Ditemukan 13 dokumen yang sesuai dengan query
Klebaner, Fima C.
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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering ...
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Singapore: Imperial College Press , 2005
519.2 KLE i
Buku Teks Universitas Indonesia Library
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This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. This volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information The implementation of inequality constrains improves the accuracy of models, and decreases the likelihood of errors. Based on the obtained theoretical results, a computational technique ...
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New York: [Springer, ], 2012
e20419174
eBooks Universitas Indonesia Library
Shiryaev, Albert N.
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Problems in probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds-from students to researchers-will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary ...
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New York: [Springer, ], 2012
e20419564
eBooks Universitas Indonesia Library
Schinazi, Rinaldo B.
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Probability with statistical applications offers a practical introduction to probability at all levels with different backgrounds and views towards applications. It also introduces mathematical statistics ...
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New York: [Springer, ], 2012
e20419844
eBooks Universitas Indonesia Library
Ibe, Oliver C.
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The long-awaited revision of Fundamentals of applied probability and random processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to ...
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Waltham, MA: Academic Press, 2014
e20427112
eBooks Universitas Indonesia Library
Kroese, Dirk P.
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The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than ...
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New Jersey: Wiley , 2011
518.282 KRO h
Buku Teks Universitas Indonesia Library
Cooper, Leon
Oxford: Pergamon Press, 1981
519.703 COO i
Buku Teks Universitas Indonesia Library
Pardoe, Lain, 1970-
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"This book offers a practical, concise introduction to regression analysis for upper-level undergraduate students of diverse disciplines including, but not limited to statistics, the social and behavioral sciences, MBA, and vocational studies. The book’s overall approach is strongly based on an abundant use of illustrations, examples, case studies, and graphics. It emphasizes major statistical software packages, including SPSS(r), Minitab(r), SAS(r), R, and R/S-PLUS(r). Detailed instructions for use of these packages, as well as for Microsoft ...
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New Jersey: John Wiley & Sons, 2012
519.536 PAR a
Buku Teks Universitas Indonesia Library
Oskowski, Adam
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This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the ...
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Basel: [Springer, ], 2012
e20419468
eBooks Universitas Indonesia Library
Deuschel, Jean-Dominique, editor
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This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research, some of them include review aspects and summarize the state-of-the-art on topical issues, one focal point is the parabolic Anderson model, which ...
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Berlin: [Springer, ], 2012
e20419829
eBooks Universitas Indonesia Library
