springer customized book list€¦ · telligence, linear algebra, optimization methods, nu-merical...

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2007

Springer Customized Book ListStatistics

springer.com/booksellers Statistics 1

T.G. Andersen, Kellogg School of Management, Evanston, IL,

USA; R.A. Davis, Colorado State University, Ft. Collins, CO, USA; J.-

P. Kreiß, TU Braunschweig, Germany; Th. Mikosch, University of

Copenhagen, Denmark (Eds.)

Handbook of Financial Time Series

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevanttopics both from a statistical and an econometricalpoint of view. Experts present among others vari-ous aspects of the important GARCH and StochasticVolatility classes, like for example distribution prop-erties, estimation, forecasting and extreme value the-ory. Moreover, since processes in continuous timeand cointegration play a very essential role in finan-cial modelling, both areas are addressed in detail. Fi-nally, recent developments in nonparametric meth-ods, copulas, structural breaks, high frequency da-ta and many more topics are included in the hand-book. Many outstanding authors have contributedto this encyclopaedia, making the volume an excel-lent source of reference for scientists and researchersworking in the field of financial time series.

Features

Editors very well known in their area of researchMany outstanding contributors Preamble by Nobelprize winner Robert F. Engle

Contents

Introduction - GARCH-Modelling - StochasticVolatility Modelling - Cointegration - ContinuousTime Processes - Miscellanea

Fields of interest

Statistics for Business/Economics/Mathematical Fi-nance/Insurance; Econometrics; Quantitative Fi-nance; Statistics and Computing/Statistics Programs

Target groups

Researchers and practitioners in statistics and econo-metrics

Type of publication

Handbook

Due April 2008

2008. Approx. 750 p. Hardcover

185,05 €

ISBN 978-3-540-71296-1

D.R. Anderson, Colorado State University, Fort Collins, CO, USA

Model Based Inference in the Life

Sciences

A Primer on Evidence

The abstract concept of “information” can be quan-tified and this has led to many important advancesin the analysis of data in the empirical sciences. Thistext focuses on a science philosophy based on “mul-tiple working hypotheses” and statistical modelsto represent them. The fundamental science ques-tion relates to the empirical evidence for hypothe-ses in this set—a formal strength of evidence. Kull-back-Leibler information is the information lostwhen a model is used to approximate full reality. Hi-rotugu Akaike found a link between K-L informa-tion (a cornerstone of information theory) and themaximized log-likelihood (a cornerstone of mathe-matical statistics). This combination has become thebasis for a new paradigm in model based inference.The text advocates formal inference from all the hy-potheses/models in the a priori set—multimodel in-ference. This compelling approach allows a simpleranking of the science hypothesis and their models.Simple methods are introduced for computing thelikelihood [..]

Features

Very broad applicability, very science-based, andpractical Very powerful – the concept of formal“strength of evidence” Simple to use and understandAn emphasis on science philosophy, not just “dataanalysis”

Contents

Introduction--science hypotheses and science phi-losophy.- Data and models.- Information theory andentropy.- Quantifying the evidence about science hy-potheses.- Multimodel inference.- Advanced topics.-Summary.

Fields of interest

Statistics for Life Sciences, Medicine, Health Sci-ences; Environmental Computing/EnvironmentalModelling; Ecology; Evolutionary Biology; Epidemi-ology; Methodology of the Social Sciences

Target groups

Grad students, scientists

Type of publication

Graduate/advanced undergraduate textbook

Due December 2007

2008. Approx. 190 p. Softcover

30,80 €

ISBN 978-0-387-74073-7

B.C. Arnold, University of California, Riverside, CA, USA; N. Balakr-

ishnan, McMaster University, Hamilton, ON, Canada; J.M. Sarabia,

University of Cantabria, Santander, Spain; R. Mínguez, University

of Castilla-La Mancha, Ciudad Real, Spain (Eds.)

Advances in Mathematical and

Statistical Modeling

Enrique Castillo is a leading figure in several math-ematical and engineering fields, having contribut-ed seminal work in such areas as Bayesian networks,neural networks, functional equations, artificial in-telligence, linear algebra, optimization methods, nu-merical methods, reliability engineering, as well assensitivity analysis and its applications. Organizedto honor Castillo’s significant contributions,this volume is an outgrowth of the "InternationalConference on Mathematical and Statistical Mod-eling," and covers recent advances in mathematicaland statistical modeling. Applications to safety, re-liability and life-testing, financial modeling, quali-ty control, general inference, as well as neural net-works and computational techniques are presented.The book is divided into seven main sections,which include distribution the-ory and order statistics, extremevalue theory, modeling inengineering, fatigue models, modelingin business and [..]

Features

Contributors are prominent, distinguished,and well-respected researchers in the field of math-ematical and statistical modeling Real-world appli-cations to safety, reliability, life-testing, finan-cial modeling, quality control, general inference, eco-nomics, engineering, as well as neural networks andcomputational techniques Good reference work forpractitioners, researchers, and graduate students in[..]

Contents

Preface.- List of Contributors.- List of Tables.- Listof Figures.- Part I. Distribution Theory and Appli-cations.- Enrique Castillo's Contributions to Con-ditional Specification.- The Polygonal Distribu-tion.- Conditionally Specified Models: NewDevelopments and Applications.- Modellingof Insurance Claim Count with Hurdle Distribu-tion for Panel Data.- Distance-Based Asso-ciation and Multi-Sample Tests for General Multi-variate Data.- Part II. Probability and Statistics.- Em-pirical Bayes Assessment of the Hyperparameters inBayesian Factor Analysis.- Part III. Order [..]

Fields of interest

Statistical Theory and Methods; Statistics for Busi-ness/Economics/Mathematical Finance/Insurance;Statistics for Engineering, Physics, Computer Sci-ence, Chemistry & Geosciences; Mathematical Mod-eling and Industrial Mathematics; ComputationalScience and Engineering; Optimization

Target groups

Practitioners, researchers, and graduate students instatistics, applied mathematics, engineering, eco-nomics, and modeling.

Type of publication

Contributed volume

Due May 2008

2 Statistics springer.com/booksellers

2008. Approx. 504 p. 56 illus. (Statistics for Industry and Technol-

ogy) Hardcover

97,00 €

ISBN 978-0-8176-4625-7

J. Asher, D. Banks, Duke University, Durham, NC, USA; F.J.

Scheuren, Alexandria, VA, USA (Eds.)

Statistical Methods for Human

Rights

Human rights issues are shaping the modern world.They define the expectations by which nations arejudged and affect the policy of governments, corpo-rations, and foundations. They have set the agendain prosecutions at the International Criminal Courtat the Hague, funding decisions by the Internation-al Monetary Fund, and corporate expansion pro-grams by multinationals. Statistics is central to themodern perspective on human rights. It allows re-searchers to measure the effect of health care poli-cies, the penetration of educational opportunity, andprogress towards gender equality. The new wave ofentrepreneurial charities demands impact assess-ments and documentation of milestone achievement.Non-governmental organizations need statistics tobuild cases, conduct surveys, and target their efforts.This book describes the statistics that underlie thesocial science research in human rights. It includescase studies, methodology, and research papers thatdiscuss the fundamental measurement issues. It [..]

Features

Brings together a collection of papers on statisticsand human rights No other book on the market ad-dresses this subject matter

Contents

Introduction, Jana Asher.- The statistics of genocide,Mary Gray and Sharon Marek.- Why estimate directand indirect casualties from war? The rule of pro-portionality and causality estimates, Beth OsborneDaPonte.- Statistical thinking and data analysis en-hancing human rights work, Jorge Luis Romeu.-Hidden in plain sight: X.X. burials and the despare-cidos in the department of Guatemala 1977-1986,Clyde Collins Snow, Fredy Armando, PeccerelliMonterroso, Jose Samuel Susanavar Bolanos, AlanG. Robinson, and Jose Maria Najera Ochoa.- The de-mography of conflict-related mortality in [..]

Fields of interest

Statistics for Social Science, Education, Public Poli-cy, and Law; Methodology of the Social Sciences; De-mography; Health Care Administration

Target groups

Researchers, graduate students

Type of publication

Monograph

Due December 2007


32,95 €

ISBN 978-0-387-72836-0

V. Barbu, Université de Technologie de Compiègne, Compiègne,

France; N. Limnios, Université de Technologie de Compiègne,

Compiègne, France

Semi-Markov Chains and Hidden

Semi-Markov Models toward

Applications

Their use in Reliability and DNA Analysis

This book is concerned with the estimation of dis-crete-time semi-Markov and hidden semi-Markovprocesses. Semi-Markov processes are much moregeneral and better adapted to applications than theMarkov ones because sojourn times in any state canbe arbitrarily distributed, as opposed to the geomet-rically distributed sojourn time in the Markov case.Another unique feature of the book is the use of dis-crete time, especially useful in some specific appli-cations where the time scale is intrinsically discrete.The models presented in the book are specificallyadapted to reliability studies and DNA analysis. Thebook is mainly intended for applied probabilists andstatisticians interested in semi-Markov chains theo-ry, reliability and DNA analysis, and for theoreticaloriented reliability and bioinformatics engineers. Itcan also serve as a text for a six month research-ori-ented course at a Master or PhD level. The prerequi-sites are a background in probability theory and fi-nite state space Markov chains.

Features

Explores the semi-Markov case Combines the flexi-bility of the semi-Markov chain with the known ad-vantages of HMMs

Contents

Introduction.- Discrete-time renewal processes.-Semi-Markov chains.- Nonparametric estimationfor semi-Markov chains.- Reliability theory fordiscrete-time semi-Markov systems.- Hidden se-mi-Markov model and estimation.

Fields of interest

Statistical Theory and Methods; Statistics for En-gineering, Physics, Computer Science, Chemistry& Geosciences; Quality Control, Reliability, Safetyand Risk; Operations Research, Mathematical Pro-gramming; Bioinformatics; Probability Theory andStochastic Processes

Target groups

Graduate students, researchers

Type of publication

Monograph

Due December 2007

2008. Approx. 228 p. (Lecture Notes in Statistics, Vol. 191) Soft-

cover

46,95 €

ISBN 978-0-387-73171-1


D. Barceló, CSIC Barcelona, Spain; M. Petrovic, CSIC Barcelona,

Spain (Eds.)

Emerging Contaminants from

Industrial and Municipal Waste

Contents

Petrovic: Occurrence of Emerging Contaminantsin Wastewaters: Sources and Levels.- Removal ofEmerging Contaminants in Wastewater Treatment.-Smital/Stella: Acute and Chronic Effect (Toxicity, Es-trogenicity, Genotoxicity etc.).- Environmental RiskAssessment. Impact of Emerging Contaminants inthe Environment.- Barcelo: Legislation (EUand Non-EU Countries (USA))

Fields of interest

Atmospheric Protection/Air Quality Control/AirPollution; Statistics for Engineering, Physics, Com-puter Science, Chemistry & Geosciences

Target groups

Scientists, engineers, graduate students in the field ofEnvironmental Sciences, Risk Assessment and RiskControlling, Toxicology and Ecology; decision-mak-ers in Government, Industrial and Regulatory Bodies

Type of publication

Reviews

Due June 2008

2008. Approx. 250 p. Also available online. (Water Pollution, Part

5X) Hardcover

189,95 €

ISBN 978-3-540-74793-2

D. Beyer, Hewlett-Packard Laboratories, CA, USA; F. Cheng, IBM

Thomas J. Watson Research Center, NJ, USA; S.P. Sethi, Uni-

versity of Texas at Dallas, TX, USA; M. Taksar, University of Mis-

souri-Columbia, USA

Markovian Demand Inventory

Models

Inventory management is concerned with match-ing supply with demand and a central problem inOperations Management. The problem is to findthe amount to be produced or purchased in order tomaximize the total expected profit or minimize thetotal expected cost. Over the past two decades, sever-al variations of the formula appeared, mostly in tradejournals written by and for inventory managers. Acritical assumption in the inventory literature is thatthe demands in different periods are independentand identically distributed. However, in real life, de-mands may depend on environmental considera-tions or the events in the world such as the weather,the state of economy, etc. Moreover, these events arerepresented by stochastic processes - exogenous orcontrolled. In Markovian Demand Inventory Mod-els, the authors are concerned with inventory mod-els where these world events are modeled by Markovprocesses. Their research on Markovian demand in-ventory models was carried out over a period of tenyears [..]

Features

Markov processes will provide better results whenapplied to random inventory problems This topic isa research interest in the distinguished research ca-reer of Suresh Sethi and his students Mathematicaltools employed in this book involve dynamic pro-gramming and stochastic processes Is written forstudents, researchers, and practitioners in the areasof operations management and industrial engineer-ing, can [..]

Fields of interest

Production/Logistics; Probability Theory andStochastic Processes; Engineering Economics, Orga-nization, Logistics, Marketing; Mathematical Model-ing and Industrial Mathematics; Industrial and Pro-duction Engineering; Operation Research/DecisionTheory

Target groups

Students and academics in the areas of OperationsManagement, Industrial Engineering, OR and Ap-plied Mathematics

Type of publication

Monograph

Due November 2007

2007. Approx. 260 p. (International Series in Operations Research

& Management Science, Vol. 108) Hardcover

76,25 €

ISBN 978-0-387-71603-9

U.N. Bhat, Professor Emeritus, Southern Methodist University,

Dallas, TX, USA

An Introduction to Queueing

Theory

Modeling and Analysis in Applications

This introductory textbook is designed for a one-semester course on queueing theory that does notrequire a course in stochastic processes as a prereq-uisite. By integrating the necessary background onstochastic processes with the analysis of models, thisbook provides a sound foundational introduction tothe modeling and analysis of queueing systems fora broad interdisciplinary audience of students com-ing from diverse disciplines, including applied math-ematics, statistics, computer science, operations re-search, and industrial, systems, manufacturing, andcommunications engineering. Key features includean introductory chapter, which contains an histori-cal account of the growth of queueing theory in thelast 100 years; rigorous treatment of the foundationsof basic models commonly used in applications withappropriate references for advanced topics; a chapteron modeling and analysis using computational tools;modeling exercises as a motivational tool, and reviewexercises covering background [..]

