Probability and random processes.
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[For the review of the second edition from 1992 see Zbl 0759.60001.]NEWLINENEWLINENEWLINEThis revised third edition contains new sections on Markov chain Monte Carlo, coupling and its applications, geometrical probability, spatial Poisson processes, stochastic calculus and the Itô integral, Itô's formula and applications (including the Black-Scholes formula), networks of queues, and renewal-reward theorems and applications.
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- Exact steady-state distributions of multispecies birth-death-immigration processes: effects of mutations and carrying capacity on diversity
- Sesqui-type branching processes
- Putting a price tag on temperature
- Gambler's ruin problem on Erdős-Rényi graphs
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- Phylogenetic information complexity: is testing a tree easier than finding it?
- The impact of host-cell dynamics on the fixation probability for lytic viruses
- Derivatives of the stochastic growth rate
- Estimation of parameters in large offspring number models and ratios of coalescence times
- Lost in self-stabilization: a local process that aligns connected cells
- Monotonicity and condensation in homogeneous stochastic particle systems
- Convergence analysis of contrastive divergence algorithm based on gradient method with errors
- Technology adoption: hysteresis and absence of lock-in
- Stability of stochastic semigroups and applications to Stein's neuronal model
- Novel distribution model of transformed coefficients in video coding using quad-tree structured block partitioning
- Pass-through decision analysis in a supply chain
- Identifying a species tree subject to random lateral gene transfer
- Stochastic competitive exclusion in the maintenance of the naïve T cell repertoire
- Asymptotic distribution of isolated nodes in secure wireless sensor networks under transmission constraints
- The average cost of Markov chains subject to total variation distance uncertainty
- Separation of conditions as a prerequisite for quantum theory
- Switched LQG control for linear systems with multiple sensing methods
- Mutation in populations governed by a Galton-Watson branching process
- Decomposition of quantum Markov chains and its applications
- Size bias for one and all
- Principle components and importance ranking of distributed anomalies
- Branching processes, and random-cluster measures on trees
- Rescaled Lotka-Volterra models converge to super-Brownian motion
- Reconstructing pedigrees: a stochastic perspective
- A model for the impact of contaminants on fish population dynamics
- Fractional-order modeling of neutron transport in a nuclear reactor
- Discrete conditional phase-type models utilising classification trees: application to modelling health service capacities
- A new similarity measure for nonlocal filtering in the presence of multiplicative noise
- Beyond good partition shapes: an analysis of diffusive graph partitioning
- Beyond independence: an extension of the a contrario decision procedure
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
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- A large deviation perspective on ratio observables in reset processes: robustness of rate functions
- On the rate of convergence to equilibrium for reflected Brownian motion
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- Partial differential equation techniques for analysing animal movement: A comparison of different methods
- Two statistical coverage problems in estimating the variance of a population
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- A Girsanov result for the Pettis integral
- A piecewise deterministic Monte Carlo method for diffusion bridges
- Quasi-stationary distribution and metastability for the stochastic Becker-Döring model
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- Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies
- Negative correlation of adjacent Busemann increments
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- Stochastic dynamics of an SIS epidemic on networks
- Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one
- Spatially inhomogeneous populations with seed-banks. II: clustering regime
- Introduction to dynamical large deviations of Markov processes
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- Multi-rate threshold FlipThem
- Boundary conditions cause different generic bifurcation structures in Turing systems
- On the range of lattice models in high dimensions
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions
- Reynolds number dependence of the structure functions in homogeneous turbulence
- Stochastic von Bertalanffy models, with applications to fish recruitment
- Best-response dynamics in zero-sum stochastic games
- Classification with label noise: a Markov chain sampling framework
- Laws of large numbers for non-homogeneous Markov systems
- Signed network formation games and clustering balance
- Stationary distribution of telomere lengths in cells with telomere length maintenance and its parametric inference
- A solution technique for Lévy driven long term average impulse control problems
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- Regeneration-enriched Markov processes with application to Monte Carlo
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- The duration of a supercritical \(\mathit{SIR}\) epidemic on a configuration model
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- Variational estimates for martingale paraproducts
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- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
- Right marker speeds of solutions to the KPP equation with noise
- The generalized modified Bessel function and its connection with Voigt line profile and Humbert functions
- Bounded entanglement entropy in the quantum Ising model
- Computing expected runtimes for constant probability programs
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- Dynamics of a birth-death process based on combinatorial innovation
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