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Statisticians of the Centuries
Written by leading statisticians and probabilists, this volume consists of 104 biographical articles on eminent contributors to statistical and probabilistic ideas born prior to the 20th Century. Among the statisticians covered are Fermat, Pascal, Huygens, Neumann, Bernoulli, Bayes, Laplace, Legendre, Gauss, Poisson, Pareto, Markov, Bachelier, Borel, and many more.
Time Series Modelling of Water Resources and Environmental Systems
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
Profiting from Chaos
Finally, a book that not only explains the relationship between investing and chaos theory--the cutting-edge dicipline that Business Week says will "revitalize the money-management industry"--but also shows readers how to use the theory to master the financial markets. Illustrated.
Forest Hydrology and Catchment Management
This book provides scientific evidence to underline the notion that forests offer the most reliable water catchments in the natural environment. The unique Australian ecosystem provides valuable information on the water yields and hydro-ecology of forests. Insights can be transferred to other climate zones and conditions. In this second edition, the author puts a particular focus on the most prominent challenges of our time, in relation to water management. Ground salinity, climate change, and droughts have all been newly added to this updated edition. One of the most important concepts is highlighting the accumulated contribution of smaller catchments and minor streams. Finally, readers will also get information on the economic dimension of water management. With its incisive, disciplined, and quantitative (and occasionally humorous) approach, this book helps scientists, students, and regulators to understand water-driven conflicts and offers guidance on management.
Continuous Time Processes for Finance
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets. These processes recentl...
Historical Dictionary of the Sudan
The Republic of the Sudan was long the largest country in Africa and, according to the general consensus, also one of the least successful in many ways. This was not entirely its fault since it lay along the fault line between Muslim and Christian Africa and between the Nile Valley civilizations and African Sudanic cultures. This partly explains the long and bloody warfare waged by the Southerners to achieve independence, which they did in July 2011. So this hefty book actually covers not one but two states. This fourth edition of the Historical Dictionary of the Sudan does so, first, through a lengthy and detailed chronology tracing its relatively few successes and numerous failures. The introductory essay does an admirable job of putting it all in perspective. But the most informative part is the dictionary, with now over 700 entries for this fourth edition. They deal with important personalities, politics, the economy, society, culture, religion and inevitably the civil war. There are also appendixes and an extensive bibliography.
Simulation Technologies in Networking and Communications
Simulation is a widely used mechanism for validating the theoretical models of networking and communication systems. Although the claims made based on simulations are considered to be reliable, how reliable they really are is best determined with real-world implementation trials. Simulation Technologies in Networking and Communications: Selecting the Best Tool for the Test addresses the spectrum of issues regarding the different mechanisms related to simulation technologies in networking and communications fields. Focusing on the practice of simulation testing instead of the theory, it presents the work of more than 50 experts from around the world. Considers superefficient Monte Carlo simul...
Power Grid Complexity
“Power Grid Complexity” introduces the complex system theory known as self-organized criticality (SOC) theory and complex network theory, and their applications to power systems. It studies the network characteristics of power systems, such as their small-world properties, structural vulnerability, decomposition and coordination strategies, and simplification and equivalence methods. The book also establishes four blackout models based on SOC theory through which the SOC of power systems is studied at both the macroscopic and microscopic levels. Additionally, applications of complex system theory in power system planning and emergency management platforms are also discussed in depth. This book can serve as a useful reference for engineers and researchers working with power systems. Shengwei Mei is a Professor at the Department of Electrical Engineering at Tsinghua University, China. Xuemin Zhang is a Lecturer at the Department of Electrical Engineering at Tsinghua University, China. Ming Cao is an Assistant Professor at the Faculty of Mathematics and Natural Sciences at the University of Groningen, the Netherlands.