Features

The first textbook on queueing theory that does notrequire a course in stochastic processes as a prerequi-site; suitable for applied science students not needinga specialized course in queueing theory For a broadinterdisciplinary audience of advanced undergradu-ates, graduate students, researchers, and practition-ers in applied mathematics, statistics, computer sci-ence, operations research, and industrial, [..]

Contents

Introduction.- System Element Models.- An Intro-duction to Stochastic Processes.- Simple MarkovianQueueing Systems.- Imbedded Markov Chain Mod-els for M/G/I and G/M/I Queues.- Extended MarkovModels.- Queueing Networks.- Renewal ProcessModels.- The General Queue G/G/I and Approxi-mations.- Statistical Inference for Queueing Mod-els.- Decision Problems in Queueing Theory.- Index

Fields of interest

Statistics for Engineering, Physics, Computer Sci-ence, Chemistry & Geosciences; Statistical Theo-ry and Methods; Probability Theory and StochasticProcesses; Mathematical Modeling and IndustrialMathematics; Operations Research, MathematicalProgramming; Industrial and Production Engineer-ing

Target groups

Advanced undergraduates, graduate students, re-searchers, and practitioners in applied mathematics,statistics, computer science, operations research, andindustrial, systems, manufacturing, and communica-tions engineering

Type of publication


Due February 2008

2008. Approx. 376 p. 5 illus. (Statistics for Industry and Technolo-

gy) Hardcover


46,20 €

ISBN 978-0-8176-4724-7

F. Biagini, University of Bologna, Italy; Y. Hu, University of Kansas,

Lawrence, KS, USA; B. Øksendal, University of Oslo, Norway; T.

Zhang, University of Manchester, UK

Stochastic Calculus for Fractional

Brownian Motion and Applications

Fractional Brownian motion (fBm) has been wide-ly used to model a number of phenomena in diversefields from biology to finance. This huge range ofpotential applications makes fBm an interesting ob-ject of study. Several approaches have been used todevelop the concept of stochastic calculus for fBm.The purpose of this book is to present a comprehen-sive account of the different definitions of stochas-tic integration for fBm, and to give applications ofthe resulting theory. Particular emphasis is placedon studying the relations between the different ap-proaches. Readers are assumed to be familiar withprobability theory and stochastic analysis, althoughthe mathematical techniques used in the book arethoroughly exposed and some of the necessary pre-requisites, such as classical white noise theory andfractional calculus, are recalled in the appendices.This book will be a valuable reference for graduatestudents and researchers in mathematics, biology,meteorology, physics, engineering and finance.

Features

The first book to compare the different frameworksand methods of stochastic integration for fBm. It al-so discusses the applications of the resulting theory.Written by leading contributors to the field.

Contents

Part I: Fractional Brownian Motion.- Intrinsic prop-erties of the fractional Brownian motion. Part II:Stochastic Calculus.- Wiener and divergence-type in-tegrals for fractional Brownian motion.- FractionalWick-Itô-Skorohod (fWIS-) integrals for fractionalBrownian motion of Hurst Index H > ½.- Wick-Itô-Skorohod integrals for fractional Brownian mo-tion.- Pathwise integrals for fractional Brownian mo-tion.- A useful summary. Part III: Applications ofStochastic Calculus.- Fractional Brownian motionin finance.- Stochastic partial differential equationsdriven by fractional Brownian [..]

Fields of interest

Probability Theory and Stochastic Processes; Statis-tics for Business/Economics/Mathematical Fi-nance/Insurance; Applications of Mathematics

Target groups

Researchers and graduate students; probabilistsworking on Brownian motion

Type of publication

Monograph

Due December 2007

2008. Approx. 352pp. (Probability and its Applications) Hardcov-

er

76,95 €

ISBN 978-1-85233-996-8

J.P.N. Bishwal, University of North Carolina, Charlotte, NC, USA

Parameter Estimation in Stochastic

Differential Equations

Parameter estimation in stochastic differential equa-tions and stochastic partial differential equations isthe science, art and technology of modelling com-plex phenomena and making beautiful decisions.The subject has attracted researchers from severalareas of mathematics and other related fields likeeconomics and finance. This volume presents theestimation of the unknown parameters in the cor-responding continuous models based on continu-ous and discrete observations and examines exten-sively maximum likelihood, minimum contrast andBayesian methods. Useful because of the currentavailability of high frequency data is the study of re-fined asymptotic properties of several estimatorswhen the observation time length is large and theobservation time interval is small. Also space timewhite noise driven models, useful for spatial data,and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions thatmodel the long memory phenomena are examined inthis volume.

Contents

Preface.- 1.Parametric Stochastic Differential Equa-tions.- Part I: Continuous Sampling.- 2.Rates ofWeak Convergence of Estimators in HomogeneousDiffusions. -3.Large Deviations for Estimators inHomogeneous Diffusions.- 4.Local AsymptoticMixed Normality for Nonhomogeneous Diffusions.-5.Bayes and Sequential Estimation in StochasticPDEs.- 6.Maximum Likelihood Estimation in Frac-tional Diffusions.- Part II: Discrete Sampling.- 7.Ap-proximate Maximum Likelihood Estimation in Non-homogeneous Diffusions.- 8.Rates of Weak Conver-gence of Estimators in the Ornstein-Uhlenbeck Pro-cess.- 9.Local [..]

Fields of interest

Probability Theory and Stochastic Processes; Statisti-cal Theory and Methods; Quantitative Finance; Nu-merical Analysis; Game Theory, Economics, Socialand Behav. Sciences

Target groups

Researchers and graduate students

Type of publication

Monograph

Due October 2007

2008. XIV, 268 p. (Lecture Notes in Mathematics, Vol. 1923) Soft-

cover

39,95 €

ISBN 978-3-540-74447-4


M. Brimacombe

Biostatistics and Experimental

Design for Medical and Health

Researchers

Fields of interest

Statistics, general

Type of publication

Monograph

Due November 2008


42,95 €

ISBN 978-1-58829-839-3

D. Calvetti, Case Western Reserve University, Cleveland, OH, USA;

E. Somersalo, Helsinki University of Technology, Helsinki, Finland

An Introduction to Bayesian

Scientific Computing

Ten Lectures on Subjective Computing

This book has been written for undergraduate andgraduate students in various areas of mathematicsand its applications. It is for students who are willingto get acquainted with Bayesian approach to compu-tational science but not necessarily to go through thefull immersion into the statistical analysis. It has alsobeen written for researchers working in areas wheremathematical and statistical modeling are of centralimportance, such as biology and engineering.

Features

Expository accessible book, internationally knownauthors

Contents

Introduction .- Inverse Problems and SubjectiveComputing.- Basic Problem of Statistical Infer-ence.-The Praise Of Ignorance: Randomness as Lackof Information.- Basic Problem in Numerical LinearAlgebra.- Sampling: First Encounter.- Statistically In-spired Preconditioners.- Conditional Gaussian Den-sities and Predictive Envelopes.- More Applicationsof the Gaussian Conditioning.- Sampling: The RealThing.- Wrapping up: Hypermodel, Dynamic Prior-conditioners and Bayesian Learning.

Fields of interest

Computational Science and Engineering; Statisticsand Computing/Statistics Programs; ComputationalMathematics and Numerical Analysis; ProbabilityTheory and Stochastic Processes

Target groups


Type of publication


Due December 2007

2007. Approx. 200 p. (Surveys and Tutorials in the Applied Math-

ematical Sciences, Vol. 2) Softcover

32,95 €

ISBN 978-0-387-73393-7

M.-H. Chang, U.S. Army Research Office, Durham, NC, USA

Stochastic Control of Hereditary

Systems and Applications

This research monograph develops the Hamilton-Ja-cobi-Bellman theory via dynamic programmingprinciple for a class of optimal control problems forstochastic hereditary differential equations (SHDEs)driven by a standard Brownian motion and with abounded or an infinite but fading memory. Theseequations represent a class of stochastic infinite-di-mensional systems that become increasingly impor-tant and have wide range of applications in physics,chemistry, biology, engineering and economics/fi-nance. This monograph can be used as a researchreference for researchers and advanced graduate stu-dents who have special interest in optimal controltheory and applications of stochastic hereditary sys-tems.

Features

Very active research area Chang bridges area ofstochastic control and stochastic delay equations

Contents

Preface.- Introduction and Summary.- Chapter 1.Stochastic Hereditary Differential Equations.- Chap-ter 2. Stochastic Calculus.- Chapter 3. Optimal Clas-sical Control.- Chapter 4. Optimal Stopping.- Chap-ter 5. Discrete Approximations.- Chapter 6. OptionPricing.- Chapter 7. Hereditary Portfolio Optimiza-tion.- References.- List of Symbols.- Index.

Fields of interest

Probability Theory and Stochastic Processes; PartialDifferential Equations; Control Engineering; Statisti-cal Theory and Methods

Target groups


Type of publication

Monograph

Due January 2008

2008. Approx. 500 p. (Stochastic Modelling and Applied Proba-

bility, Vol. 59) Hardcover

62,95 €

ISBN 978-0-387-75805-3


C.-h. Chen, Academia Sinica, Taipei, Taiwan, China; W. Härdle,

Humboldt-University of Berlin, Germany; A. Unwin, University of

Augsburg, Germany (Eds.)

Handbook of Data Visualization

Visualizing the data is an essential part of any da-ta analysis. Modern computing developments haveled to big improvements in graphic capabilities andthere are many new possibilities for data displays.This new volume in the series Springer Handbooksof Computational Statistics gives an overview ofmodern data visualization methods, both in theoryand practice. There are definitive chapters on mod-ern graphical tools such as mosaic plots, parallel co-ordinate plots and linked views. There are chaptersdedicated to graphical methodology for particularareas of statistics, for example Bayesian analysis, ge-nomic data and cluster analysis, as well as chapterson software for graphics. Specialists from all over theworld have contributed papers on their areas of ex-pertise.

Features

Complete overview of data visualization Compre-hensive coverage of the field, both in theory andpractice

Contents

Data Visualization.- Principles.- Methodologies.- Se-lected Applications.

Fields of interest

Statistics and Computing/Statistics Programs; Com-putational Biology/Bioinformatics; Statistical Theo-ry and Methods; Computer Imaging, Vision, PatternRecognition and Graphics

Target groups

Researchers, practitioners

Type of publication

Handbook

Due December 2007

2008. Approx. 1000 p., 569 figs., 50 tables (Springer Handbooks

of Computational Statistics) Hardcover

249,00 €

ISBN 978-3-540-33036-3

P.-L. Chow, B.S. Mordukhovich, G. Yin (Eds.)

Topics in Stochastic Analysis and

Nonparametric Estimation

To assess the past achievement and to provide a roadmap for future research, an IMA participating insti-tution conference entitled "Conference on Asymp-totic Analysis in Stochastic Processes, Nonparamet-ric Estimation, and Related Problems" was held atWayne State University, September 15-17, 2006. Thisconference was also held to honor Professor RafailZ. Khasminskii for his fundamental contributions tomany aspects of stochastic processes and nonpara-metric estimation theory on the occasion of his sev-enty-fifth birthday. It assembled an impressive listof invited speakers, who are renowned leaders inthe fields of probability theory, stochastic process-es, stochastic differential equations, as well as in thenonparametric estimation theory, and related fields.A number of invited speakers were early developersof the fields of probability and stochastic processes,establishing the foundation of the Modern probabili-ty theory. After the conference, to commemorate thisspecial event, an IMA volume [..]

Contents

Some recent results on averaging principle.-Cramer's theorem for nonnegative multivariate pointprocesses with independent increments.- On bound-ed solutions of the balanced generalized pantographequation.- Numerical methods for non-zero-sumstochastic differential games: Convergance of theMarkov chain approximation method.- On the esti-mation of an analytic spectral density outside of theobservation band.- On oracle inequalities related tohigh dimensional linear models.- Hypothesis testingunder composite functions alternative.- On parabolicpdes and spdes in Sobolov spaces W2/p [..]

Fields of interest

Probability Theory and Stochastic Processes; Appli-cations of Mathematics

Target groups

Researchers

Type of publication

Professional book

Due November 2007

2008. Approx. 210 p. (The IMA Volumes in Mathematics and its

Applications, Vol. 145) Hardcover

69,95 €

ISBN 978-0-387-75110-8

D. Cook, Iowa State University, Ames, IA, USA; D.F. Swayne, AT&T

Labs, Florham Park, NJ, USA

Interactive and Dynamic Graphics

for Data Analysis

With R and GGobi

This richly illustrated book describes the use of in-teractive and dynamic graphics as part of multidi-mensional data analysis. Chapters include clustering,supervised classification, and working with miss-ing values. A variety of plots and interaction meth-ods are used in each analysis, often starting withbrushing linked low-dimensional views and workingup to manual manipulation of tours of several vari-ables. The role of graphical methods is shown at eachstep of the analysis, not only in the early explorato-ry phase, but in the later stages, too, when compar-ing and evaluating models. All examples are basedon freely available software: GGobi for interactivegraphics and R for static graphics, modeling, andprogramming. The printed book is augmented by awealth of material on the web, encouraging readersfollow the examples themselves. The web site has allthe data and code necessary to reproduce the analy-ses in the book, along with movies demonstrating theexamples. The book may be used as a text [..]

Features

The book's examples use the software R and GGobiIllustrated examples, supplemented by movies onthe web, help he reader learn how to use interactivegraphics for data anlaysis Full color figures illumi-nate high-dimensional data spaces Everything in thebook can be replicated by the reader with free soft-ware

Contents

Introduction.- The toolbox.- Missing values.- Super-vised classification.- Cluster analysis.- Miscellaneoustopics.- Data sets.

Fields of interest

Statistical Theory and Methods; Statistics and Com-puting/Statistics Programs; Data Mining and Knowl-edge Discovery; Bioinformatics; Visualization

Target groups

Students, researchers

Type of publication

Monograph

Due November 2007

2007. Approx. 205 p. (Use R) Softcover

46,95 €

ISBN 978-0-387-71761-6


R.C. Dalang, Ecole Polytechnique Fédérale, Lausanne, Switzer-

land; M. Dozzi, Université Henri Poincaré, Nancy, France; F. Russo,

Université de Paris XIII, Villetaneuse (Eds.)

Seminar on Stochastic Analysis,

Random Fields and Applications V

Centro Stefano Franscini, Ascona, May 2005

This volume contains twenty-eight refereed re-search or review papers presented at the 5th Sem-inar on Stochastic Processes, Random Fields andApplications, which took place at the Centro Ste-fano Franscini (Monte Verità) in Ascona, Switzer-land, from May 30 to June 3, 2005. The sem-inar focused mainly on stochastic partial differen-tial equations, random dynamical systems, infi-nite-dimensional analysis, approximation problems,and financial engineering.

Features

Wide range of topics in stochastic analysis and finan-cial engineering Particular emphasis on applicationsto fluid dynamics, statistical physics, biology, andmathematical finance

Contents

Preface.- Stochastic Analysis and Random Fields.-Stochastic Methods in Financial Models

Fields of interest

Probability Theory and Stochastic Processes

Target groups

Graduates, postgraduates and researchers workingin stochastic analysis or financial mathematics; pro-fessionals interested in stochastic methods in financeand insurance

Type of publication

Proceedings

Due December 2007

2008. Approx 538 p. (Progress in Probability, Vol. 59) Hardcover

129,00 €

ISBN 978-3-7643-8457-9

D.J. Daley, Australian National University, Canberra, ACT, Aus-

tralia; D. Vere-Jones, Victoria University, Wellington, New

Zealand

An Introduction to the Theory of

Point Processes, Volume II

Point processes and random measures find wide ap-plicability in telecommunications, earthquakes, im-age analysis, spatial point patterns and stereology, toname but a few areas. The authors have made a ma-jor reshaping of their work in their first edition of1988 and now present An Introduction to the The-ory of Point Processes in two volumes with subti-tles Volume I: Elementary Theory and Methods andVolume II: General Theory and Structure. Volume Icontains the introductory chapters from the first edi-tion together with an account of basic models, sec-ond order theory, and an informal account of predic-tion, with the aim of making the material accessibleto readers primarily interested in models and appli-cations. It also has three appendices that review themathematical background needed mainly in VolumeII. Volume II sets out the basic theory of randommeasures and point processes in a unified setting andcontinues with the more theoretical topics of the firstedition: limit theorems, ergodic theory, [..]

Features

Point processes and random measures are widelyapplied in telecommunications, earthquakes, imageanalysis, spatial point patterns, and stereology Vol-ume One incorporates introductory material fromthe First Edition with a foretaste of more advancedconcepts Volume Two builds on general theory withadditional material on marked and spatial processesAbundant examples both reinforce core understand-ing and [..]

Contents

Basic theory of random measures and point process-es.- Special classes of processes.- Convergence con-cepts and limit theorems.- Stationary point processesand random measures.- Palm theory.- Evolutionaryprocesses and predictability.- Spatial point processes.

Fields of interest


Target groups


Type of publication

Monograph

Due November 2007

Originally published in one volume in the series: Springer Series

in Statistics

2007. Approx. 560 p. (Probability and its Applications) Hardcover

69,95 €

ISBN 978-0-387-21337-8

A. DasGupta, Purdue University, West Lafayette, IN, USA

Asymptotic Theory of Statistics and

Probability

This book is an encyclopedic treatment of classicas well as contemporary large sample theory, deal-ing with both statistical problems and probabilisticissues and tools. It is written in an extremely lucidstyle, with an emphasis on the conceptual discussionof the importance of a problem and the impact andrelevance of the theorems. The book has 34 chaptersover a wide range of topics, nearly 600 exercises forpractice and instruction, and another 300 workedout examples. It also includes a large compendiumof 300 useful inequalities on probability, linear al-gebra, and analysis that are collected together fromnumerous sources, as an invaluable reference for re-searchers in statistics, probability, and mathemat-ics. It can be used as a graduate text, as a versatile re-search reference, as a source for independent read-ing on a wide assembly of topics, and as a windowto learning the latest developments in contemporarytopics. The book is unique in its detailed coverage offundamental topics such as [..]

Features

Encyclopedic coverage of classical topics and at thesame time of some of the most modern topics Versa-tile research reference to anyone working on theoret-ical statistics and probability Emphasis on presentingthe material in a lucid and accessible style, suitablefor conceptual understanding of a very broad rangeof topics.

Contents

Basic convergence concepts and theorems.- Metrics,information theory, convergence, and Poisson ap-proximations.- More general weak and strong lawsand the Delta theorem.- Transformations.- Moregeneral CLTs.- Moment convergence and uniformintegrability.- Sample percentiles and order statis-tics.- Sample extremes.- Central limit theorems fordependent sequences.- Central limit theorem forMarkov chains.- Accuracy of CLTs.- Invariance prin-ciples.- Edgeworth expansions and cumulants.- Sad-dlepoint approximations.- U-statistics.- Maximumlikelihood estimates.- M estimates.- The trimmed [..]

Fields of interest

Statistical Theory and Methods

Target groups

Students

Type of publication


Due June 2008

2008. X, 680 p. (Springer Texts in Statistics) Hardcover

69,30 €

ISBN 978-0-387-75970-8


Y. Dodge, Universite de Neuchâtel, Switzerland

The Concise Encyclopedia of

Statistics

The Concise Encyclopedia of Statistics presents theessential information about statistical tests, concepts,and analytical methods in language that is accessibleto practitioners and students of the vast communi-ty using statistics in medicine, engineering, physicalscience, life science, social science, and business/eco-nomics. The reference is alphabetically arrangedto provide quick access to the fundamental tools ofstatistical methodology and biographies of famousstatisticians. The more than 500 entries include defi-nitions, history, mathematical details, limitations, ex-amples, references, and further readings. All entriesinclude cross-references as well as the key citations.The back matter includes a timeline of statistical in-ventions. This reference will be an enduring resourcefor locating convenient overviews about this essentialfield of study.

Features

Presents the essential information about statisticaltests, concepts, and analytical methods Written inlanguage accessible to practitioners and studentsMore than 500 entries include definitions, history,mathematical details, limitations, examples, refer-ences, and further readings Will provide an endur-ing resource for locating convenient overviews aboutthis essential field of study

Contents

A.- Acceptance Region.- Accuracy.- Algorithm.-Alternative hypothesis.- Analysis of binary data.-Analysis of categorical data.- Analysis of residuals.-Analysis of variance.- Anderson Oskar.- AndersonTheodore W.- Anderson-Darling test.- Arithmeticmean.- Arithmetic triangle.- ARMA models.- Ar-rangement.- Attributable risk.- Autocorrelation andpartial autocorrelation.- Avoidable risk.

Fields of interest

Statistics, general; Science, general

Target groups

Students

Type of publication

Encyclop(a)edia

Due January 2008

2008. eReference.

249,00 €

ISBN 978-0-387-32833-1

Y. Dodge, Université de Neuchâtel, Switzerland

The Concise Encyclopedia of

Statistics

The Concise Encyclopedia of Statistics presents theessential information about statistical tests, concepts,and analytical methods in language that is accessibleto practitioners and students of the vast communi-ty using statistics in medicine, engineering, physicalscience, life science, social science, and business/eco-nomics. The reference is alphabetically arrangedto provide quick access to the fundamental tools ofstatistical methodology and biographies of famousstatisticians. The more than 500 entries include defi-nitions, history, mathematical details, limitations, ex-amples, references, and further readings. All entriesinclude cross-references as well as the key citations.The back matter includes a timeline of statistical in-ventions. This reference will be an enduring resourcefor locating convenient overviews about this essentialfield of study.

Features

Presents the essential information about statisticaltests, concepts, and analytical methods Written inlanguage accessible to practitioners and studentsMore than 500 entries include definitions, history,mathematical details, limitations, examples, refer-ences, and further readings Will provide an endur-ing resource for locating convenient overviews aboutthis essential field of study

Contents

Acceptance Region.- Accuracy.- Algorithm.- Alter-native hypothesis.- Analysis of binary data.- Analysisof categorical data.- Analysis of residuals.- Analysisof variance.- Anderson Oskar.- Anderson TheodoreW.- Anderson-Darling test.- Arithmetic mean.-Arithmetic triangle.- ARMA models.- Arrangement.-Attributable risk.- Autocorrelation and partial auto-correlation.- Avoidable risk.

Fields of interest

Statistics, general; Science, general

Target groups

Academic and corporate libraries.

Type of publication

Encyclop(a)edia

Due December 2007

2008. XVI, 640 p. Hardcover

249,00 €

ISBN 978-0-387-31742-7

J.H. Drew, College of William & Mary, Williamsburg, VA, USA; D.L.

Evans, Rose-Hulman Institute of Technology, IN, USA; A.G. Glen,

United States Military Academy, NY, USA; L.M. Leemis, College of

William & Mary, Williamsburg, VA, USA

Computational Probability

Algorithms and Applications in the Mathematical Sciences

Computational probability is a set of stochasticmethods that has emerged over the past decade thatallow researchers and students to solve problemsthat require exact probability calculations previous-ly considered arduous or intractable. Computation-al Probability is the first book that examines and or-ganizes these computational methods into a system-atic treatment. The book is structured around thetwo categories of problems: (1) “Algorithms for Con-tinuous Random Variables” has chapters on datastructures and algorithms, transformations of ran-dom variables, and products of independent ran-dom variables. (2) “Algorithms for Discrete Ran-dom Variables” includes data structures and algo-rithms, sums of independent random variables,and order statistics. The book includes three chap-ters that emphasize survival analysis and simula-tion applications. The APPL computational mod-eling language that gives probabilists a strong soft-ware resource for non-trivial problems is available atwww.APPLsoftware.com.

Features

This is an expository monograph with a download-able modeling language, APPL, that will be usedacross the Applied Sciences domains including OR/MS, Applied Probability, Engineering, Statistics, Eco-nomics, and Applied Mathematics. It will be usedby practitioners, as well as academic researchers andstudents The book package will sell nicely in both theacademic and practitioner areas. Moreover, the soft-ware [..]

Contents

Introduction.- Computational Probability.- Maplefor APPL.- Data Structures and Simple Algorithms.-Transformations of Random Variables.- Products ofRandom Variables.- Data Structures and Simple Al-gorithms.- Sums of Independent Random Variables.-Order Statistics.- Reliability and Survival Analysis.-Stochastic Simulation.- Other Applications.- Refer-ences.- Index.

Fields of interest

Operation Research/Decision Theory; ProbabilityTheory and Stochastic Processes; Appl.Mathematics/Computational Methods of Engineering; Com-putational Mathematics and Numerical Analysis;Statistics for Engineering, Physics, Computer Sci-ence, Chemistry & Geosciences; Statistics for Busi-ness/Economics/Mathematical Finance/Insurance

Target groups

Academics, practitioners and graduate students

Type of publication

Monograph

Due December 2007



79,95 €

ISBN 978-0-387-74675-3


L. Duchateau, Ghent University, Merelbeke, Belgium; P. Janssen,

Limburgs Universitair Centrum, Diepenbeek, Belgium

The Frailty Model

Clustered survival data are encountered in many sci-entific disciplines including human and veterinarymedicine, biology, epidemiology, public health anddemography. Frailty models provide a pow-erful tool to analyse clustered survival data. In con-trast to the large number of research publications onfrailty models, relatively few statistical software pack-ages contain frailty models. It is demanding for sta-tistical practitioners and graduate students to graspa good knowledge on frailty models from the exist-ing literature. This book provides an in-depth dis-cussion and explanation of the basics of frailty mod-el methodology for such readers. The discussion in-cludes parametric and semiparametric frailty mod-els and accelerated failure time models. Commontechniques to fit frailty models include the EM-algo-rithm, penalised likelihood techniques, Laplacian in-tegration and Bayesian techniques. More advancedfrailty models for hierarchical data are also included.Real-life examples are used to [..]

Features

Introduces Frailty Models from a basic level that ismissing in other books

Contents

Introduction.- Parametric Proportional HazardsModels With Gamma Frailty.- Alternatives for theFrailty Model.- Frailty Distributions.- The Semipara-metric Frailty Model.- Multi-Frailty and MultilevelModels.- Extensions of the Frailty Model.

Fields of interest

Statistics for Life Sciences, Medicine, Health Sci-ences; Cancer Research; Simulation and Modeling;Biometrics; Infectious Diseases; Epidemiology

Target groups

Statisticians, graduate students

Type of publication

Monograph

Due December 2007

2008. XIV, 314 p. (Statistics for Biology and Health) Hardcover

64,95 €

ISBN 978-0-387-72834-6

S. Dudoit, University of California, Berkeley, CA, USA; M.J. van der

Laan, University of California, Berkeley, CA, USA

Multiple Testing Procedures with

Applications to Genomics

This book establishes the theoretical foundations of ageneral methodology for multiple hypothesis testingand discusses its software implementation in R andSAS. The methods are applied to a range of testingproblems in biomedical and genomic research, in-cluding the identification of differentially expressedand co-expressed genes in high-throughput geneexpression experiments, such as microarray experi-ments; tests of association between gene expressionmeasures and biological annotation metadata (e.g.,Gene Ontology); sequence analysis; and the geneticmapping of complex traits using single nucleotidepolymorphisms. The book is aimed at both statisti-cians interested in multiple testing theory and ap-plied scientists encountering high-dimensional test-ing problems in their subject matter area. Specifical-ly, the book proposes resampling-based single-stepand stepwise multiple testing procedures for control-ling a broad class of Type I error rates, defined as tailprobabilities and expected values for [..]

Features

This book provides a detailed account of the theoret-ical foundations of proposed multiple testing meth-ods and illustrates their application to a range of test-ing problems in genomics

Contents

Multiple hypothesis testing.- Test statistics null dis-tribution.- Overview of multiple testing procedures.-Single-step multiple testing procedures for control-ling general Type I error rates.-Step-downmultiple testing procedures for controlling the fam-ily-wise error rate.- Augmentation multiple testingprocedures for controlling generalized tail probabil-ity error rates.- Resampling-based empirical Bayesmultiple testing procedures for controlling general-ized tail probability error rates.- Simulation studies:Assessment of test statistics null distributions.- Iden-tification of [..]

