Probability theory and stochastic processes

Modern Discrete Probability

An Essential Toolkit

Roch, Sébastien
Published: Not yet published - available from May 2024

A Second Course in Probability

Ross, Sheldon M.
Peköz, Erol A.
Published: September 2023Published: September 2023
2nd Edition

Discrete Quantum Walks on Graphs and Digraphs

Godsil, Chris
Zhan, Hanmeng
Published: March 2023Published: January 2023

Large Deviations for Markov Chains

de Acosta, Alejandro D.
Published: October 2022Published: October 2022

Compound Renewal Processes

Borovkov, A. A.
Alimov, Alexey
Published: June 2022Published: June 2022

Stable Lévy Processes via Lamperti-Type Representations

Kyprianou, Andreas E.
Pardo, Juan Carlos
Published: June 2022Published: March 2022

Orthogonal Polynomials in the Spectral Analysis of Markov Processes

Birth-Death Models and Diffusion

de la Iglesia, Manuel Domínguez
Published: October 2021Published: October 2021

Lectures on Random Lozenge Tilings

Gorin, Vadim
Published: September 2021Published: August 2021

Counterexamples in Measure and Integration

Schilling, René L.
Kühn, Franziska
Published: August 2021Published: August 2021Published: June 2021

Probability on Trees and Networks

Lyons, Russell
Peres, Yuval
Published: July 2021Published: January 2017Published: December 2016

(1 reviews)

Foundations of Constructive Probability Theory

Chan, Yuen-Kwok
Published: May 2021Published: May 2021

Two-Dimensional Random Walk

From Path Counting to Random Interlacements

Popov, Serguei
Published: March 2021Published: March 2021Published: February 2021

Generators of Markov Chains

From a Walk in the Interior to a Dance on the Boundary

Bobrowski, Adam
Published: January 2021Published: November 2020

Asymptotic Analysis of Random Walks

Light-Tailed Distributions

Borovkov, A. A.
Ulyanov, V. V.
Zhitlukhin, Mikhail
Published: October 2020Published: October 2020

The Bellman Function Technique in Harmonic Analysis

Vasyunin, Vasily
Volberg, Alexander
Published: September 2020Published: July 2020

Structured Dependence between Stochastic Processes

Bielecki, Tomasz R.
Jakubowski, Jacek
Niewȩgłowski, Mariusz
Published: August 2020Published: August 2020

Mathematics of the Bond Market

A Lévy Processes Approach

Barski, Michał
Zabczyk, Jerzy
Published: June 2020Published: April 2020

Tensor Products of C*-Algebras and Operator Spaces

The Connes–Kirchberg Problem

Pisier, Gilles
Published: April 2020Published: April 2020Published: February 2020

Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization

From a Game Theoretic Approach to Numerical Approximation and Algorithm Design

Owhadi, Houman
Scovel, Clint
Published: December 2019Published: October 2019

Semigroups of Linear Operators

With Applications to Analysis, Probability and Physics

Applebaum, David
Published: September 2019Published: September 2019Published: August 2019