Autore: E. Lukacs

Real Analysis and Probability provides the background in real analysis needed for the study of probability. Topics covered range from measure and integration theory to functional analysis and basic c …

Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins …

Weak Convergence of Measures provides information pertinent to the fundamental aspects of weak convergence in probability theory. This book covers a variety of topics, including random variables, Hil …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Random Polynomials focuses on a comprehensive treatment of random algebraic, orthogonal, and trigonometric polynomials. …

Decomposition of Multivariate Probability is a nine-chapter text that focuses on the problem of multivariate characteristic functions. After a brief introduction to some useful results on measures an …

Fixed Effects Analysis of Variance covers the mathematical theory of the fixed effects analysis of variance. The book discusses the theoretical ideas and some applications of the analysis of variance …

Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume is divided into nine chapters. Chapter …

Stochastic Differential Equations and Applications, Volume 2 is an eight-chapter text that focuses on the practical aspects of stochastic differential equations. This volume begins with a presentatio …

Probability Algebras and Stochastic Spaces explores the fundamental notions of probability theory in the so-called "point-free way. The space of all elementary random variables defined over a pr …

Fourier Analysis in Probability Theory provides useful results from the theories of Fourier series, Fourier transforms, Laplace transforms, and other related studies. This 14-chapter work highlights …

The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of …

Stochastic Convergence, Second Edition covers the theoretical aspects of random power series dealing with convergence problems. This edition contains eight chapters and starts with an introduction to …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Statistics of Directional Data aims to provide a systematic account of statistical theory and methodology for observatio …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Integration focuses on the processes, methodologies, and approaches involved in stochastic integration. The p …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Lattice Path Counting and Applications focuses on the principles, methodologies, and approaches involved in lattice path …

Fourier Transforms of Distributions and Their Inverses: A Collection of Tables is a collection of tables on the integrals of Fourier transforms of distributions and their inverses involving the class …

Probability and Mathematical Statistics: A Series of Monographs and Textbooks: A Graduate Course in Probability presents some of the basic theorems of analytic probability theory in a cohesive manner …

Mathematical Statistics: A Decision Theoretic Approach presents an investigation of the extent to which problems of mathematical statistics may be treated by decision theory approach. This book deals …

Probability Measures on Metric Spaces presents the general theory of probability measures in abstract metric spaces. This book deals with complete separable metric groups, locally impact abelian grou …

Stochastic Integrals discusses one area of diffusion processes: the differential and integral calculus based upon the Brownian motion. The book reviews Gaussian families, construction of the Brownian …

Probability and Mathematical Statistics: Measure and Integral provides information pertinent to the general mathematical notions and notations. This book discusses how the machinery of ?-extension wo …

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book ex …

Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. …

Multivariate Statistical Inference is a 10-chapter text that covers the theoretical and applied aspects of multivariate analysis, specifically the multivariate normal distribution using the invarianc …

Mathematical Methods of Reliability Theory discusses fundamental concepts of probability theory, mathematical statistics, and an exposition of the relationships among the fundamental quantitative cha …

Strong Approximations in Probability and Statistics presents strong invariance type results for partial sums and empirical processes of independent and identically distributed random variables (IIDRV …

Probabilistic Programming discusses a high-level language known as probabilistic programming. This book consists of three chapters. Chapter I deals with "wait-and-see problems that require waiti …

Classical and Modern Integration Theories discusses classical integration theory, particularly that part of the theory directly associated with the problems of area. The book reviews the history and …

The Law of Large Numbers deals with three types of law of large numbers according to the following convergences: stochastic, mean, and convergence with probability 1. The book also investigates the r …

Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-sta …

Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written bot …

Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expect …

Information Theory: Coding Theorems for Discrete Memoryless Systems presents mathematical models that involve independent random variables with finite range. This three-chapter text specifically desc …

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