Stochastic Disorder Problems by Albert N Shiryaev
This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data.-
Foundations of Modern Probability
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Geometry of Level Sets of Random Fields, Kac–Rice Formulas, Hermite Expansions and Applications
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Dynamics on Graphs
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Hybrid Switching Diffusions
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Nonlinear Expectations and Stochastic Calculus under Uncertainty
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Probability on Compact Lie Groups
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Measure-Valued Branching Markov Processes
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Pseudo-Regularly Varying Functions and Generalized Renewal Processes
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
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Analysis and Approximation of Rare Events
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Random Ordinary Differential Equations and Their Numerical Solution
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Stochastic Evolution Systems
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Ambit Stochastics
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Mathematical Control Theory for Stochastic Partial Differential Equations
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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
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Lectures on Monte Carlo Theory
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Stochastic Control Theory
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Random Measures, Theory and Applications
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
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Random Walks in the Quarter Plane
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Stochastic Flows and Jump-Diffusions
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Stochastic Multi-Stage Optimization
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The Quasispecies Equation and Classical Population Models
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Asymptotic Theory of Weakly Dependent Random Processes
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Stable Convergence and Stable Limit Theorems
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Stochastic Integration in Banach Spaces
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Continuous-Time Markov Decision Processes
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Dynamic Markov Bridges and Market Microstructure
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Limit Theorems for Multi-Indexed Sums of Random Variables
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Markov Renewal and Piecewise Deterministic Processes
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Convex Stochastic Optimization
“Researchers and graduate students interested in optimal stopping, decision theory, and statistical sequential analysis will find this book usefulIt is a very welcome addition to the literature of these fields.” (Rick Durrett, MAA Reviews, December 14, 2019)
Albert N. Shiryaev is Chief Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences and Head of the Department of Probability Theory in the Mechanics and Mathematics Faculty at Lomonosov Moscow State University. He is the author of several books, including Problems in Probability [translated by Andrew Lyasov], Optimal Stopping Rules [translated by A.B. Aries], and Statistics of Random Processes [with Robert S. Liptser]. He was the recipient of the A.A.MarkovPrize in 1974, of the A.N.Kolmogorov Prize in 1994, and of the Golden P.L.Chebyshev Medal of the Russian Academy of Science in 2017.
| SKU | Unavailable |
| ISBN 13 | 9783030015251 |
| ISBN 10 | 3030015254 |
| Title | Stochastic Disorder Problems |
| Author | Albert N Shiryaev |
| Series | Probability Theory And Stochastic Modelling |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer Nature Switzerland AG |
| Year published | 2019-03-20 |
| Number of pages | 397 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |