Êíèãà | Ñòðàíèöû äëÿ ïîèñêà |
Nagel R. — One-parameter semigroups of positive operators | 213 |
Kedlaya K.S., Poonen B., Vakil R. — The William Lowell Putnam Mathematical Competition 1985–2000: Problems, Solutions, and Commentary | 207 |
Doob J.L. — Stochastic processes | see Chapters V and VI (see also “Markov chain”, “Stationary Markov process”) |
Oksendal B. — Stochastic differential equations : an introduction with applications | 110 |
Fishman G.S. — Monte Carlo: concepts, algorithms, and applications | 69, 337—343, 351, 356—357, 368, 369, 372, 411, 475, 520, 572 |
Heyde C.C. — Quasi-likelihood and its application: a general approach to optimal parameter estimation | 9, 157, 162, 200, 201 |
Gray R.M., Davisson L.D. — Introduction to statistical signal processing | 162, 165, 167 |
McComb W.D. — Physics of Fluid Turbulence | 162 |
Felinger A. — Data analysis and signal processing in chromatography | 135 |
Lindsey J.K. — Applying generalized linear models | 91, 141, 146, 173 |
Mathews J.H., Fink K.D. — Numerical Methods Using MATLAB | 579 (#5) |
Korsch H.J., Jodl H.-J. — Chaos: A Program Collection for the PC | 146 |
Majid S. — Foundations of Quantum Group Theory | 181, 187 |
Hull J. — Options, Futures, and Other Derivative Securities | 191 |
Konar A. — Computational Intelligence | 308 |
Clote P., Backofen R. — Computational Molecular Biology | 140 |
Liboff R. — Kinetic Theory | 41 |
Leslie D.C. — Developments in the theory of turbulence | see almost-Markovian process |
Bailey N.T.J. — The Elements of Stochastic Processes With Applications to the Natural Sciences. | 66 ff. |
Curtain R.F., Pritchard A.J. — Functional Analysis in Modern Applied Mathematics | 84 |
Appell J.M., Kalitvin A.S., Zabrejko P.P. — Partial Integral Operators and Integro-Differential Equations | 421, 444 |
Wilmott P., Bowison S., DeWynne J. — Option Pricing: Mathematical Models and Computation | 20 |
Thorisson H. — Coupling, Stationarity, and Regeneration | 201 |
Honerkamp J. — Statistical Physics | 157 |
Fogiel M. — The Operations Research Problem Solver | 13—35, 13—36 |
Heermann D.W. — Computer Simulation Methods in Theoretical Physics | 10, 51 |
Polyanin A., Manzhirov A.V. — Handbook of Mathematics for Engineers and Scientists | 1075 |
Kohonen T. — Self-organizing maps | 128, 354, 355 |
Breuer L., Baum D. — Introduction to Queueing Theory and Matrix-Analytic Methods | 37 |
Masujima M. — Path integral quantization and stochastic quantization | 217, 219 |
Winkler G. — Choquet Order and Simplices | 108 |
Chatfield C. — The Analysis of Time Series: An Introduction | 35, 103 |
Chung K.L., Walsh J.B. — Markov Processes, Brownian Motion, and Time Symmetry | 2 |
Schenk C.A., Schueller G.I. — Uncertainty Assessment of Large Finite Element Systems | 5 |
Gershenfeld N. — The Nature of Mathematical Modelling-Neil Gershenfeld | 51 |
Oksendal B. — Stochastic Differential Equations: An Introduction With Applications | 116 |
Kelly F.P. — Reversibility and Stochastic Networks | 1, 212 |
Lawless J.F. — Statistical Models and Methods for Lifetime Data | 514—515 |
Malliaris A.G., Brock W.A. — Stochastic methods in economics and finance | 39, 41, 54, 67, 98, 158 |
Marcus M., Rosen J. — Markov Processes, Gaussian Processes and Local Times | 62 |
Shiryaev A., Peskir G. — Optimal Stopping and Free-Boundary Problems | 76, 88 |
Balescu R. — Equilibrium and nonequilibrium statistical mechanics | 379, 392 |
Shreve S.E. — Stochastic Calculus for Finance 2 | 74 |
Garbaczewski P. (eds.), Olkiewicz R. (eds.) — Dynamics of dissipation | 74, 75, 80, 100 |
Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 4) | 1617, 1701—1702, 1704 |
Baxter M., Rennie A. — Financial calculus | 144, 150 |
Li M., Vitanyi P. — An introduction to Kolmogorov complexity and its applications | 20, 326 |
Hull J.C. — Options, futures and other derivatives | 216—217, 709 |
Katayama T., Sugimoto S. — Statistical Methods in Control and Signal Processing | 1, 94, 274, 286 |
