Author : Malempati M. Rao
Publisher : Springer Science & Business Media
Page : 537 pages
File Size : 47,89 MB
Release : 2006-06-03
Category : Mathematics
ISBN : 0387277315
This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.
Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 347 pages
File Size : 16,98 MB
Release : 2009-10-03
Category : Mathematics
ISBN : 0387749950
The main intended audience for this book is undergraduate students in pure and applied sciences, especially those in engineering. Chapters 2 to 4 cover the probability theory they generally need in their training. Although the treatment of the subject is surely su?cient for non-mathematicians, I intentionally avoided getting too much into detail. For instance, topics such as mixed type random variables and the Dirac delta function are only brie?y mentioned. Courses on probability theory are often considered di?cult. However, after having taught this subject for many years, I have come to the conclusion that one of the biggest problems that the students face when they try to learn probability theory, particularly nowadays, is their de?ciencies in basic di?erential and integral calculus. Integration by parts, for example, is often already forgotten by the students when they take a course on probability. For this reason, I have decided to write a chapter reviewing the basic elements of di?erential calculus. Even though this chapter might not be covered in class, the students can refer to it when needed. In this chapter, an e?ort was made to give the readers a good idea of the use in probability theory of the concepts they should already know. Chapter 2 presents the main results of what is known as elementary probability, including Bayes’ rule and elements of combinatorial analysis.
Author : Santosh S. Venkatesh
Publisher : Cambridge University Press
Page : 830 pages
File Size : 46,53 MB
Release : 2013
Category : Mathematics
ISBN : 1107024471
From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.
Author : Rick Durrett
Publisher : Cambridge University Press
Page : pages
File Size : 15,27 MB
Release : 2010-08-30
Category : Mathematics
ISBN : 113949113X
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Author : Valeriy Skorokhod
Publisher : Springer Science & Business Media
Page : 276 pages
File Size : 24,77 MB
Release : 2005-12-05
Category : Mathematics
ISBN : 3540263128
The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.
Author : Bert E. Fristedt
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 30,60 MB
Release : 2013-11-21
Category : Mathematics
ISBN : 1489928375
Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.
Author : Tamás Rudas
Publisher : SAGE
Page : 489 pages
File Size : 29,98 MB
Release : 2008-02-21
Category : Mathematics
ISBN : 1412927145
"This is a valuable reference guide for readers interested in gaining a basic understanding of probability theory or its applications in problem solving in the other disciplines." —CHOICE Providing cutting-edge perspectives and real-world insights into the greater utility of probability and its applications, the Handbook of Probability offers an equal balance of theory and direct applications in a non-technical, yet comprehensive, format. Editor Tamás Rudas and the internationally-known contributors present the material in a manner so that researchers of various backgrounds can use the reference either as a primer for understanding basic probability theory or as a more advanced research tool for specific projects requiring a deeper understanding. The wide-ranging applications of probability presented make it useful for scholars who need to make interdisciplinary connections in their work. Key Features Contains contributions from the international who's-who of probability across several disciplines Offers an equal balance of theory and applications Explains the most important concepts of probability theory in a non-technical yet comprehensive way Provides in-depth examples of recent applications in the social and behavioral sciences as well as education, business, and law Intended Audience This Handbook makes an ideal library purchase. In addition, this volume should also be of interest to individual scholars in the social and behavioral sciences.
Author : Ross Leadbetter
Publisher : Cambridge University Press
Page : 375 pages
File Size : 42,63 MB
Release : 2014-01-30
Category : Mathematics
ISBN : 1107020409
A concise introduction covering all of the measure theory and probability most useful for statisticians.
Author : Yemima Ben-Menahem
Publisher : Springer Science & Business Media
Page : 325 pages
File Size : 46,84 MB
Release : 2012-01-25
Category : Science
ISBN : 3642213286
What is the role and meaning of probability in physical theory, in particular in two of the most successful theories of our age, quantum physics and statistical mechanics? Laws once conceived as universal and deterministic, such as Newton‘s laws of motion, or the second law of thermodynamics, are replaced in these theories by inherently probabilistic laws. This collection of essays by some of the world‘s foremost experts presents an in-depth analysis of the meaning of probability in contemporary physics. Among the questions addressed are: How are probabilities defined? Are they objective or subjective? What is their explanatory value? What are the differences between quantum and classical probabilities? The result is an informative and thought-provoking book for the scientifically inquisitive.
Author : Kenneth Lange
Publisher : Springer Science & Business Media
Page : 378 pages
File Size : 14,84 MB
Release : 2008-01-17
Category : Mathematics
ISBN : 0387227113
Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining. But the truth of the matter is that the increases are occurring outside departments of mathematics. Engineers, computer scientists, physicists, chemists, economists, statis- cians, biologists, and even philosophers teach and learn a great deal of mathematics. The teaching is not always terribly rigorous, but it tends to be better motivated and better adapted to the needs of students. In my own experience teaching students of biostatistics and mathematical bi- ogy, I attempt to convey both the beauty and utility of probability. This is a tall order, partially because probability theory has its own vocabulary and habits of thought. The axiomatic presentation of advanced probability typically proceeds via measure theory. This approach has the advantage of rigor, but it inwitably misses most of the interesting applications, and many applied scientists rebel against the onslaught of technicalities. In the current book, I endeavor to achieve a balance between theory and app- cations in a rather short compass. While the combination of brevity apd balance sacrifices many of the proofs of a rigorous course, it is still cons- tent with supplying students with many of the relevant theoretical tools. In my opinion, it better to present the mathematical facts without proof rather than omit them altogether.
