Author : K. L. Chung
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 44,53 MB
Release : 2013-03-09
Category : Mathematics
ISBN : 1475739737
This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.
Author : Kai Lai Chung
Publisher : Springer Science & Business Media
Page : 411 pages
File Size : 21,11 MB
Release : 2012-11-12
Category : Mathematics
ISBN : 0387215484
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
Author : K. L. Chung
Publisher : Springer Science & Business Media
Page : 432 pages
File Size : 48,89 MB
Release : 2006-07-14
Category : Mathematics
ISBN : 9780387955780
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
Author : Jean-Claude Falmagne
Publisher : McGraw-Hill Science, Engineering & Mathematics
Page : 296 pages
File Size : 41,7 MB
Release : 2002
Category : Mathematics
ISBN :
Designed for undergraduate mathematics students or graduate students in the sciences. This book can be used in a prerequisite course for Statistics (for math majors) or Mathematical Modeling. The first eighteen chapters could be used in a one-quarter course, and the entire text is suitable for a one-semester course.
Author : Edward Nelson
Publisher : Princeton University Press
Page : 112 pages
File Size : 50,28 MB
Release : 1987
Category : Mathematics
ISBN : 9780691084749
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author : Sasha Cyganowski
Publisher : Springer Science & Business Media
Page : 323 pages
File Size : 12,34 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 3642561446
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Author : Henry C. Tuckwell
Publisher : Routledge
Page : 324 pages
File Size : 28,84 MB
Release : 2018-02-06
Category : Mathematics
ISBN : 1351452959
This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.
Author : Oliver Knill
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 14,70 MB
Release : 2017-01-31
Category : Mathematics
ISBN : 9789813109490
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Author : Robert G. Gallager
Publisher : Cambridge University Press
Page : 559 pages
File Size : 38,19 MB
Release : 2013-12-12
Category : Business & Economics
ISBN : 1107039754
The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.
Author : David Stirzaker
Publisher : Cambridge University Press
Page : 540 pages
File Size : 31,15 MB
Release : 2003-08-18
Category : Mathematics
ISBN : 1139441035
Now available in a fully revised and updated second edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.
