Category: Stochastics

Probability on Compact Lie Groups

Probability on Compact Lie Groups

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Probability theory on compact Lie groups deals with the interaction…
AIMD Dynamics and Distributed Resource Allocation

AIMD Dynamics and Distributed Resource Allocation

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The AIMD algorithm is the most widely used method for…
A Concise Course on Stochastic Partial Differential Equations

A Concise Course on Stochastic Partial Differential Equations

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE)…
Dimension Theory in Dynamical Systems : Contemporary Views and Applications

Dimension Theory in Dynamical Systems

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The principles of symmetry and self-similarity structure nature's most beautiful…
Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

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From the reviews: "Paul Glasserman has written an astonishingly good…
Practice of Statistics in the Life Sciences

Practice of Statistics in the Life Sciences

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Knowing how to handle data is an important part of…
Cambridge Series in Statistical and Probabilistic Mathematics: Quantum Stochastics Series Number 37

Cambridge Series in Statistical and Probabilistic Mathematics: Quantum Stochastics Series Number 37

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The classical probability theory initiated by Kolmogorov and its quantum…
Nonlinear Fokker-Planck Equations : Fundamentals and Applications

Nonlinear Fokker-Planck Equations

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Centered around the natural phenomena of relaxations and fluctuations, this…
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