TOARS allows one to characterize the optically-equivalent aerosol state.
Advancing Human Assessment : The Methodological, Psychological and Policy Contributions of ETS
Describes the extensive contributions made toward the advancement of human assessment by scientists from one of the world’s leading research institutions, Educational Testing Service. The book’s four major sections detail research and development in measurement and statistics, education policy analysis and evaluation, scientific psychology, and validity. Many of the developments presented have become de-facto standards in educational and psychological measurement, including in item response theory (IRT), linking and equating, differential item functioning (DIF), and educational surveys like the National Assessment of Educational Progress (NAEP), the Programme of international Student Assessment (PISA), the Progress of International Reading Literacy Study (PIRLS) and the Trends in Mathematics and Science Study (TIMSS). In addition to its comprehensive coverage of contributions to the theory and methodology of educational and psychological measurement and statistics,
Advances in statistical methods for the health sciences : Applications to cancer and AIDS studies, genome sequence analysis, and survival analysis
This volume, an outgrowth of an "International Conference on Statistical Methods in Health Sciences," covers a wide range of topics pertaining to new statistical methods and novel applications in the health sciences.
Advances in Ranking and Selection, Multiple Comparisons, and Reliability: Methodology and Applications
S. Panchapakesan has made significant contributions to ranking and selection and has published in many other areas of statistics, including order statistics, reliability theory, stochastic inequalities, and inference. Written in his honor, the twenty invited articles in this volume reflect recent advances in these fields and form a tribute to Panchapakesan’s influence and impact on these areas. Thematically organized, the chapters cover a broad range of topics from: Inference / Ranking and Selection / Multiple Comparisons and Tests / Agreement Assessment / Reliability / Biostatistics
Advances in Mathematical and Statistical Modeling
Enrique Castillo is a leading figure in several mathematical, statistical, and engineering fields, having contributed seminal work in such areas as statistical modeling, extreme value analysis, multivariate distribution theory, Bayesian networks, neural networks, functional equations, artificial intelligence, linear algebra, optimization methods, numerical methods, reliability engineering, as well as sensitivity analysis and its applications. Organized to honor Castillo's significant contributions, this volume is an outgrowth of the International Conference on Mathematical and Statistical Modeling and covers recent advances in the field. Also presented are applications to safety, reliability and life-testing, financial modeling, quality control, general inference, as well as neural networks and computational techniques.
Advances in Distribution Theory, Order Statistics, and Inference
Barry Arnold has made fundamental contributions to many different areas of statistics, including distribution theory, Bayesian inference, multivariate analysis, bounds and orderings, and characterization problems. Organized to honor Arnold’s significant contributions to the field, this volume is an outgrowth of the "International Conference on Distribution Theory, Order Statistics, and Inference," held at the University of Cantabria, Santander, Spain.Several distinguished and active researchers highlight some of the recent developments in statistical distribution theory, order statistics and their properties, as well as inferential methods associated with them. Applications to survival analysis, reliability, quality control, and environmental problems are emphasized.
Advances in Cardiac Signal Processing
Deals with the acquisition and extraction of the various morphological features of the electrocardiogram signals.In the first chapters the book first presents data fusion and different data mining techniques that have been used for the cardiac state diagnosis. The second part deals with heart rate variability (HRV), a non-invasive measurement of cardiovascular autonomic regulation. Next, visualization of ECG data is discussed, an important part of the display in life threatening state. Here, the handling of data is discussed which were acquired during several hours. In the following chapters the book discusses aortic pressure measurement which is of significant clinical importance. It presents non-invasive methods for analysis of the aortic pressure waveform, indicating how it can be employed to determine cardiac contractility, arterial compliance, and peripheral resistance. In addition, the book demonstrates methods to extract diagnostic parameters for assessing cardiac function. Further the measurement strategies for contractile effort of the left ventricle are presented. Finally, the book concludes about the future of cardiac signal processing leading to next generation research topics which directly impacts the cardiac health care.
Advanced Techniques in Biophysics
Technical advancements are basic elements in our life. In biophysical studies, new applications and improvements in well-established techniques are being implemented every day. This book deals with advancements produced not only from a technical point of view, but also from new approaches that are being taken in the study of biophysical samples, such as nanotechniques or single-cell measurements. This book constitutes a privileged observatory for reviewing novel applications of biophysical techniques that can help the reader enter an area where the technology is progressing quickly and where a comprehensive explanation is not always to be found.
Advanced Real Analysis
Basic Real Analysis and Advanced Real Analysis (available separately or together as a Set) systematically develop those concepts and tools in real analysis that are vital to every mathematician, whether pure or applied, aspiring or established. These works present a comprehensive treatment with a global view of the subject, emphasizing the connections between real analysis and other branches of mathematics.
Advanced Experimental Methods For Noise Research in Nanoscale Electronic Devices
The approach described is to create methods for experimental observations of noise sources, their localization and their frequency spectrum, voltage-current and thermal dependences. Our current knowledge of measurement methods for mesoscopic devices is summarized to identify directions for future research, related to downscaling effects. The directions for future research into fluctuation phenomena in quantum dot and quantum wire devices are specified. Nanoscale electronic devices will be the basic components for electronics of the 21st century. From this point of view the signal-to-noise ratio is a very important parameter for the device application. Since the noise is also a quality and reliability indicator, experimental methods will have a wide application in the future.
Advanced Environmental Monitoring
This book deals with recent developments and applications of environmental monitoring technologies, with emphasis on optical and biological methods that are rapidly progressing through the integration of emerging technologies from various disciplines.
Accelerator-Driven System at Kyoto University Critical Assembly
This book is a unique compilation of experimental benchmark analyses of the accelerator-driven system (ADS) at the Kyoto University Critical Assembly (KUCA) on the most recent advances in the development of computational methods.
A Natural Introduction to Probability Theory
According to Leo Breiman (1968), probability theory has a right and a left hand. The right hand refers to rigorous mathematics, and the left hand refers to ‘pro- bilistic thinking’. The combination of these two aspects makes probability theory one of the most exciting ?elds in mathematics. One can study probability as a purely mathematical enterprise, but even when you do that, all the concepts that arisedo haveameaningontheintuitivelevel.Forinstance,wehaveto de?newhat we mean exactly by independent events as a mathematical concept, but clearly, we all know that when we ?ip a coin twice, the event that the ?rst gives heads is independent of the event that the second gives tails.
A Concise Course on Stochastic Partial Differential Equations
Concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations.
A Common Consolidated Corporate Tax Base for Europe = Eine einheitliche Körperschaftsteuerbemessungsgrundlage für Europa
This book contains the proceedings of the International Tax Conference on the c- th th mon consolidated corporate tax base (CCCTB) that was held in Berlin Three panels of tax experts evaluated the common tax base with respect to structural elements, consolidation, allocation, international aspects and administration.
A Basic Course on Probability Theory
The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. Theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference.



