Taylor J.C. — An Introduction to Measure and Probability | 225 |
Kannan D. (ed.), Lakshmikantham V. (ed.) — Handbook of stochastic analysis and applications | 1 |
Fukushima M. — Dirichlet forms and markov process | 88 |
Nagel R., Derdinger R., Günther P. — Ergodic theory in the perspective of functional analysis | X/1 |
Schroeder M.R. — Schroeder, Self Similarity: Chaos, Fractals, Power Laws | 150, 357 |
Robinson D.J.S. — A Course in Linear Algebra with Applications | 317 |
Greenberg M.D. — Advanced engineering mathematics | 546 |
Wolf-Gladrow D.A. — Lattice-gas cellular automata and lattice Boltzmann models | 16 |
Berry D.A., Fristedt B. — Bandit problems | 177, 228, 254 |
Gerstner W., Kistler W.M. — Spiking Neuron Models | 189 |
Aven O.I., Coffman E.G., Kogan Y.A. — Stochastic Analysis of Computer Storage | 2, 21 |
Feller W. — Introduction to probability theory and its applications (volume 1) | 419ff. |
Shanbhag D.N. (ed.), Rao C.R. (ed.) — Stochastic Processes - Modelling and Simulation | 484, 516, 518, 533, 674 |
Havin V.P., Nikolski N.K. (eds.) — Linear and Complex Analysis Problem Book 3 (part 2) | 3.5 |
Bamberg P.G., Sternberg Sh. — A Course in Mathematics for Students of Physics: Volume 1 | 66 |
Bingham N.H., Goldie C.M., Teugels J.L. — Regular variation | 389—394 |
Barlow R.E., Proschan F. — Mathematical Theory of Reliability | 119 |
Beckenbach E.F. (editor), Polya G., Lehmer D.H. and others — Applied combinatorial mathematics | 233 |
Aoki K. — Nonlinear dynamics and chaos in semiconductors | 8, 244 |
Kannan D. — An introduction to stochastic processes | 106, 259 |
Aslrom K.J. — Introduction to Stochastic Control Theory | 18, 45 |
Lichtenberg A.J., Liebermen M.A. — Regular and Chaotic Dynamics | 321 |
Adomian George — Nonlinear stochastic operator equations | 135 |
Aczel J. — Lectures on functional equations and their applications | 111 |
McComb W. D. — The Physics of Fluid Turbulence | 162 |
Blumenthal R.M. — Excursions of markov processes | 1, 8 |
Pope S.B. — Turbulent Flows | 485, 503, 713 |
Huang K. — Introduction to Statistical Physics | 260 |
Billingsley P. — Probability and Measure | 107, 456, 537 |
Nicolis G., Prigogine I. — Self-organization in nonequilibrium systems | 229 |
Shreve S.E. — Stochastic Calculus for Finance 1 | 45, 54 |
Olver P.J., Shakiban C. — Applied linear. algebra | 540 |
Bamberg P.G., Sternberg S. — A Course in Mathematics for Students of Physics, Vol. 1 | 66 |
Pfeiler W. — Alloy Physics: A Comprehensive Reference | 735 |
Kreyszig E. — Advanced engineering mathematics | 285, 341 |
Mazo R.M. — Brownian Motion: Flucuations, Dynamics, and Applications | 6, 22, 30—33, 38, 55, 85, 128, 169, 173, 251 |
Clausen M. — Fast Fourier transforms | 149 |
Kotz S., Johnson N.L. — Breakthroughs in Statistics: Volume 1: Foundations and Basic Theory | 48 |
Bosq D. — Nonparametric statistics for stochastic processes | 17, 74, 140 |
Risken H. — The Fokker-Planck equation: methods of solution and applications | 9, 27f |
Emanuel Parzen — Stochastic processes (Classics in Applied Mathematics) | 117, 187—189, 191, 192 |
Mihalas D., Mihalas B.W. — Foundations of Radiation Hydrodynamics | 30 |
Grasman J. — Asymptotic methods for relaxation oscillations and applications | 196 |
Balakrishnan N. (ed.), Rao C.R. (ed.) — Order Statistics - Theory and Methods | 47 |
Wilkinson L., Wills G., Rope D. — The Grammar aof Graphics | 520 |
Petersen K.E. — Ergodic theory | 119 |
Kao E. — Introduction to Stochastic Processes | 385 |
Wilmott P., Howison S., Dewynne J. — The Mathematics of Financial Derivatives : A Student Introduction | 19 |
Drmota M., Tichy R.F. — Sequences, Discrepancies and Applications | 301 |
Kotz S. — Breakthroughs in Statistics (volume 3) | 124 |
Doukhan P. — Mixing. Properties and examples | 87, 112 |
Hamming R.W. — Coding and Information Theory | 80, 129, 131, 135 |
van Dijk N. — Handbook of Statistics 16: Order Statistics: Theory & Methods | 47 |