Fields of interest

Bioinformatics; Statistical Theory and Methods;Statistics for Life Sciences, Medicine, Health Sciences

Target groups

Researchers

Type of publication

Monograph

Due December 2007

2007. Approx. 585 p. (Springer Series in Statistics) Hardcover

69,95 €

ISBN 978-0-387-49316-9

V. Esposito Vinzi, Università di Napoli, Italy; W.W. Chin, University

of Houston, TX, USA; J. Henseler, Radboud Universiteit Nijmegen,

The Netherlands; H. Wang, Beijing University of Aeronautics and

Astronautics, Beijing, China (Eds.)

Handbook of Partial Least Squares

Concepts, Methods and Applications in Marketing and Related

Fields

The new volume of Computational Statis-tics represents a comprehensive overview of PartialLeast Squares (PLS) methods with specific referenceto their use in marketing and with a discussion ofthe directions of current research and perspectives.The handbook covers the broad area of PLS meth-ods -from regression to structural equation model-ing applications, software and interpretation of re-sults. It features papers on the use and the analysisof latent variables and indicators by means of thePLS path modeling approach from the design of thecausal network to model assessment and improve-ment. Within the PLS framework, the handbook al-so addresses advanced topics such as the analysis ofmulti-block, multi-group and multi-structured data,the use of categorical indicators, the study of inter-action effects, the integration of classification issues,the validation aspects and the comparison betweenthe PLS approach and covariance based structuralequation modeling. Most chapters comprise a [..]

Features

Up-to-date review of the PLS methods recently de-velopped and their applications in marketing Com-plete and comprehensive overview of the field Fo-cus both on statistical methodology and selected realworld problems

Contents

Methods: PLS Path Modeling: Concepts, Model Es-timation and Assessment.- PLS Path Modeling: Ex-tensions.- PLS Path Modeling with Classification Is-sues.- PLS Path Modeling for Customer SatisfactionStudies.- PLS Regression.- Applications to Market-ing and Related Areas.- Tutorials with Didactic Ap-proach.

Fields of interest

Statistics and Computing/Statistics Programs; Statis-tical Theory and Methods; Marketing

Target groups

Scientists

Type of publication

Handbook

Due February 2008

2008. Approx. 850 p. (Springer Handbooks of Computational

Statistics) Hardcover

249,00 €

ISBN 978-3-540-32825-4


S.N. Evans, University of California, Berkeley, CA, USA

Probability and Real Trees

Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005

Random trees and tree-valued stochastic process-es are of particular importance in combinatorics,computer science, phylogenetics, and mathemati-cal population genetics. Using the framework of ab-stract "tree-like" metric spaces (so-called real trees)and ideas from metric geometry such as the Gro-mov-Hausdorff distance, Evans and his collaboratorshave recently pioneered an approach to studying theasymptotic behaviour of such objects when the num-ber of vertices goes to infinity. These notes surveythe relevant mathematical background and presentsome selected applications of the theory.

Contents

Preface.- 1. Introduction.- 2. Around the continuumrandom tree.- 3. R-trees and 0-hyperbolic spaces.- 4.Hausdorff and Gromov–Hausdorff distance.- 5. Rootgrowth with re-grafting.- 6. The wild chain and otherbipartite chains.- 7. Diffusions on a R-tree withoutleaves: snakes and spiders.- 8. R–trees from coalesc-ing particle systems.- 9. Subtree prune and re-graft.-A. Summary of Dirichlet form theory.- B. Some frac-tal notions.- References.- Index.

Fields of interest

Probability Theory and Stochastic Processes; Combi-natorics; Geometry

Target groups


Type of publication

Monograph

Due October 2007

2008. XII, 200 p. 43 illus. With Saint-Flour Probability Summer

Schools List on (virtual) p. 195 and Series ad on (virtual) p. 197,

198, 199, 200.. (Ecole d'Eté Probabilit.Saint-Flour, Vol. 1920) Soft-

cover

39,95 €

ISBN 978-3-540-74797-0

S.C. Gad

Bayesian Analysis in

Pharmaceutical Development and

Clinical Research

Fields of interest

Statistics for Life Sciences, Medicine, Health Sciences

Type of publication

Contributed volume

Due March 2009

2007. Hardcover

99,95 €

ISBN 978-1-58829-726-6

Q. Hu, Fudan University, Shang Hai, China; W. Yue, Konan Univer-

sity, Kobe, Japan

Markov Decision Processes with

Their Applications

Markov decision processes (MDPs), also calledstochastic dynamic programming, were first stud-ied in the 1960s. MDPs can be used to model andsolve dynamic decision-making problems thatare multi-period and occur in stochastic circum-stances. There are three basic branches in MDPs: dis-crete-time MDPs, continuous-time MDPs and se-mi-Markov decision processes. Starting from thesethree branches, many generalized MDPs modelshave been applied to various practical problems.These models include partially observable MDPs,adaptive MDPs, MDPs in stochastic environments,and MDPs with multiple objectives, constraints orimprecise parameters. Markov Decision ProcessesWith Their Applications examines MDPs and theirapplications in the optimal control of discrete eventsystems (DESs), optimal replacement, and optimalallocations in sequential online auctions. The bookpresents four main topics that are used to study opti-mal control problems: a new methodology for MDPswith discounted total reward criterion; [..]

Features

Presents new branches for Markov Decision Process-es (MDP) Applies new methodology for MDPs withdiscounted total reward criterion Offers new appli-cations of MDPs in areas such as the control of dis-crete event systems and the optimal allocations insequential online auctions Shows the validity of theoptimality equation and its properties from the def-inition of the model by reducing the scale of MDPmodels [..]

Contents

List of Figures.- List of Tables.- Preface.- Acknowl-edgments.- 1. Introduction.- 2. Discrete-TimeMarkov Decision Processes: Total Reward.- 3. Dis-crete-Time Markov Decision Processes: AverageCriterion.- 4. Continuous-Time Markov DecisionProcesses.- 5. Semi-Markov Decision Processes.-6. Markov Decision Processes in Semi-Markov En-vironments.- 7. Optimal Control of Discrete EventSystems: I. 8. Optimal Control of Discrete Event Sys-tems: II.- 9. Optimal Replacement Under StochasticEnvironments.- 10. Optimal Allocation in SequentialOnline Auctions.- Index.

Fields of interest

Operations Research, Mathematical Programming;Probability Theory and Stochastic Processes; Calcu-lus of Variations and Optimal Control; Optimiza-tion; Industrial and Production Engineering

Target groups

Researchers in operations management, operationsresearch, management, finance, and optimal controlof discrete event systems

Type of publication

Monograph

Due November 2007

2008. XVI, 298 p. (Advances in Mechanics and Mathematics, Vol.

14) Hardcover

69,95 €

ISBN 978-0-387-36950-1


R. Hyndman, Monash University, Clayton, VIC, Australia; A.

Koehler, Miami University, Oxford, OH, USA; K. Ord, Georgetown

University, Washington, DC, USA; R.D. Snyder, Monash Universtiy,

Clayton, VIC, Australia

Forecasting with Exponential

Smoothing

The State Space Approach

Exponential smoothing methods have been aroundsince the 1950s, and are still the most popular fore-casting methods used in business and industry.However, a modelling framework incorporatingstochastic models, likelihood calculation, predictionintervals and procedures for model selection, was notdeveloped until relatively recently. This book bringstogether all of the important new results on the statespace framework for exponential smoothing. It willbe of interest to people wanting to apply the methodsin their own area of interest as well as for researcherswanting to take the ideas in new directions. Part 1provides an introduction to exponential smoothingand the underlying models. The essential details aregiven in Part 2, which also provide links to the mostimportant papers in the literature. More advancedtopics are covered in Part 3, including the mathemat-ical properties of the models, extensions of the mod-els for specific problems, and applications to particu-lar domains.

Features

Provides solid intellectual foundation for exponentialsmoothing methods. Gives overview of current top-ics and develops new ideas that have not appearedin the academic literature. The forecast package forR implements the methods described in the book.Many graphics.

Contents

I. Introduction: Basic concepts.- Getting started. II.Essentials: Linear innovation state space models.-Non-linear and heteroscedastic innovation statespace models.- Estimation of innovation state spacemodels.- Prediction distributions and intervals.-Model selection. III. Further topics: Normalizingseasonal components.- Model properties.- Reducedforms and relationships with ARIMA models.- Lin-ear innovation state space models with random seedstates.- Alternative state space model formulations.-Models with regressor variables.- Multiple seasonali-ty.- Non-linear models for [..]

Fields of interest

Statistics for Business/Economics/Mathematical Fi-nance/Insurance; Game Theory/Mathematical Meth-ods; Statistical Theory and Methods

Target groups

researchers and graduate students

Type of publication

Monograph

Due April 2008


36,95 €

ISBN 978-3-540-71916-8

U.B. Kjaerulff, Aalborg University, Aalborg, Denmark; A.L. Mad-

sen, HUGIN Expert A/S, Aalborg, Denmark

Bayesian Networks and Influence

Diagrams: A Guide to Construction

and Analysis

Probabilistic networks, also known as Bayesian net-works and influence diagrams, have become one ofthe most promising technologies in the area of ap-plied artificial intelligence, offering intuitive, effi-cient, and reliable methods for diagnosis, prediction,decision making, classification, troubleshooting, anddata mining under uncertainty. Bayesian Networksand Influence Diagrams: A Guide to Constructionand Analysis provides a comprehensive guide forpractitioners who wish to understand, construct,and analyze intelligent systems for decision supportbased on probabilistic networks. Intended primarilyfor practitioners, this book does not require sophisti-cated mathematical skills or deep understanding ofthe underlying theory and methods nor does it dis-cuss alternative technologies for reasoning under un-certainty. The theory and methods presented are il-lustrated through more than 140 examples, and exer-cises are included for the reader to check his/her lev-el of understanding. The techniques and [..]

Features

Comprehensive introduction to probabilistic net-works Written specifically for practitioners of ap-plied artificial intelligence Complete guide to under-stand, construct, and analyze probabilistic networks

Contents

Introduction.- Networks.- Probabilities.- Probabilis-tic Networks.- Solving Probabilistic Networks.- Elic-iting the Model.- Modeling Techniques.- Data-Driv-en Modeling.- Conflict Analysis.- Sensitivity Analy-sis.- Value of Information Analysis.

Fields of interest

Statistics and Computing/Statistics Programs; Prob-ability and Statistics in Computer Science; Data Min-ing and Knowledge Discovery; Artificial Intelligence(incl. Robotics); Operations Research, Mathemati-cal Programming; Probability Theory and StochasticProcesses

Target groups

Practitioners

Type of publication

Monograph

Due January 2008

2008. Approx. 300 p. (Information Science and Statistics) Hard-

cover

61,60 €

ISBN 978-0-387-74100-0


J.P.C. Kleijnen, Tilburg University, The Netherlands

Design and Analysis of Simulation

Experiments

Simulation is a widely used methodology in all theApplied Science disciplines. It provides a flexible,powerful and intuitive tool for investigating how todesign a process or system, and how to maximize itsefficiency. Simulation's effectiveness depends greatlyon how well the simulation experiments are designedand analyzed. Design and Analysis of SimulationExperiments will focus on this crucial phase in theoverall process of applying simulation. The book willinclude the best of both classic and modern methodsof simulation experimentation, and as a result, it willprovide a state-of-the-art treatment of the topic. Thisbook will be the standard reference book on the topicfor both researchers and sophisticated practitionersin the area, and it will be used as a textbook in cours-es or seminars focusing on this topic.

Features

Jack Kleijnen is considered one of the world’s topauthorities on simulation and its uses in a variety ofproblem-solving domains. Professor Kleijnen hasworked in the fields of operations research, manage-ment science, industrial engineering, mathematicalstatistics, economics, nuclear engineering, comput-er science, and information systems. He has a thor-ough and wide-ranging understanding of problemsin these [..]

Contents

Preface.- Introduction.- Black Box Metamodels.-Low-Order Polynomial Regression.- Metamodelsand Designs: A Single Factor.- Low-Order Polyno-mial Models and Designs: Multiple Factors.- Low-Order Polynomial Models and Screening Designs:Hundreds of Factors.- Kriging Metamodels.- LatinHypercube Sampling (LHS) and other Space-FillingDesigns.- Cross-Validation of Metamodels.- Conclu-sions and Further Research.

Fields of interest

Probability Theory and Stochastic Processes; Sta-tistical Theory and Methods; Mathematical Mod-eling and Industrial Mathematics; Operation Re-search/Decision Theory; Industrial and ProductionEngineering; Engineering Design

Target groups

Researchers and practitioners

Type of publication

Monograph

Due November 2007



69,95 €

ISBN 978-0-387-71812-5

A. Klenke, Johannes Gutenberg-Universität Mainz, Germany

Probability Theory

A Comprehensive Course

Aimed primarily at graduate students and re-searchers, this text is a comprehensive course inmodern probability theory and its measure-theoret-ical foundations. It covers a wide variety of topics,many of which are not usually found in introduc-tory textbooks, such as: limit theorems for sums ofrandom variables; martingales; percolation; Markovchains and electrical networks; construction ofstochastic processes; Poisson point processes and in-finite divisibility; large deviation principles and sta-tistical physics; Brownian motion; and stochastic in-tegral and stochastic differential equations. The the-ory is developed rigorously and in a self-containedway, with the chapters on measure theory interlacedwith the probabilistic chapters in order to display thepower of the abstract concepts in the world of prob-ability theory. In addition, plenty of figures, comput-er simulations, biographic details of key mathemati-cians, and a wealth of examples support and enliventhe presentation.

Features

A comprehensive and modern introduction tothe most important fields of probability theory. Aunique selection of topics, including many not usual-ly found in introductory texts.

Contents

Basic Measure Theory.- Independence.- Generat-ing Functions.- The Integral.- Moments and Lawsof Large Numbers.- Convergence Theorems.- Lp-Spaces and Radon-Nikodym Theorem.- Condition-al Expectations.- Martingales.- Optional SamplingTheorems.- Martingale Convergence Theorems andtheir Applications.- Backwards Martingales and Ex-changeability.- Convergence of Measures.- Proba-bility Measures on Product Spaces.- CharacteristicsFunctions and Central Limit Theorem.- InfinitelyDivisible Distributions.- Markov Chains.- Conver-gence of Markov Chains.- Markov Chains and Elec-trical Networks.- [..]

