Theory of probability and random processes.
The book is divided into two parts, `Probability Theory' and `Random Processes', each of which consists of 11 chapters and covers a wide range of topics. The chapter titles of the first part are: Random Variables and Their Distribution, Sequences of Independent Trials, Lebesgue Integral and Mathematical Expectation, Conditional Probabilities and Independence, Markov Chains with a Finite Number of States, Random Walks on the Lattice \({\mathbb Z}^d\), Laws of Large Numbers, Weak Convergence of Measures, Characteristic Functions, Limit Theorems, and Several Interesting Problems. In the second part, the chapters are entitled: Basic Concepts, Conditional Expectation and Martingales, Markov Processes with a Finite State Space, Wide-Sense Stationary Random Processes, Strictly Stationary Random Processes, Generalized Random Processes, Brownian Motion, Markov Processes and Markov Families, Stochastic Integral and the Ito Formula, Stochastic Differential Equations, and Gibbs Random Fields. Thus the book provides basic and less basic concepts of probability theory and random processes in a concise manner, starting with the general notions of spaces of elementary outcomes and \(\sigma\)-algebras. Interesting further material is introduced, such as the Monte Carlo Method in Chapter 3, \(\pi\)- and Dynkin systems in Chapter 4 of Part I, White Noise in Chapter 17 and Gibbs random fields in Chapter 22 in Part II. The text is well written and the concepts and results motivated and explained. Most of the chapters include a section with exercises of varying difficulty. The material of the book has been used by the authors to teach one-year lecture courses at Princeton University and the University of Maryland to advanced undergraduate and graduate students. Summarising, the book is enjoyable and provides a concise well-motivated presentation of the material covered, suitable for lecture courses at an advanced level.
- Global flows with invariant measures for the inviscid modified SQG equations
- Controllability analysis of an aggregate demand response system
- Quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation
- Information content based model for the topological properties of the gene regulatory network of \textit{Escherichia coli}
- A new test for functional one-way ANOVA with applications to ischemic heart screening
- Law without law or ``just limit theorems? Some reflections about a proposal of Wheeler's
- Computing the joint distribution of the total tree length across loci in populations with variable size
- A fractional kinetic process describing the intermediate time behaviour of cellular flows
- On the strong unique continuation of electromagnetic Schrödinger equations with random coefficients
- Analysis on control of a class of uncertain stochastic system by inequality technique
- Dispatching to parallel servers. Solutions of Poisson's equation for first-policy improvement
- Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
- Depth separations in neural networks: what is actually being separated?
- Augmented Gaussian random field: theory and computation
- Analysis of mathematical model of prostate cancer with androgen deprivation therapy
- Parametric Furstenberg theorem on random products of \(\mathrm{SL}(2, \mathbb{R})\) matrices
- System identification with binary-valued output observations under either-or communication and data packet dropout
- Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise
- Using ANOVA/random-effects variance estimates to compute a two-sample \(U\)-statistic of order \((1,1)\) estimate of variance
- Large deviations for Markovian nonlinear Hawkes processes
- Multipartite entanglement in qubit systems
- Philosophical implications of Kadanoff's work on the renormalization group
- Measures of success in a class of evolutionary models with fixed population size and structure
- Affinity and fluctuations in a mesoscopic noria
- Quantum walks can find a marked element on any graph
- Search with evolutionary ruin and stochastic rebuild: a theoretic framework and a case study on exam timetabling
- Stochastic homogenization of nonconvex unbounded integral functionals with convex growth
- Either-or communication-based identification of FIR systems with binary-valued observations and channel uncertainty
- Stationary distribution and persistence of a stochastic mathematical model for prostate cancer with pulsed therapy
- Mathematical modeling of the consumer loan market in Russia under sanctions
- Persistence and existence of stationary measures for a logistic growth model with predation
- A reduced basis Kalman filter for parametrized partial differential equations
- Optimal vaccination strategies and rational behaviour in seasonal epidemics
- Fundamentals of probability: with stochastic processes
- Selected Works of R.M. Dudley
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- Remarks on the Gibbs measures for nonlinear dispersive equations
- Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc.
- Invariant measure construction at a fixed mass
- Forward Brownian motion
- A new spectral analysis of stationary random Schrödinger operators
- Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation
- Random extremal solutions of differential inclusions
- Precision calibration of a differential-matrix model of resonant oscillations of the super-extended building construction
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains
- Invariance of Gibbs measures under the flows of Hamiltonian equations on the real line
- Convergence of series of dilated functions and spectral norms of GCD matrices
- Random Explorations
- Asymptotic efficiency and probabilistic error bound for maximum likelihood‐based identification of finite impulse response systems with binary‐valued observations and unreliable communications
- Adaptive Optimal Control of Linear Discrete-Time Networked Control Systems with Two-Channel Stochastic Dropouts
- Generalized central limit theorem and renormalization group
- On the optimal regularity of plate equations with randomized time‐dependent coefficients
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
- Long-range self-avoiding walk converges to -stable processes
- Some covariance models based on normal scale mixtures
- Linear combinations of i.i.d. Strictly stable variables with random coefficients and their application to anomalous diffusion processes
- On marginal feature attributions of tree-based models
- Detection of tampering attacks and parameter identification for FIR systems with binary-valued observations: an input design approach
- Coupled stochastic-statistical equations for filtering multiscale turbulent systems
- Navigation through non-compact symmetric spaces: a mathematical perspective on Cartan neural networks
- Uniform continuity for Borel transformations of stochastic fields
- Parameter identification of FIR systems with binary-valued observations: when the event-driven communication mechanism encounters DoS attacks
- Robust value iteration for optimal control of discrete-time linear systems
- Random exponential sums and lattice points in regions
- Convolution type operators with potential: essential and infinite discrete spectrum
- Stochastic H₂/H_ off-policy reinforcement learning tracking control for linear discrete-time systems with multiplicative noises
- Gradient-free algorithms based on weight-balancing for online distributed optimisation
- Parameter estimation of FIR systems with binary-valued sensor subject to sequence-type data tampering attacks
- Non-stationary version of Furstenberg's theorem on random matrix products
- Efficient standard error formulas of ability estimators with dichotomous item response models
- Fixation probabilities on superstars, revisited and revised
- Critical behavior and the limit distribution for long-range oriented percolation. II: Spatial correlation
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