This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry.
This is the second of three volumes on partial differential equations.
Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
The Multivariate Normal Distribution
Noted for its integration of real-world data and case studies, this text offers sound coverage of the theoretical aspects of mathematical statistics.
Negative Moments and Inverted Distributions of Selected Univariate Continuous Distributions