Теория вероятностей

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolk…

The concise yet authoritative presentation of key techniques for basic mixtures experiments Inspired by the author's bestselling advanced book on the topic, A Primer on Experiments with Mixtures …

Most books in reliability theory are dealing with a description of component and system states as binary: functioning or failed. However, many systems are composed of multi-state components with …

Учебное пособие соответствует содержанию блока 1 структуры программы бакалавриата следующих направлений подготовки: 03.03.02 «Физика», 09.03.01 «Информатика и вычислительная техника», 09.03.02 «И…

Эта книга продолжает разговор, начатый моей книгой «Элементы теории множеств и математической логики», и является практикумом для студентов гуманитарных вузов по данным математическим дисциплинам…

Эта книга продолжает разговор, начатый моей книгой «Элементы теории множеств и математической логики», и является практикумом для студентов гуманитарных вузов по данным математическим дисциплинам…

A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subj…

A thorough introduction to the fundamentals of probability theory This book offers a detailed explanation of the basic models and mathematical principles used in applying probability theory to pr…

Introducing the tools of statistics and probability from the ground up An understanding of statistical tools is essential for engineers and scientists who often need to deal with data analysis ov…

Praise for the Second Edition «This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this…

An easily accessible introduction to log-linear modeling for non-statisticians Highlighting advances that have lent to the topic's distinct, coherent methodology over the past decade, Log-Linear …

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and p…

Представлены теоретические разработки, посвященные построению устойчивых алгоритмов статистического моделирования стохастических дифференциальных уравнений (СДУ) и экономичных алгоритмов моделиро…

Bayesian Networks: An Introduction provides a self-contained introduction to the theory and applications of Bayesian networks, a topic of interest and importance for statisticians, computer scien…

Decision theory provides a formal framework for making logical choices in the face of uncertainty. Given a set of alternatives, a set of consequences, and a correspondence between those sets, dec…

В данной монографии излагаются основы вероятностной теории фондовых бирж, построенной на базе вероятностной экономической теории. Аналитические и численные методы данной теории использованы для р…

Praise for the First Edition «. . . a readable, comprehensive volume that . . . belongs on the desk, close at hand, of any serious researcher or practitioner.» —Mathematical Geosciences The state…

Представлены учебно-методические материалы для освоения модуля «Основные понятия теории вероятностей» дисциплины «Математика». Изложены необходимые теоретические материалы, приведены типовые зада…

A Business Week, New York Times Business, and USA Today Bestseller "Ambitious and readable . . . an engaging introduction to the oddsmakers, whom Bernstein regards as true humanists helping to re…

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identify…