Probability Theory & Applications

This book focuses on the limit spectral distribution (LSD) of patterned random matrices and provides a comprehensive variety of LSD results. It is accessible to first or second years Master's students and uses very elementary techniques. It is suitable for a beginner in random matrices with some pro..

Predictive Inference..

Addressing what are sometimes thought of as two different subjects, this book presents statistics as simply an application of probability. It provides a comprehensive introduction to uncertainty principles and the theory of Bayesian statistics. Each chapter begins by introducing one new concept or a..

This monograph of carefully collected articles contributed by more than 40 internationally renowned authors and researchers reviews recent developments in theoretical and applied statistical science. In an easy-to-read account of the most current topics, It highlights noteworthy results, illustrates..

This book presents analytical methods for modeling and measuring uncertainty in the cost of engineering systems. This includes the treatment of correlation between the cost of system elements, how to present the analysis to decision-makers, and the use of bivariate probability distributions to captu..

The worlds wealthiest nations have expended vast blood and treasure in tracking and capturing traffickers, dealers and consumers of narcotics, as well as destroying crops and confiscating shipments. Yet the global trade in illicit drugs is thriving, with no apparent change in the level of consumptio..

Readings in Decision Analysis..

Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures...

Refined Large Deviation Limit Theorems..

Semimartingale Theory and Stochastic Calculus..

This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. The book begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial dif..

Bayesian methods in reliability cannot be fully utilized without understanding the essential differences that exist between frequentist probability and subjective probability. Switching from the frequentist to the subjective approach requires that some fundamental concepts be re-thought. This text d..