Fields of interest

Probability Theory and Stochastic Processes; Statisti-cal Theory and Methods; Statistical Physics

Target groups

Advanced undergraduate and graduate students; Re-searchers

Type of publication


Due December 2007

2008. Approx. 625 p. (Universitext) Softcover

54,95 €

ISBN 978-1-84800-047-6

S. Konishi, Kyushu University, Fukuoka, Japan; G. Kitagawa, The

Institute of Statistical Mathematics, Tokyo, Japan

Information Criteria and Statistical

Modeling

The Akaike information criterion (AIC) derived asan estimator of the Kullback-Leibler information dis-crepancy provides a useful tool for evaluating sta-tistical models, and numerous successful applica-tions of the AIC have been reported in various fieldsof natural sciences, social sciences and engineering.One of the main objectives of this book is to pro-vide comprehensive explanations of the concepts andderivations of the AIC and related criteria, includ-ing Schwarz’s Bayesian information criterion (BIC),together with a wide range of practical examples ofmodel selection and evaluation criteria. A secondaryobjective is to provide a theoretical basis for the anal-ysis and extension of information criteria via a sta-tistical functional approach. A generalized informa-tion criterion (GIC) and a bootstrap information cri-terion are presented, which provide unified tools formodeling and model evaluation for a diverse rangeof models, including various types of nonlinear mod-els and model estimation [..]

Features

With the development of modeling techniques, it hasbeen required to construct model selection criteria,relaxing the assumptions imposed AIC and BIC

Contents

Concept of statistical modeling.- Statistical models.-Information criterion.- Statistical modeling by AIC.-Generalized information criterion GIC.- Statisticalmodeling by GIC.- Theoretical development andasymptotic properties of the GIC.- Bootstrap infor-mation criterion.- Bayesian information criteria.-Various model evaluation criteria.

Fields of interest

Statistical Theory and Methods; Data Mining andKnowledge Discovery; Probability and Statistics inComputer Science; Simulation and Modeling; Com-putational Biology/Bioinformatics; Econometrics

Target groups

Researchers

Type of publication

Monograph

Due November 2007


64,95 €

ISBN 978-0-387-71886-6


M.R. Kosorok, University of North Carolina, Chapel Hill, NC, USA

Introduction to Empirical Processes

and Semiparametric Inference

This book provides a self-contained, linear, and uni-fied introduction to empirical processes and semi-parametric inference. These powerful research tech-niques are surprisingly useful for developing meth-ods of statistical inference for complex models and inunderstanding the properties of such methods. Thetargeted audience includes statisticians, biostatisti-cians, and other researchers with a background inmathematical statistics who have an interest in learn-ing about and doing research in empirical process-es and semiparametric inference but who would liketo have a friendly and gradual introduction to thearea. The book can be used either as a research ref-erence or as a textbook. The level of the book is suit-able for a second year graduate course in statistics orbiostatistics, provided the students have had a year ofgraduate level mathematical statistics and a semesterof probability.The book consists of three parts. Thefirst part is a concise overview of all of the main con-cepts covered in the [..]

Features

A self-contained, linear, and unified introduction toempirical processes and semiparametric inferenceHomework problems are also included at the end ofeach chapter

Fields of interest


Target groups

Statisticians, researchers, grad students.

Type of publication

Monograph

Due April 2008


69,30 €

ISBN 978-0-387-74977-8

P. Kotelenez, Case Western Reserve University, Cleveland, OH,

USA

Stochastic Ordinary and Stochastic

Partial Differential Equations

Transition from Microscopic to Macroscopic Equations

This volume analyzes mathematical models of time-dependent physical phenomena on three levels in-cluding microscopic, mesoscopic and macroscop-ic. It provides a rigorous derivation of each levelfrom the preceding one and the resulting mesoscop-ic equations are analyzed in detail. Stochastic PartialDifferential Equations analyzes mathematical mod-els of time-dependent physical phenomena on mi-croscopic, macroscopic and mesoscopic levels. Writ-ten mainly for researchers and graduate students,this book provides a rigorous derivation of each lev-el from the preceding one while the resulting mesco-scopic equations are analyzed in detail. Chapter onedescribes the transition from the microscopic equa-tions to the mesoscopic equations where the secondchapter covers a general system for the positions ofthe large particles. Peter Kotelenez is a professor ofmathematics at Case Western Reserve University inCleveland, Ohio.

Contents

Introduction.- From Microscopic Dynamics toMesoscopic Kinematics.- Mesoscopic A- Stochas-tic Ordinary Differential Equations.-Mesoscopic B-Stochastic Partial Differential Equations.- Macro-scopic: Deterministic Partial Differential Equations.-General Appendix.- Subject Index.- List of Symbols.-References.

Fields of interest

Probability Theory and Stochastic Processes; Mathe-matical Methods in Physics

Target groups


Type of publication

Monograph

Due December 2007

2008. Approx. 480 p. (Stochastic Modelling and Applied Proba-

bility, Vol. 58) Hardcover

54,95 €

ISBN 978-0-387-74316-5

J.d. Leeuw, University of California, Los Angeles, California, USA;

E. Meijer, RAND Corporation, Santa Monica, CA, USA (Eds.)

Handbook of Multilevel Analysis

Multilevel analysis is the statistical analysis of hier-archically and non-hierarchically nested data. Thesimplest example is clustered data, such as a sampleof students clustered within schools. Multilevel dataare especially prevalent in the social and behavioralsciences and in the bio-medical sciences. The mod-els used for this type of data are linear and nonlin-ear regression models that account for observed andunobserved heterogeneity at the various levels in thedata. This book presents the state of the art in multi-level analysis, with an emphasis on more advancedtopics. These topics are discussed conceptually, an-alyzed mathematically, and illustrated by empiricalexamples. The authors of the chapters are the leadingexperts in the field. Given the omnipresence of mul-tilevel data in the social, behavioral, and biomedicalsciences, this book is useful for empirical researchersin these fields. Prior knowledge of multilevel analysisis not required, but a basic knowledge of regression[..]

Features

Discusses complex data structures with a hierarchicalstructure, e.g., pupils nested within schools Distin-guished collection of contributors

Contents

Introduction to multilevel analysis, Jan de Leeuw,Erik Meijer.- Bayesian multilevel analysis andMCMC, David Draper.- Diagnostic checks for multi-level models, Tom A.B. Snijders, Johannes Berkhof.-Optimal designs for multilevel studies, Mirjam Mo-erbeek, Gerard J.P. Van Breukelen, Martijn P.F.Berger.- Many small groups, Stephen W. Rauden-bush.- Multilevel models for ordinal and nominalvariables, Donald Hedeker.- Multilevel and relat-ed models for longitudinal data, Anders Skrondal,Sophia Rabe-Hesketh.- Non-hierarchical multilevelmodels, Jon Rasbash, William J. Browne.- Multilevel[..]

Fields of interest

Statistical Theory and Methods; Methodology of theSocial Sciences; Psychometrics; Econometrics; Epi-demiology

Target groups

Practitioners and researchers

Type of publication

Monograph

Due December 2007


159,95 €

ISBN 978-0-387-73183-4


M. Lefebvre, École Polytechnique de Montréal, Montréal, Canada

Basic Probability Theory with

Applications

This book presents elementary probability theorywith interesting and well-chosen applications that il-lustrate the theory. An introductory chapter reviewsthe basic elements of differential calculus which areused in the material to follow. The theory is present-ed systematically, beginning with the main results inelementary probability theory. This is followed bymaterial on random variables. Random vectors, in-cluding the all important central limit theorem, aretreated next. The last three chapters concentrate onapplications of this theory in the areas of reliabilitytheory, basic queuing models, and time series. Exam-ples are weaved into the text with elegance. Over 400exercises reinforce the material and provide studentswith ample practice. This textbook can be used byundergraduate students in pure and applied sciencessuch as mathematics, engineering, computer science,finance and economics. A separate solutions manualis available to instructors.

Features

Presents elementary probability theory with interest-ing and well-chosen applications that illustrate thetheory Main results in elementary probability, ran-dom variables, random vectors and the central limittheorem are covered Applications in reliability the-ory, basic queuing models, and time series are pre-sented Over 400 exercises reinforce the material andprovide students with ample practice Introductory[..]

Contents

Preface.- Review of Differential Calculus.- Elemen-tary Probability.- Random Variables.- Random Vec-tors.- Reliability.- Queueing.- Time Series.- Ap-pendix A: Statistical Tables.- Appendix B: Answers toEven-Numbered Exercises.- Appendix C: Answers toMultiple-Choice Questions.- References.- Index.

Fields of interest

Probability Theory and Stochastic Processes;Appl.Mathematics/Computational Methods of Engi-neering; Probability and Statistics in Computer Sci-ence; Game Theory/Mathematical Methods

Target groups

Undergraduate students in pure and applied sci-ences.

Type of publication

Undergraduate textbook

Due May 2008

2008. Approx. 340 p. (Springer Undergraduate Series in Mathe-

matics and Technology) Hardcover

ISBN 978-0-387-74994-5

E. Lehmann, University of California, Berkeley, CA, USA

Reminiscences of a Statistician

The Company I Kept

This relatively nontechnical book is the first accountof the history of statistics from the Fisher revolu-tion to the computer revolution. It sketches the ca-reers, and highlights of some of the work, of 65 peo-ple, most of them statisticians. What gives the bookits special character is its emphasis on the author'sinteraction with these people and the inclusion ofmany personal anecdotes. Combined, these portraitsprovide a panoramic view of statistics during the pe-riod in question. Included are discussions of suchtopics as nonparametrics, Bayesian approaches, anddata analysis. The stress is on ideas and technicalmaterial is held to a minimum. Thus the book is ac-cessible to anyone with at least an elementary back-ground in statistics.

Features

Professor Lehmann recalls the many remarkablestatisticians and mathematicians he has known Thefirst account of the history of statistics from the Fish-er revolution to the computer revolution The stressis on ideas and technical material is held to a mini-mum

Contents

Mathematical preparation.- Becoming a statistican.-Early collaborators.- Mathematical statistics at otheruniversities.- The annals.- The Berkeley statistics de-partment I: establishment and first generation.- TheBerkeley statistics department II: the second genera-tion.- The Stanford statistics department.- Nonpara-metrics and robustness.- Foundations I: the frequen-tist approach.- Foundations II: Bayesianism and dataanalysis.- Statistics comes of age.- New tasks and re-lationships.- England.- Contacts abroad.

Fields of interest

Statistics, general

Target groups

Statisticians, mathematicians, students

Type of publication

Popular science

Due December 2007


34,95 €

ISBN 978-0-387-71596-4

F. Liese, Universität Rostock, Germany; K.-J. Miescke, University of

Illinois at Chicago, IL, USA

Statistical Decision Theory

Estimation, Testing, and Selection

This monograph is written for advanced graduatestudents, Ph.D. students, and researchers in mathe-matical statistics and decision theory. All major top-ics are introduced on a fairly elementary level andthen developed gradually to higher levels. The bookis self-contained as it provides full proofs, worked-out examples, and problems. It can be used as a basisfor graduate courses, seminars, Ph.D. programs, self-studies, and as a reference book. The authors presenta rigorous account of the concepts and a broad treat-ment of the major results of classical finite samplesize decision theory and modern asymptotic decisiontheory. Highlights are systematic applications to thefields of parameter estimation, testing hypotheses,and selection of populations. With its broad coverageof decision theory that includes results from othermore specialized books as well as new material, thisbook is one of a kind and fills the gap between stan-dard graduate texts in mathematical statistics andadvanced monographs [..]

Features

Presents the main ideas of decision theory in an or-ganized, balanced, and mathematically rigorousmanner, while observing statistical relevance

Contents

Statistical models.- Tests in models with monotonic-ity properties.- Statistical decision theory.- Compar-ison of models, reduction by sufficiency.- Invariantstatistical decision models.- Large sample approxi-mations of models and decisions.- Estimation.- Test-ing.- Selection.

Fields of interest


Target groups


Type of publication

Monograph

Due December 2007


69,95 €

ISBN 978-0-387-73193-3


S. Lin, Ohio State University, Columbus, OH, USA; H. Zhao, Yale

University, New Haven, CT, USA

Handbook on Analyzing Human

Genetic Data

Computational Approaches and Software

The discipline of statistical genetics is highly compu-tational. Be it exact computational methods, simu-lation based, or a hybrid of the two, computationalpackages are indispensable tools and constant com-panions of researchers in the field. This handbookis intended to provide human geneticists and otherbiomedical researchers with guidance on selectionsof appropriate computational methods and softwarepackages for their specific genetic problems. It mayalso be used by students and other learners as a refer-ence in conjunction with a more theoretical and/ormethodologically oriented text book. This book triesto strike a balance between methodological exposi-tions and practical guidelines for software selections.Wherever possible, comparisons among competingmethods and software are made to highlight the rel-ative advantages and disadvantage of the approach-es so that the readers can make informed choices tobest match their specific needs.

Features

Focus on computational methods and associatedsoftware Competing methods and software are com-pared and relative advantages and disadvantageshighlighted Helps to select the appropriate methodsfor a particular genetic problem

Contents

Linkage analysis - qualitative traits.- Link-age analysis - quantitative traits.- Associationstudies - population based.- Association studies -family based.- Population genetics.- Haplotype struc-ture.- Haplotype association analysis.- Monte Car-lo analysis methods.- Multiple comparison/testingissues.- Disease risk estimation/analysis.- Other re-sources.

Fields of interest

Human Genetics; Statistics for Life Sciences,Medicine, Health Sciences; Bioinformatics; Compu-tational Biology/Bioinformatics; Genetics and Popu-lation Dynamics; Statistical Theory and Methods

Target groups

professionals, researchers and advanced studentsworking in statistical or human genetics

Type of publication

Handbook

Due April 2008


149,00 €

ISBN 978-3-540-69263-8

L. Lipsky, University of Connecticut, Storrs, CT, USA

Queuing Theory

A Linear Algebraic Approach

This textbook is a very good introduction to queue-ing analysis using matrix analytic techiques. Thebook is readable and the author provides numerousexamples and exercises to illustrate crucial points.

Features

A unique book, with no other like it Examples ofcurrent applications (e.g. telecommunications sys-tems) included The author is the definitive and mostrespected authority in this field Large amount of ex-amples and exercises included

Contents

Introduction.- M/M/1 Queue.- Matrix ExponentialFunctions.- M/G/1 Queue.- G/M/1 Queue.- M/G/C-Type Systems.- G/G/1//N Loop.- Semi-Markov Pro-cesses.- Linear Algebraic Approach.- Glossary.- Ref-erences.- Index.

Fields of interest

Probability Theory and Stochastic Processes; Opera-tion Research/Decision Theory; Information Systemsand Communication Service; Operations Research,Mathematical Programming; Game Theory/Mathe-matical Methods

Target groups

upper undergraduate and graduate students

Type of publication


Due February 2008

Originally published by Wiley & Sons, 1992


54,95 €

ISBN 978-0-387-49704-4

J.S. Liu, Harvard University, Cambridge, MA, USA

Monte Carlo Strategies in Scientific

Computing

This paperback edition is a reprint of the 2001Springer edition. This book provides a self-con-tained and up-to-date treatment of the Monte Carlomethod and develops a common framework underwhich various Monte Carlo techniques can be "stan-dardized" and compared. Given the interdisciplinarynature of the topics and a moderate prerequisite forthe reader, this book should be of interest to a broadaudience of quantitative researchers such as com-putational biologists, computer scientists, econome-tricians, engineers, probabilists, and statisticians. Itcan also be used as the textbook for a graduate-lev-el course on Monte Carlo methods. Many problemsdiscussed in the alter chapters can be potential thesistopics for masters’ or Ph.D. students in statistics orcomputer science departments.

Features

The author is a leading researcher in a very activearea of research Emphasis is on making these meth-ods accessible to scientists who want to apply themIncludes examples from artificial intelligence, com-putational biology, computer vision and chemistry

Contents

Introduction and Examples.- Basic Principles: Re-jection, Weighting, and Others.- Theory of Se-quential Monte Carlo.- Sequential Monte Carloin Action.- Metropolis Algorithm and Be-yond.- The Gibbs Sampler.- Cluster Algo-rithms for the Ising Model.- General ConditionalSampling.- Molecular Dynamics and Hybrid MonteCarlo.- Multilevel Sampling and Optimization Meth-ods.- Population-Based Monte Carlo Methods.-Markov Chains and Their Convergence.-Selected Theoretical Topics.- Basics in Probabilityand Statistics.- References.- Author Index.- SubjectIndex.

Fields of interest

Statistical Theory and Methods; ComputationalMathematics and Numerical Analysis; Statistics forBusiness/Economics/Mathematical Finance/Insur-ance; Probability Theory and Stochastic Processes;Mathematical Methods in Physics; Numerical andComputational Methods

Target groups


Type of publication

Monograph

Due February 2008

2008. Approx. 360 p. (Springer Series in Statistics) Softcover

38,50 €

ISBN 978-0-387-76369-9


N.T. Longford, De Montford University, Leicester, UK

Studying Human Populations

An Advanced Course in Statistics

Studying Human Populations is a textbook for grad-uate students and research workers in social statisticsand related subject areas. It follows a novel curricu-lum developed around the basic statistical activitiesof sampling, measurement and inference. Statistics isdefined broadly as making decisions in the presenceof uncertainty that arises as a consequence of limitedresources available for collecting information. A con-necting link of the presented methods is the perspec-tive of missing information, catering for a diverseclass of problems that include nonresponse, imper-fect measurement and causal inference. In principle,any problem too complex for our limited analyticaltoolkit could be converted to a tractable problem ifsome additional information were available. Ingenu-ity is called for in declaring such (missing) informa-tion constructively, but the universe of problems thatwe can address is wide open, not limited by a discreteset of procedures. The monograph aims to preparethe reader for [..]

Features

Text for competent practitioners of statistics, not fu-ture statisticians Suitable as reference

Contents

Anova and Ordinary Regression.- Maximum Likeli-hood Estimation.- Sampling Methods.- The BayesianParadigm.- Incomplete Data.- Imperfect Measure-ment.- Experiments and Observational Studies.-Clinical Trials.- Random Coefficients.- GeneralisedLinear Models.- Longitudinal and Time-Series Anal-ysis.- Meta-Analysis and Estimating Many Quanti-ties.

Fields of interest

Statistical Theory and Methods; Epidemiology; Psy-chometrics; Biometrics; Simulation and Modeling;Numeric Computing

Target groups


Type of publication


Due January 2008

2008. XVI, 472 p. (Springer Texts in Statistics) Hardcover

62,95 €

ISBN 978-0-387-98735-4

R. Mansuy, Université Paris VI, Paris, France; M. Yor, Université

Paris VI, Paris, France

Aspects of Brownian Motion

Stochastic calculus and excursion theory are very ef-ficient tools to obtain either exact or asymptotic re-sults about Brownian motion and related process-es. The emphasis of this book is on special classes ofsuch Brownian functionals as: - Gaussian subspacesof the Gaussian space of Brownian motion; - Brow-nian quadratic funtionals; - Brownian local times, -Exponential functionals of Brownian motion withdrift; - Winding number of one or several Brownianmotions around one or several points or a straightline, or curves; - Time spent by Brownian motion be-low a multiple of its one-sided supremum. Besides itsobvious audience of students and lecturers the bookalso addresses the interests of researchers from coreprobability theory out to applied fields such as poly-mer physics and mathematical finance.

Features

Senior author Marc Yor is a world-leader in the fieldof Brownian motion and martingales Thorough up-date and revision of previously published ETH Lec-tures

Contents

The Gaussian Space of BM.- Quadratic Function-als of Brownian Motion.- Ray-Knight Theoremsfor Brownian Local Times.- On Squared Bessel Pro-cesses.- On the Ciesielski-Taylor Identities.- On theWinding Number of Planar BM.- Exponential Func-tionals of Brownian Motion.- Some Asymptotic Lawsfor Multidimensional Brownian Motion.- Some Ex-tensions of Paul Lévy's Arc Sine Law.- Further Re-sults about Perturbed Reflecting Brownian Motion.On Principal Values of Brownian and Bessel LocalTimes.- Probabilistic Representations of the Rie-mann Zeta Function.

Fields of interest


Target groups

Students and lecturers of probability (stochastic cal-culus, distributional computations)

Type of publication


Due March 2008

2008. Approx. 300 p. (Universitext) Softcover

39,95 €

ISBN 978-3-540-22347-4

R.A. Meyers (Ed.)

Encyclopedia of Complexity and

Systems Science

**See Long Information Text**

Features

Assembles for the first time the concepts and toolsfor analyzing complex systems in a wide range offields Serves as an interdisciplinary reference link-ing fundamental concepts of mathematics and com-putational sciences to applications in the physicalsciences, engineering, biomedicine, economics andthe social sciences Edited by renowned ency-clopedia editor Robert A. Meyers together with a dis-tinguished [..]

Fields of interest

Nonlinear Dynamics, Complex Systems, Chaos,Neural Networks; Probability Theory and StochasticProcesses; Chemistry/Food Science, general; Bioin-formatics; Economics general; Geosciences, general

Target groups

The Encyclopedia is directed toward upperdivision undergraduate and graduate students andprofessors at universities and colleges world-wide,researchers and professionals in federal governmentlaboratories such as NOAA, EPA, NIH, DOT, DoD,DoE, Homeland Security, FEMA, Corp of Engineers,as well as similar functions at state organizations;aerospace, instrument and controls firms; pharma-ceuticals companies; computer hardware andsoftware developers; financial analysts; [..]

Type of publication

Encyclop(a)edia

Due April 2009

2009. Approx. 7500 p. (10-volume work). Also available online.

Hardcover

3.495,00 €

ISBN 978-0-387-75888-6


Y. Mishura, Kiev National Taras Shevchenko University, Kiev,

Ukraine

Stochastic Calculus for Fractional

Brownian Motion and Related

Processes

The theory of fractional Brownian motion and oth-er long-memory processes are addressed in this vol-ume. Interesting topics for PhD students and special-ists in probability theory, stochastic analysis and fi-nancial mathematics demonstrate the modern lev-el of this field. Among these are results about Levycharacterization of fractional Brownian motion,maximal moment inequalities for Wiener integralsincluding the values 0<H<1/2 of Hurst index,the conditions of existence and uniqueness of solu-tions to SDE involving additive Wiener integrals,and of solutions of the mixed Brownian - fraction-al Brownian SDE. The author develops optimal fil-tering of mixed models including linear case, andstudies financial applications and statistical inferencewith hypotheses testing and parameter estimation.She proves that the market with stock guided by themixed model is arbitrage-free without any restrictionon the dependence of the components and deducesdifferent forms of the Black-Scholes equation for [..]

Contents

Preface.- 1. Wiener Integration with Respect to Frac-tional Brownian Motion.- 2. Stochastic Integrationwith Respect to fBm and Related Topics.- 3. Stochas-tic Differential Equations Involving Fractional Brow-nian Motion.- 4. Filtering in Systems with Fraction-al Brownian Noises.- 5.Financial Applications ofFractional Brownian Motion.- 6. Statistical Infer-ence with Fractional Brownian Motion.- A. Mandel-brot-Van Ness Representation: Some Related Calcu-lations.- B. Approximation of Beta Integrals and Esti-mation of Kernels.- References.- Index.

Fields of interest

Probability Theory and Stochastic Processes; GameTheory, Economics, Social and Behav. Sciences

Target groups

Researchers and graduate students in probabilitytheory, stochastic analysis, and financial mathemat-ics

Type of publication

Monograph

Due December 2007

2008. Approx. 410 p. (Lecture Notes in Mathematics, Vol. 1929)

Softcover

49,95 €

ISBN 978-3-540-75872-3

C.N. Morris, Harvard University, Cambridge, MA, USA; R. Tibshi-

rani, Stanford University, Stanford, CA, USA (Eds.)

Selected Papers of Bradley Efron

A collection of journal articles by reknowned statisti-cian Bradley Efron.

Features

Collects the most important papers of Bradley Efronin one place Adds comments by Efron and other im-portant statisticians

Fields of interest


Target groups

Statisticians

Type of publication

Monograph

Due June 2008

2008. Approx. 500 p. (Perspectives in Statistics) Hardcover

76,25 €

ISBN 978-0-387-75691-2

L. Mátyás, Budapest University of Economics, Budapest, Hungary;

P. Sevestre, University Paris I, Pantheon Sorbonne, Paris, France

(Eds.)

The Econometrics of Panel Data

Fundamentals and Recent Developments in Theory and Prac-

tice

This completely restructured, updated third editionof The Econometrics of Panel Data, first published in1992, provides a general overview of the economet-rics of panel data, both from a theoretical and froman applied viewpoint. Since the pioneering papersby Kuh, Mundlak, Hoch and Balestra and Nerlove,the pooling of cross section and time series data hasbecome an increasingly popular way of quantify-ing economic relationships. Each series provides in-formation lacking in the other, so a combination ofboth leads to more accurate and reliable results thanwould be achievable by one type of series alone. Thisthird, enhanced edition provides a complete and upto date presentation of theoretical developments aswell as surveys about how econometric tools are usedto study firms and household’s behaviors and/ormore macroeconomic phenomena such as econom-ic growth. It contains sixteen entirely new chapterswhile the others have been largely revised to accountfor recent developments in the field.

Features

The double emphasis of the third edition togetherwith the fact that all the chapters have been writtenby well-known specialists in the field, makes thishandbook a standard reference for all those con-cerned with the use of panel data in econometrics

Contents

Fundamentals: Introduction.- Fixed Effect Modelsand Fixed Coefficient Models.- Error ComponentsModels.- Endogenous Regressors and CorrelatedEffects.- The Chamberlain Approach to Panel Da-ta.- Random Coefficient Models.- Parametric BinaryChoice Models.- Advanced Topics: Dynamic Mod-els for Short Panels.- Unit Roots and Cointegrationin Panels.- Measurement Errors and Simultaneity.-Pseudo-panels and Repeated Cross-sections.- Attri-tion, Selection Bias and Censored Regressions.- Sim-ulation Techniques for Panels.- Simulation Tech-niques for Panels: Efficient Importance Sampling.-[..]

Fields of interest

Econometrics; Statistics for Business/Eco-nomics/Mathematical Finance/Insurance; GameTheory/Mathematical Methods

Target groups

Researchers, advanced students, and professionaleconomists concerned with the use of panel data ineconometrics

Type of publication

Reference work

Due February 2008

2008. Approx. 1000 p. (Advanced Studies in Theoretical and Ap-

plied Econometrics, Vol. 46) Hardcover

299,00 €

ISBN 978-3-540-75889-1


J. O'Quigley, University of California, San Diego, CA, USA

Proportional Hazards Regression

The place in survival analysis now occupied by pro-portional hazards models and their generalizationsis so large that it is no longer conceivable to offer acourse on the subject without devoting at least halfof the content to this topic alone. This book focuseson the theory and applications of a very broad classof models – proportional hazards and non-propor-tional hazards models, the former being viewed asa special case of the latter – which underlie modernsurvival analysis. Unlike other books in this area theemphasis is not on measure theoretic arguments forstochastic integrals and martingales. Instead, whileinference based on counting processes and the theo-ry of martingales is covered, much greater weight isplaced on more traditional results such as the func-tional central limit theorem.

Features

This text differs from most recent works in that it ismostly concerned with methodological issues ratherthan the analysis itself

Contents

Introduction.- Background: probability.- Back-ground: inference.- Background: survival analysis.-Marginal survival.- Regression models and subjectheterogeneity.- Estimating equations.- Inference:functions of the Brownian motion.- Inference: like-lihood.- Inference: counting processes.- Inference:small samples.- Inference: changepoint models.- Ex-plained variation.- Explained randomness.- Survivalgiven covariates.- Proofs of theorems, lemmas andcorollaries.

Fields of interest

Statistics for Life Sciences, Medicine, Health Sciences

Target groups


Type of publication

Monograph

Due December 2007

2008. Approx. 430 p. (Statistics for Biology and Health) Hardcov-

er

64,95 €

ISBN 978-0-387-25148-6

G. Pavliotis, A. Stuart

Multiscale Methods

Averaging and Homogenization

The book is meant to be an introduction, aimed pri-marily towards graduate students. Part I of the book(theoretical foundations) and Part III of the book(proving theorems concerning simplified versions ofthe models that are studied in Part II) are necessar-ily terse and present the wide range of applicationsof the ideas, and illustrate their unity. The subjectmatter in these set of notes has, for the most part,been known for several decades. However, the par-ticular presentation of the material here is particular-ly suited to the pedagogical goal of communicatingthe subject area to the wide range of mathematicians,scientists and engineers who are currently engaged inthe use of these tools to tackle the enormous range ofapplications that require them. Extensions and gen-eralizations of the results presented in these notes,as well as references to the literature, are given in theDiscussion and Bibliography section, at the end ofeach chapter. With the exception of Chapter One, allchapters [..]

Features

Hot area in applied mathematics Authors are two ofthe leading applied mathematicians onmultiscale methods Nice overview of theory and ap-plication with example and excercises included.

Contents

Introduction.- Analysis.- Probability Theory andStochastic Processes.- Ordinary Differential Equa-tions.- Markov Chains.- Stochastic DifferentialEquations.- Partial Differential Equations.- Invari-ant Manifolds for ODEs.- Averaging for MarkovChains.- Averaging for ODEs and SDEs.- Homog-enization for ODEs and SDEs.- Homogenizationfor Elliptic PDEs.- Homogenization for ParabolicPDEs.- Averaging for Linear Transport and ParabolicPDEs.- Invariant Manifolds for ODEs: The Conver-gence Theorem.- Averaging for Markov Chains: TheConvergence Theorem.- Averaging for SDEs: TheConvergence [..]

Fields of interest

Partial Differential Equations; Probability Theoryand Stochastic Processes; Appl.Mathematics/Com-putational Methods of Engineering; MathematicalMethods in Physics; Computational Science and En-gineering

Target groups


Type of publication


Due December 2007

2008. Approx. 350 p. (Texts in Applied Mathematics, Vol. 53)

Hardcover

39,95 €

ISBN 978-0-387-73828-4

C. Perna, University of Salerno, Italy; M. Sibillo, University of

Salerno, Italy (Eds.)

Mathematical and Statistical

Methods for Insurance and Finance

The interaction between mathematicians and statisti-cians reveals to be an effective approach to the anal-ysis of insurance and financial problems, in particu-lar in an operative perspective. The Maf2006 confer-ence, held at the University of Salerno in 2006, hadprecisely this purpose and the collection here pub-lished gathers some of the papers presented at theconference and successively worked out to this aim.They cover a wide variety of subjects in insuranceand financial fields, all treated in light of the success-ful cooperation between the two quantitative meth-ods.

Fields of interest

Econometrics; Statistics for Business/Eco-nomics/Mathematical Finance/Insurance; Quantita-tive Finance; Probability and Statistics in ComputerScience; Algorithm Analysis and Problem Complexi-ty; Financial Economics

Target groups

Professionals and researchers

Type of publication

Proceedings

Due October 2007

2007. Aprrox. 320 p. Hardcover

42,95 €

ISBN 978-88-470-0703-1


D. Petz, Alfréd Rényi Institute of Mathematics, Budapest, Hun-

gary

Quantum Information Theory and

Quantum Statistics

This concise and readable book addresses primari-ly readers with a background in classical statisticalphysics and introduces quantum mechanical notionsas required. Conceived as a primer to bridge the gapbetween statistical physics and quantum informa-tion, a field to which the author has contributed sig-nificantly himself, it emphasizes concepts and thor-ough discussions of the fundamental notions andprepares the reader for deeper studies, not the leastthrough a selection of well chosen exercises.

Features

Focuses on the real introductory explanation of cer-tain important concepts of quantum informationtheory and quantum statistics The mathematicallyrigorous presentation is supported by numerous ex-amples and exercises With an appendix summariz-ing the relevant part of linear analysis The author iswell known for his ability in carefully and thoroughlypresenting this subject matter at the interface of twomajor [..]

Contents

Introduction.- Prerequisites from Quantum Me-chanics.- Information and Its Measures.- Entangle-ment.- More About Information Quantities.- Quan-tum Compression.- Channels and Their Capacity.-Hypothesis Testing.- Coarse-Grainings.- State Es-timation.- Appendix: Auxiliary Linear and ConvexAnalysis.- Index.- Literature.

Fields of interest

Quantum Computing, Information and Physics;Probability Theory and Stochastic Processes; Quan-tum Physics; Information and Communication, Cir-cuits; Operator Theory

Target groups

Graduate students in mathematics, physics, and nat-ural sciences

Type of publication

Monograph

Due November 2007

2008. IX,214 pages with 10 illus (Theoretical and Mathematical

Physics) Hardcover

59,95 €

ISBN 978-3-540-74634-8

A.R. Rao, Purdue University, West Lafayette, IN, USA; V.V. Srinivas,

Indian Institute of Science, Bangalore, India

Regionalization of Watersheds

An Approach Based on Cluster Analysis

Design of water control structures; reservoir man-agement, economic evaluation of flood protectionprojects, land use planning and management, floodinsurance assessment, and other projects rely onknowledge of magnitude and frequency of floods.Often, estimation of floods is not easy because of lackof flood records at the target sites. Regional flood fre-quency analysis (RFFA) alleviates this problem byutilizing flood records pooled from other watersheds,which are similar to the watershed of the target sitein flood characteristics. Clustering techniques areused to identify group(s) of watersheds which havesimilar flood characteristics. This book is a compre-hensive reference on how to use these techniquesfor RFFA and is the first of its kind. It provides a de-tailed account of several recently developed cluster-ing techniques, including those based on fuzzy settheory and artificial neural networks. It also docu-ments research findings on application of clusteringtechniques to RFFA that remain [..]

Features

The only book on this topic Summarizes and illus-trates the research in this topic Brings out the bene-fits of regionalization Delineates the problems whichneed to be addressed in this research topic

Contents

From the contents I. Introduction.- II. Regionaliza-tion by Hybrid Cluster Analysis.- III. Regionalizationby Fuzzy Cluster Analysis.- IV. Regionalization byUsing Artificial Neural Networks (ANN).- V. Effectof Regionalization on Flood Frequency Analysis.- VI.Concluding Remarks.

Fields of interest

Hydrogeology; Statistics for Engineering, Physics,Computer Science, Chemistry & Geosciences; Civ-il Engineering; Pattern Recognition; Landscape/Re-gional and Municipal Planning

Target groups

Researchers in stochastic hydrology; practitioners inhydrology; graduate students

Type of publication

Monograph

Due April 2008

2008. Approx. 235 p. 40 illus. (Water Science and Technology Li-

brary, Vol. 58) Hardcover

99,95 €

ISBN 978-1-4020-6851-5

C.R. Rao, Pennsylvania State University, University Park, PA, USA;

H. Toutenburg, University of Munich, Germany; Shalabh, Univer-

sity of Munich, Germany; C. Heumann

Linear Models and Generalizations

Least Squares and Alternatives

This book provides an up-to-date account of the the-ory and applications of linear models. It can be usedas a text for courses in statistics at the graduate levelas well as an accompanying text for other courses inwhich linear models play a part. The authors presenta unified theory of inference from linear models andits generalizations with minimal assumptions, notonly through least squares theory, but also using al-ternative methods of estimation and testing basedon convex loss functions and general estimatingequations. Some of the highlights include: sensitivityanalysis and model selection, analysis of incompletedata, analysis of categorical data based on a unifiedpresentation of generalized linear models includingGEE- and full likelihood methods for correlated re-sponse, an extensive appendix on matrix theory, use-ful to researchers in econometrics, engineering andoptimization theory. For this third edition the texthas been extensively revised and contains the latestdevelopments in [..]

Features

Essential text for graduate statistics courses andcourses where linear models play a part Presents ad-vanced research results and gives an overview of gen-eralizations New edition has been extensivley revisedand contains the latest results in the area

Contents

1. Introduction.- 2. The Simple Linear RegressionModel.- 3. The Multiple Linear Regression Model.-4. The Generalized Linear Regression Model.- 5. Ex-act and Stochastic Linear Restrictions.- 6. PredictionProblems in the Generalized Regression Model.- 7.Sensitivity Analysis.- 8. Analysis of Incomplete DataSets.- 9. Robust Regression.- 10. Models for Categor-ical Response Variables.- Fitting Smooth Functions.-Appendix A: Matrix Algebra.

Fields of interest

Statistical Theory and Methods; Game Theo-ry/Mathematical Methods; Probability Theory andStochastic Processes; Probability and Statistics inComputer Science; Operation Research/DecisionTheory

Target groups


Type of publication


Due October 2007

2008. XIX, 570 p. 26 illus. (Springer Series in Statistics) Hardcover

89,95 €

ISBN 978-3-540-74226-5


G. Rempala, University of Louisville, KY, USA; J. Wesolowski, Po-

litechnika Warszawska, Waarszawa, Poland

Symmetric Functionals on Random

Matrices and Random Matching

Problems

This book presents the current state of the art of themathematical theory of symmetric functionals onrandom matrices with emphasis on its connectionwith the statistical non-parametric estimation theory.The book provides a thorough, detailed descriptionof the approach of symmetric function decomposi-tions to the asymptotic theory of symmetric func-tionals, including the classical theory of U-statistics.It also presents applications of the theory to inves-tigating complex biological systems like sequencealignment, sequencing, SNP (single nucleotide poly-morphism) detection, and DNA microarrays, aswell as some stochastic networks models. An initialoverview of the field of symmetric random functionsmakes this book a useful introduction for newcomersto the field.

Features

Thorough, detailed description of the approach ofsymmetric function decompositions to the asymp-totic theory of symmetric functionals, including theclassical theory of U-statistics Organized by lecturesHot topic

Contents

Basic Concepts.- Properties of P-statistics.- Asymp-totics for Random Permanents.- Weak Convergenceof Permanent Processes.- Weak Convergence of P-statistics.- Permanent Designs and Related Topics.-Products of Partial Sums and Wishart Determinants.

Fields of interest

Applications of Mathematics; Statistical Theory andMethods; Communications Engineering, Networks

Target groups

Graduate students, researchers and practitionersworking with problems revolving around statisticaltesting and estimation in complex environments

Type of publication

Monograph

Due December 2007

2008. Approx. 220 p. (The IMA Volumes in Mathematics and its

Applications, Vol. 147) Hardcover

62,95 €

ISBN 978-0-387-75145-0

S.I. Resnick, Cornell University, Ithaca, NY, USA

Extreme Values, Regular Variation,

and Point Processes

Extremes Values, Regular Variation and Point Pro-cesses is a readable and efficient account of the fun-damental mathematical and stochastic process tech-niques needed to study the behavior of extreme val-ues of phenomena based on independent and iden-tically distributed random variables and vectors. Itpresents a coherent treatment of the distributionaland sample path fundamental properties of extremesand records. It emphasizes the core primacy of threetopics necessary for understanding extremes: theanalytical theory of regularly varying functions; theprobabilistic theory of point processes and randommeasures; and the link to asymptotic distribution ap-proximations provided by the theory of weak con-vergence of probability measures in metric spaces.The book is self-contained and requires an introduc-tory measure-theoretic course in probability as a pre-requisite. Almost all sections have an extensive list ofexercises which extend developments in the text, of-fer alternate approaches, test mastery and [..]

Features

presents a readable and efficient account of the fun-damental mathematical and stochastic process tech-niques needed to study the behavior of extreme val-ues of phenomena presents a coherent treatmentof the distributional and sample path fundamentalproperties of extremes and records emphasizes thecore primacy of three topics necessary for under-standing extremes: the analytical theory of regularlyvarying [..]

Contents

Preface.- Preliminaries.- Domains of Attractionand Norming Constants.- Quality of Convergence.-Point Processes.- Records and Extremal Processes.-Multivariate Extremes.- References.- Index.

Fields of interest

Probability Theory and Stochastic Processes; Math-ematical Modeling and Industrial Mathematics; Ap-proximations and Expansions

Target groups

Researchers, mathematicians, engineers, and gradu-ate students

Type of publication

Monograph

Due November 2007

Originally published as volume 4 in the series: Applied Probabil-

ity

2008. XIV, 320 p. (Springer Series in Operations Research and Fi-

nancial Engineering) Softcover

38,50 €

ISBN 978-0-387-75952-4

F. Rezakhanlou, University of California, Berkeley, USA; C. Villani,

École Normale Supérieure de Lyon, France; F. Golse, Université

Paris VII, France; S. Olla, Université Paris Dauphine, France (Eds.)

Entropy Methods for the Boltzmann

Equation

Lectures from a special semester at the Centre Émile Borel,

Institut H. Poincaré, Paris, 2001

Entropy and entropy production have recently be-come mathematical tools for kinetic and hydrody-namic limits, when deriving the macroscopic be-haviour of systems from the interaction dynamicsof their many microscopic elementary constituentsat the atomic or molecular level. During a specialsemester on Hydrodynamic Limits at the CentreÉmile Borel in Paris, 2001 two of the research cours-es were held by C. Villani and F. Rezakhanlou. Bothillustrate the major role of entropy and entropy pro-duction in a mutual and complementary manner andhave been written up and updated for joint publica-tion. Villani describes the mathematical theory ofconvergence to equilibrium for the Boltzmann equa-tion and its relation to various problems and fields,including information theory, logarithmic Sobolevinequalities and fluid mechanics. Rezakhanlou dis-cusses four conjectures for the kinetic behaviour ofthe hard sphere models and formulates four stochas-tic variations of this model, also reviewing known re-sults for these.

Contents

Preface.- C. Villani: Entropy Production and Con-vergence to Equilibrium.- F. Rezakhanlou: KineticLimits for Interacting Particle Systems.

Fields of interest

Probability Theory and Stochastic Processes; PartialDifferential Equations; Mathematical and Computa-tional Physics

Target groups


Type of publication

Monograph

Due November 2007

2008. XII, 107 p. 1 illus. (Lecture Notes in Mathematics, Vol. 1916)

Softcover

29,95 €

ISBN 978-3-540-73704-9


F.J. Samaniego, University of California at Davis, CA, USA

System Signatures and their

Applications in Engineering

Reliability

Since the introduction of system signatures in Fran-cisco Samaniego’s 1985 paper, the properties of thistechnical concept have been examined, tested andproven in a wide variety of systems applications.Based on the practical and research success in build-ing reliability into systems with system signatures,this is the first book treatment of the approach. It is,therefore, the purpose of this book to provide guid-ance on how reliability problems might be struc-tured, modeled and solved. Over the past ten yearsthe broad applicability of system signatures has be-come apparent and the tool’s utility in coherentsystems and communications networks firmly es-tablished. The book compared actual system life-times where the tool has been and has not been used.These comparisons - which have been done over theyears - demonstrate the practical, feasible and fruitfuluse of the tool in building reliable systems. Finally,new results and future directions for system signa-tures are also explored.

Features

Based on both practical and research success inbuilding reliability into systems with system signa-tures Provides guidance on how reliability problemscan be structured, modeled and solved Compares ac-tual system lifetimes using or omitting the tool

Contents

Introduction.- Background on coherent systems.-System signatures.- Application of signatures to clo-sure and preservation results on system lifetimes.-Further signature-based analyses of system life-times.- Applications of signatures in network relia-bility.- Applications of signatures in reliability eco-nomics.- Summary and discussion.

Fields of interest

Quality Control, Reliability, Safety and Risk; Statis-tics for Engineering, Physics, Computer Science,Chemistry & Geosciences; Probability Theory andStochastic Processes; Operation Research/DecisionTheory; Systems Theory, Control

Target groups

Professors and graduate students, practitioners

Type of publication

Monograph

Due October 2007



74,95 €

ISBN 978-0-387-71796-8

W. Schwarz, Humanwissenschaftliche Fakultat, Universitat Pots-

dam, Germany

40 Puzzles and Problems in

Probability and Mathematical

Statistics

The present book is based on the view that cogni-tive skills are best acquired by solving challenging,non-standard probability problems. The author'sown experience, both in learning and in teaching, isthat challenging problems often provide more, andlonger lasting, inductive insights than plain-style de-ductions from general concepts. Problems help todevelop, and to sharpen our intuition for importantprobabilistical concepts and tools such as condition-aing or first-step analyses. Many puzzles and prob-lems presented here are either new within a problemsolving context (although as topics in fundamentalresearch they are of course long known) or are vari-ations of classical problems which follow directlyfrom elementary concepts. A small number of par-ticularly instructive problems is taken from previoussources which in this case are generally given.

Features

Contains far more problems of a statistical naturethan the competition Will become a handy resourcefor professors looking for problems to assign for acourse Of interest to undergraduate math students,as well as a more general audience of amateur scien-tists

Contents

Preface.- Notation and Terminology.- Problems.-Hints.- Solutions.- References.- Index.

Fields of interest


Target groups

Undergraduate math and statistics majors, as well asa general audience interested in math problems

Type of publication


Due December 2007

2008. Approx. 135 p. (Problem Books in Mathematics) Hardcover

38,50 €

ISBN 978-0-387-73511-5

A.N. Shiryaev, Steklov Institute, Moscow, Russia

Optimal Stopping Rules

Features

Although three decades have passed since first publi-cation of this book reprinted now as a result of pop-ular demand, the content remains up-to-date andinteresting for many researchers as is shown by themany references to it in current publications Thearea of application of the optimal stopping theory isvery broad

Contents

Random Processes: Markov Times. - Optimal Stop-ping of Markov Sequences. - Optimal Stopping ofMarkov Processes. - Some Applications to Problemsof Mathematical Statistics.

Fields of interest

Probability Theory and Stochastic Processes; Statis-tics for Business/Economics/Mathematical Fi-nance/Insurance

Target groups


Type of publication

Monograph

Due October 2007

Originally published 1976 by Nauka, Moscow with the title:

STATISTICHESKY POSLEDOVATELNY ANALYZ (OPTIMALNYJE

PRAVILA OSTANOVKI) 2nd ed.

2008. XII, 220 p. 7 illus. (Stochastic Modelling and Applied Proba-

bility, Vol. 8) Softcover

69,95 €

ISBN 978-3-540-74010-0


A.N. Shiryaev, Steklov Mathematical Institute, Moscow, Russia

Probability

Volume 1

This book contains a systematic treatment of prob-ability from the ground up, starting with intuitiveideas and gradually developing more sophisticatedsubjects, such as random walks, martingales, Markovchains, ergodic theory, weak convergence of prob-ability measures, stationary stochastic processes,and the Kalman-Bucy filter. Many examples are dis-cussed in detail, and there are a large number of ex-ercises. The book is accessible to advanced under-graduates and can be used as a text or for self-study.The third edition contains new problems and exer-cises, new proofs, expanded material on financialmathematics, financial engineering, and mathemat-ical statistics, and a final chapter on the history ofprobability theory.

Features

Successfully synthesizes the most important classi-cal ideas and results with many of the major achieve-ments of modern probability theory Author providesclear and comprehensive introduction to probabilitytheory

Contents

Preface to the Third Edition.- Preface to the Sec-ond Edition.- Preface to the First Edition.- Introduc-tion.- Elementary Probability Theory.- MathematicalFoundations of Probability Theory.- Proximity andConvergence of Probability Measures.- Central LimitTheorem.- Bibliography.- Index.

Fields of interest


Target groups

Advanced undergraduate, graduate math students

Type of publication


Due December 2007

Originally published in one volume

2008. XII, 520 p. 47 illus. (Graduate Texts in Mathematics, Vol.

95/1) Hardcover

54,95 €

ISBN 978-0-387-72205-4

A.N. Shiryaev, Steklov Mathematical Institute, Moscow, Russia

Probability

Volume 2

This book contains a systematic treatment of prob-ability from the ground up, starting with intuitiveideas and gradually developing more sophisticatedsubjects, such as random walks, martingales, Markovchains, ergodic theory, weak convergence of prob-ability measures, stationary stochastic processes,and the Kalman-Bucy filter. Many examples are dis-cussed in detail, and there are a large number of ex-ercises. The book is accessible to advanced under-graduates and can be used as a text or for self-study.The third edition contains new problems and exer-cises, new proofs, expanded material on financialmathematics, financial engineering, and mathemat-ical statistics, and a final chapter on the history ofprobability theory.

Features

Successfully synthesizes all of the classical ideas andresults with many of the major achievements ofmodern probability theory Author provides clear andcomprehensive introduction to probability theory

Contents

Preface.- Sequences and Sums of Independent Ran-dom Variables.- Stationary (Strict Sense) RandomSequences and Ergodic Theory.- Stationary (WideSense) Random Sequences.- L2 Theory.- Sequencesof Random Variables that Form Martingales.- Se-quences of Random Variables that Form MarkovChains.- History of Mathematical Theory of Proba-bility.- Bibliography (Chapters IV-VIII).- List of Lit-erature.- Index.

Fields of interest


Target groups

Advanced undergraduate and graduate math stu-dents

Type of publication


Due December 2007

Originally published in one volume

2008. Approx. 430 p. (Graduate Texts in Mathematics, Vol. 95/2)

Hardcover

54,95 €

ISBN 978-0-387-72207-8

B. Sobolev, University of British Columbia, Vancouver, BC, Cana-

da; L. Kuramoto, Vancouver Coastal Health Research Institute,

Vancouver, BC, Canada

Analysis of Waiting-Time Data in

Health Services Research

Why some patients wait longer than others re-mains an important question in health services re-search. This book is a reference for health servicesresearchers looking for statistical tools with whichto study waiting times. The book provides detailedcoverage of statistical concepts and methods for theanalysis and interpretation of waiting-time data:time-to-event analysis, discrete time regression mod-els, competing risks, and pseudovalues regressionmodels. The book will also be useful for profession-als and research workers in health care industry, whowill find a collection of examples of waiting-time da-ta analysis in health services research. It gives a prac-tical perspective on how to describe and comparewaiting experiences, how to study the impact of fac-tors associated with waiting times, and how to useappropriate statistical techniques in practical terms,i.e., from a study question through interpretation ofresults.

Features

analysis from health services researchperspective, rather than operations manage-ment

Contents

Part I: Data and Methods.- Health services researchon access to care.- Waiting-time data used in thisbook.- Statistical methods.- Part II: Waiting-timeStudies.- Overview of waiting times and other vari-ables.- Variation and access probabilities.- Factorsinfluencing waiting times.- Surgery after target ac-cess time.- Adverse events while waiting.- Intermedi-ate events.- Survival benefit of CABG.- Part III: Ap-pendices.- Other data dictionaries.- SAS code.- Mat-lab code.

Fields of interest

Health Care Administration; Statistics for Life Sci-ences, Medicine, Health Sciences; Health Adminis-tration; Health Informatics & Health Administration

Target groups

researchers and graduate students in healthservices research; health administrators

Type of publication

Monograph

Due April 2008


61,60 €

ISBN 978-0-387-76421-4


D. Teare, University of Sheffield, Sheffield, UK (Ed.)

Genetic Epidemiology

Fields of interest

Human Genetics; Statistics for Life Sciences,Medicine, Health Sciences; Molecular Medicine

Target groups

Epidemiologists, statisticians, and non-statisticianswho want to understand more about aspects of inter-pretation and subtle distinctions in study design

Type of publication

Contributed volume

Due October 2009

2009. Approx. 300 p. (Methods in Molecular Biology, Preliminary

entry 2270) Hardcover

76,65 €

ISBN 978-1-60327-415-9

H. Tsubaki, University of Tsukuba, Japan; K. Nishina, Nagoya In-

sutitute of Technology, Nagoya, Japan; S. Yamada, University of

Tsukuba, Japan (Eds.)

The Grammar of Technology

Development

This book includes one keynote lecture and four-teen selected papers that describe a general guidelineand supporting concepts/tools of technology devel-opment as a grammar. Recent advances of scientif-ic and engineering environments require new disci-plines, tools and concepts. For example, advances ofcomputer simulation require new approaches of sta-tistical techniques to utilize computer simulation ef-ficiently for technology development. The includedpapers in this book are focusing on new approach-es based on these practical requirements.The editorsare sure that these selected papers contribute acceler-ating the technology development by an applicationof the grammar of technology shown in this book.

Fields of interest

Appl.Mathematics/Computational Methods of Engi-neering; Statistics for Engineering, Physics, Comput-er Science, Chemistry & Geosciences

Type of publication

Proceedings

Due December 2007

2008. Approx. 250 p. 100 illus. Hardcover

ISBN 978-4-431-75231-8

F. Vonta, University of Cyprus, Nicosia, Cyprus; M. Nikulin, Uni-

versité Victor Segalen Bordeaux 2, Bordeaux, France; N. Limnios,

Université de Technologie de Compiègne, Compiègne, France; C.

Huber-Carol, Université Paris V, Paris, France (Eds.)

Statistical Models and Methods for

Biomedical and Technical Systems

An outgrowth of the "International Confer-ence on Statistical Models for Biomedical and Tech-nical Systems," this book is comprised of contribu-tions from renowned experts, demonstrating thesignificance of current research on theory, meth-ods, and applications of the field. The contributions,which deal with the mathematical aspects of survivalanalysis and reliability as well as other topics, are acareful selection of invited and contributed chapters,reflecting recent developments in the following ar-eas: applications in epidemiology; probabilistic andstatistical models and methods in reliability; modelsand methods in survival analysis, longevity, aging,and degradation; accelerated life models; quality oflife; new statistical challenges in genomics. The bookwill be useful to a broad interdisciplinary readershipof researchers and practitioners in applied probabil-ity and statistics, industrial statistics, biomedicine,biostatistics, and engineering.

Features

Real-world applications to epidemiology, aging, sur-vival analysis, and modeling in the biosciences andmedicine Chapters deal primarily with the mathe-matical aspects of survival analysis and reliabilityFeatures a careful selection of invited and contribut-ed papers Demonstrates the significance of currentresearch on the theory, methods, and applications ofthe field Accessible to a broad interdisciplinary [..]

Contents

Preface.- Cox Models, Analyses, and Extensions.-Reliability Theory: Degradation Models.- Inferen-tial Analysis.- Analysis of Censored Data.- Quality ofLife.- Inference for Processes.- Designs.- Measures ofDivergence, Model Selection, and Survival Models.-New Statistical Challenges.- Index.

Fields of interest

Statistics for Life Sciences, Medicine, Health Sci-ences; Statistical Theory and Methods; Mathemati-cal Modeling and Industrial Mathematics; Probabili-ty Theory and Stochastic Processes; Applications ofMathematics

Target groups

researchers and practitioners in applied probabilityand statistics, industrial statistics, biomedicine, bio-statistics, and engineering

Type of publication

Contributed volume

Due March 2008

2008. Approx. 600 p. 55 illus. (Statistics for Industry and Technol-

ogy) Hardcover

109,00 €

ISBN 978-0-8176-4464-2


A.Y. Yakovlev, University of Rochester, Rochester, NY, USA; L. Kle-

banov, Charles University, Prague, Czech Republic; D. Gaile, State

University of New York at Buffalo, Buffalo, NY, USA (Eds.)

Statistical Methods for Microarray

Data Analysis

The modern state of the art in methodology of mi-croarray data analysis based on significance testingis far from satisfactory. However "hot" this method-ological research trend has been, it is still in its in-fancy and a real revolution in the field definitely liesahead. In particular, the basic statistical problemswill remain the same even after new digital technolo-gies produced by Solexa and some other companieshave become widely available. This volume "Statis-tical Methods for Microarray Data Analysis" will in-clude selected papers on this subject that meet a highstandard of mathematical rigor.

Fields of interest

Statistics for Life Sciences, Medicine, Health Sci-ences; Computer Appl. in Life Sciences; Biotechnolo-gy; Human Genetics

Target groups

Biostatisticians, molecular and cellular biologists

Type of publication

Contributed volume

Due September 2009

2009. Approx. 300 p (Methods in Molecular Biology, Preliminary

entry 2246) Hardcover

76,65 €

ISBN 978-1-60327-336-7

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