Socha L. — Linearization Methods for Stochastic Dynamic Systems | 24, 37 |
Jacod J., Shiryaev A. — Limit Theorems for Stochastic Processes | 486—489, 554—559 |
Rosenblatt M. — Random processes | 120ff. |
Adomian G. — Stochastic Systems | 63 |
Reeves C.R., Rowe J.E. — Genetic Algorithms: Principles and Perspectives. A Guide to GA Theory | 111 |
Mandel L., Wolf E. — Optical Coherence and Quantum Optics | 72 |
Haken H. — Synergetics: an introduction | 79, 80 |
DeGroot M.H. — Optimal statistical decisions | 369, 370 |
Papadopoulos G.J. (ed.), Devreese J.T. (ed.) — Path integrals and their applications in quantum, statistical, and solid state physics | 40, 41, 119, 286, 461, 464, 466 |
Itzykson C., Drouffe J-M. — Statistical field theory. Vol. 1 | 5, 458 |
Puri P.R. — Mathematical methods of quantum optics | 103 |
Roepstorf G. — Path integral approach to quantum physics | 23, 92 |
McQuarrie D.A. — Statistical Mechanics | 457, 555 |
McGuire J.H. — Electron correlation dynamics in atomic collisions | 113, 114 |
Beckenbach E.F. (ed.) — Applied Combinatorial Mathematics | 233 |
Coffey W.T., Kalmykov Yu.P., Waldron J.T. — The Langevin equation | 58, 63 |
Arratia R., Barbour A.D., Tavare S. — Logarithmic Combinatorial Structures: A Probabilistic Approach | 227—229 |
Hobbie R., Roth B. — Intermediate Physics for Medicine and Biology, | 563 |
Chung K.L., Walsh J.B — Markov Processes, Brownian Motion, and Time Symmetry | 2 |
Borówko M. (ed.) — Computational Methods in Surface and Colloid Science | 21—26, 440, 463, 474, 561, 752 |
Cooper R.B. — Introduction to queueing theory | 26, 211 |
Allen A. — Probability, statistics, and queueing theory with computer science applications | 219—220 |
Hartmann A.K., Rieger H. — Optimization Algorithms in Physics | 76 |
Rektorys K. — Survey of Applicable Mathematics.Volume 2. | II 700 |
Bharucha-Reid A.T. — Elements of the Theory of Markov Processes and Their Applications | 4, 58 |
Blumenthal R.K., Getoor R.M. — Markov processes and potential theory | 11 |
Dynkin E.B., Kovary T., Brown D.E. — Theory of Markov processes | 25 |
Revuz D., Yor M. — Continuous martingales and Brownian motion | 81 |
Good I.J. — Information, Weight of Evidence. the Singularity Between Probability Measures and Signal Detection | 59, 60 |
Binder K., Heermann D.W. — Monte Carlo Simulation in Statistical Physics | 19 |
Kardar M. — Statistical physics of fields | 115, 135, 140, 217 |
Ripley B.D. — Stochastic Simulation | 104 |
Breuer H.-P., Petruccione F. — The Theory of Open Quantum Systems | 14 |
Dynkin E. — An Introduction to Branching Measure-Valued Processes | 26 |
Malyshev V.A., Minlos R.A. — Gibbs Random Fields: Cluster Expansions (Mathematics and its Applications) | 219 |
Bäck T. — Evolutionary Algorithms in Theory and Practice | 105 |
Marotto F. — Introduction to Mathematical Modeling Using Discrete Dynamical Systems | 61—66, 76, 256—262 |
Meyer-Ortmanns H., Reisz T. — Principles of phase structures in particle physics | 550 |
Campbell S.L., Meyer C.D. — Generalized Inverses of Linear Transformations (Classics in Applied Mathematics) | 151 |
Badii R., Politi A. — Complexity: Hierarchical structures and scaling in physics | 93, 120, 185, 222 |
Plischke M., Bergersen B. — Equilibrium statistical physics | 303—306, 350, 368 |
Lindblat G. — Non-equilibrium entropy and irreversibility | 67, 136 |
Honerkamp J. — Statistical physics: an advanced approach with applications | 157 |
Rissanen J. — Information and complexity in statistical modeling | 29 |
Jorgensen P.E.T. — Analysis and Probability: Wavelets, Signals, Fractals | 21 |
Constanda C. (ed.), Potapenko S.S. (ed.) — Integral Methods in Science and Engineering: Techniques and Applications | 286 |
Constanda C., Potapenko S. — Integral Methods in Science and Engineering: Techniques and Applications | 286 |
Constanda C. (ed.), Potapenko S. (ed.) — Integral methods in science and engineering | 286 |