Contents Preface 5 Chapter 1. Probability, measure and integration 7 1.1. Probability spaces, measures and σ-algebras 7 1.2. Random variables and their distribution 18 1.3. Integration and the (mathematical) expectation 30 1.4. Independence and product measures 54 Chapter 2. Asymptotics: the law of large numbers 71 2.1. Weak laws of large numbers 71 2.2. The Borel-Cantelli lemmas 77 2.3. Strong...

Many recent proposals for the integration of functional and logic programming use conditional term rewriting systems (CTRS) as programs and narrowing as goal solving mechanism. This paper speciies a computation strategy for lazy conditional narrowing, based on the idea of transforming patterns into decision trees to control the computation. The speciication is presented as a translation of CTRS...

which are in a nonconservative form. Global conservation is not guaranteed if integration is performed for Eqs. (2) and (3), which do not include PDF inside the temporal and spatial derivatives. On the other hand nonconservative forms allow a relatively coarse mesh since conditional averages show much less spatial dependence than PDF weighted Favre averages. Here η ρ ρ η ≡ and the scalar dissip...

The assembly of software components to a properly functioning system is a key problem in the development and maintenance of software for safetycritical, real-time systems. The integration of binary components may take place during integration testing or at run time (updates, patches, adaptation, ...). It would be even more advantageous to be able to integrate components “virtually” already duri...

This paper examines the level of integration of European stock markets. We estimate a conditional asset pricing model, which allows for a time-varying degree of integration that measures the importance of EU-wide risk relative to country-speci c risk. The model accounts for intra-European currency risk, time-varying quantities and prices of risk. The results indicate that the degree of integrat...

It is commonly argued that China’s financial markets are effectively insulated from the rest of the world. To see if this is true and to better understand China’s financial development, we analyze China’s integration with major financial markets. Using conditional copulas, we show that China has experienced an increasing level of integration with several major financial markets during the last ...