Theory of Random Sets by Ilya Molchanov
Offers a systematic exposition of random sets theory since Matheron (1975), with full proofs, bibliographies and literature notes. This book emphasizes interdisciplinary connections and applications of random sets.-
Probability Models for DNA Sequence Evolution
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An Introduction to Stochastic Integration
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Invariant Probabilities of Transition Functions
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Associated Sequences, Demimartingales and Nonparametric Inference
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Continuous-Time Markov Jump Linear Systems
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Quasi-Stationary Distributions
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Normal Approximation by Stein's Method
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Stochastic Partial Differential Equations
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Self-Normalized Processes
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Laws of Chaos
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Stochastic Differential Equations in Infinite Dimensions
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Invariant Random Fields on Spaces with a Group Action
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Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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Schrodinger Diffusion Processes
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Probability Measures on Semigroups
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Stochastic Control in Insurance
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Measure-Valued Branching Markov Processes
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Stochastic Processes
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The Doctrine of Chances
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An Introduction to the Theory of Point Processes
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Eigenvalues, Inequalities, and Ergodic Theory
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Feynman-Kac Formulae
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Mass Transportation Problems
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Stochastic Calculus for Fractional Brownian Motion and Applications
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Renewal Theory for Perturbed Random Walks and Similar Processes
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Discrete-Time Markov Jump Linear Systems
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Basics of Applied Stochastic Processes
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Limit Theorems for Randomly Stopped Stochastic Processes
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Point Process Theory and Applications
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Excursions of Markov Processes
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Decoupling
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The Malliavin Calculus and Related Topics
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Stochastic Neutron Transport
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Diffusions and Elliptic Operators
From the reviews:
"Together with the foundations of the modern probability theory Kolmogorov introduced the concept of a random set… The book is written in a theorem-proof style, where the proofs are quite detailed and clearly presented. … to enable easier reading, the author provides visual illustrations where necessary. … the author provides a vast bibliography on the subject, which is completely searchable on author’s website. The book should be read and even more studied by any researcher or a student considering research in this field." (Ita Cirovic Donev, MathDL, January, 2006)
"This book is part of the Springer-Verlag series ‘Probability and its applications’. … The most remarkable aspect of the book is the reader-friendly structure and the style in which it has been written. There are masses of examples either worked out in the book or left for the reader. A number of facts are equipped with graphical illustrations. This book has a good index and index of notations, and a very detailed bibliography … . It will be an essential part of every mathematical library." (V. K. Oganyan, Mathematical Reviews, Issue 2006 b)
"The book under review develops … an approach in a self-contained and systematic manner. Full proofs are given, and many steps are illustrated by graphs and drawings. The interdisciplinary nature of the theory of random sets within mathematics is well shown. … The book will be an invaluable reference for probabilists, mathematicians, statisticians and electronic and electrical engineers in the fields of image analysis. … The book is highly recommended both for personal use and for libraries." (Janos Galambos, Zentralblatt MATH, Vol. 1109 (11), 2007)
"Random sets play an important role in many applications of mathematics … . This book is an important contribution to the mathematical theory and will surely serve as a valuable textbook for students as well as researchers. It presentsa self-contained survey of all the significant results … . A number of open problems are presented and each chapter concludes with a list of bibliographical notes." (EMS Newsletter, September, 2007)
W.S.Kendall earned a DPhil in probability theory at the University of Oxford in 1979, and then worked as a Lecturer and then Senior Lecturer in Statistics at Hull and Strathclyde Universities before coming to Warwick in 1988. He has authored or edited 5 books and published about 90 papers. At
Warwick he has risen through the ranks from Lecturer to Reader to Professor, serving as Departmental Chair and now as co-Director of the innovative national Academy for PhD Training in Statistics. Other service has included acting as founding coordinating editor of the Stochastic Geometry and
Statistical Applications section of the Advances in Applied Probability journal, as chief editor of Electronic Communications in Probability, as Scientific Secretary of the Bernoulli Society, and as Programme Chair for the Bernoulli/IMS World Congress, Barcelona 2004. His research interests lie in
the interfaces between probability, geometry, and computing. I.Molchanov received his Ph.D. degree in mathematics from Kiev University (Ukraine) in 1987 and his Habilitation from TU Bergakademie Freiberg (Germany) in 1994. Between 1987 and 1992 he was an Assistant Professor at Kiev Technological Institute. From 1992 to 1994 he has been working at TU
Bergakademie Freiberg as an Alexander von Humboldt Research Fellow. Then he took over a research position at Centrum voor Wiskunde en Informatica (CWI), Amsterdam. In December 1995 he joined the Department of Statistics of the University of Glasgow (Scotland) where he became Professor in Applied
Probability in 1998. From 2002 he holds a chair in Probability Theory in the University of Bern. He has authored 3 books and published about 90 papers. His research interests are concentrated around random sets and their applications in probability, finance, statistics and image analysis.
| SKU | Unavailable |
| ISBN 13 | 9781849969499 |
| ISBN 10 | 1849969493 |
| Title | Theory of Random Sets |
| Author | Ilya Molchanov |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer London Ltd |
| Year published | 2012-03-14 |
| Number of pages | 488 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |