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Название: Uncertainty Analysis with High Dimensional Dependence Modelling
Авторы: Dorota Kurowicka, Roger Cooke
Аннотация:
This book emerges from a course given at the Department of Mathematics of
the Delft University of Technology. It forms a part of the program on Risk and
Environmental Modelling open to graduate students with the equivalent of a Bachelor’s degree in mathematics. The students are familiar with undergraduate analysis,
statistics and probability, but for non-mathematicians this familiarity may be latent.
Therefore, most notions are ‘explained in-line’. Readers with a nodding acquaintance with these subjects can follow the thread. To keep this thread visible, proofs
are put in supplements of the chapters in which they occur. Exercises are also
included in most chapters.