An Introduction To Applied Probability And Random Process

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 44,7 Mb
Release : 2014-06-13
Category : Mathematics
ISBN : 9780128010358

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Fundamentals of Applied Probability and Random Processes by Oliver Ibe Pdf

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).

Author : John Bowman Thomas
Publisher : Unknown
Page : 360 pages
File Size : 55,7 Mb
Release : 1981
Category : Mathematics
ISBN : STANFORD:36105032692977

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An Introduction to Applied Probability and Random Processes by John Bowman Thomas Pdf

Author : Amedeo R. Odoni,Wilbur B. Davenport
Publisher : Unknown
Page : 415 pages
File Size : 45,8 Mb
Release : 1970
Category : Electronic
ISBN : 0070475679

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Exercise Solutions to Accompany Probability and Random Processes by Amedeo R. Odoni,Wilbur B. Davenport Pdf

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 498 pages
File Size : 41,9 Mb
Release : 2024
Category : Probabilities
ISBN : 9783031493065

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An Introduction to Applied Probability by Pierre Brémaud Pdf

This book provides the elements of probability and stochastic processes of direct interest to the applied sciences where probabilistic models play an important role, most notably in the information and communications sciences, computer sciences, operations research, and electrical engineering, but also in fields like epidemiology, biology, ecology, physics, and the earth sciences. The theoretical tools are presented gradually, not deterring the readers with a wall of technicalities before they have the opportunity to understand their relevance in simple situations. In particular, the use of the so-called modern integration theory (the Lebesgue integral) is postponed until the fifth chapter, where it is reviewed in sufficient detail for a rigorous treatment of the topics of interest in the various domains of application listed above. The treatment, while mathematical, maintains a balance between depth and accessibility that is suitable for the efficient manipulation, based on solid theoretical foundations, of the four most important and ubiquitous categories of probabilistic models: Markov chains, which are omnipresent and versatile models in applied probability Poisson processes (on the line and in space), occurring in a range of applications from ecology to queuing and mobile communications networks Brownian motion, which models fluctuations in the stock market and the "white noise" of physics Wide-sense stationary processes, of special importance in signal analysis and design, as well as in the earth sciences. This book can be used as a text in various ways and at different levels of study. Essentially, it provides the material for a two-semester graduate course on probability and stochastic processes in a department of applied mathematics or for students in departments where stochastic models play an essential role. The progressive introduction of concepts and tools, along with the inclusion of numerous examples, also makes this book well-adapted for self-study.

Author : Valérie Girardin,Nikolaos Limnios
Publisher : Springer
Page : 260 pages
File Size : 50,8 Mb
Release : 2018-09-12
Category : Mathematics
ISBN : 9783319974125

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Applied Probability by Valérie Girardin,Nikolaos Limnios Pdf

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

Author : John B. Thomas
Publisher : Unknown
Page : 0 pages
File Size : 45,7 Mb
Release : 1971
Category : Electronic
ISBN : OCLC:1431286727

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An Introduction to Applied Probability and Random Process by John B. Thomas Pdf

Author : Wilbur B. Davenport
Publisher : Unknown
Page : 586 pages
File Size : 42,6 Mb
Release : 1970
Category : Mathematics
ISBN : UOM:39015011136515

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Probability and Random Processes by Wilbur B. Davenport Pdf

Author : Scott Miller,Donald Childers
Publisher : Academic Press
Page : 625 pages
File Size : 47,8 Mb
Release : 2012-01-11
Category : Mathematics
ISBN : 9780123869814

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Probability and Random Processes by Scott Miller,Donald Childers Pdf

Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.

Author : Frank Beichelt
Publisher : CRC Press
Page : 347 pages
File Size : 47,9 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781482257670

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Applied Probability and Stochastic Processes by Frank Beichelt Pdf

Applied Probability and Stochastic Processes, Second Edition presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. It covers the theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates applications through the analysis of numerous practical examples. The author draws on his 50 years of experience in the field to give your students a better understanding of probability theory and stochastic processes and enable them to use stochastic modeling in their work. New to the Second Edition Completely rewritten part on probability theory—now more than double in size New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections Additional examples, exercises, and figures Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.

Author : Hossein Pishro-Nik
Publisher : Unknown
Page : 746 pages
File Size : 45,9 Mb
Release : 2014-08-15
Category : Probabilities
ISBN : 0990637204

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Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik Pdf

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Author : Oliver C. Ibe
Publisher : Unknown
Page : 442 pages
File Size : 42,7 Mb
Release : 2012-01-01
Category : Electronic
ISBN : 8994961224

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Fundamentals of Applied Probability and Random Processes(Paperback) by Oliver C. Ibe Pdf

Author : Valérie Girardin,Nikolaos Limnios
Publisher : Springer Nature
Page : 265 pages
File Size : 49,6 Mb
Release : 2022-05-04
Category : Mathematics
ISBN : 9783030979638

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Applied Probability by Valérie Girardin,Nikolaos Limnios Pdf

This textbook presents the basics of probability and statistical estimation, with a view to applications. The didactic presentation follows a path of increasing complexity with a constant concern for pedagogy, from the most classical formulas of probability theory to the asymptotics of independent random sequences and an introduction to inferential statistics. The necessary basics on measure theory are included to ensure the book is self-contained. Illustrations are provided from many applied fields, including information theory and reliability theory. Numerous examples and exercises in each chapter, all with solutions, add to the main content of the book. Written in an accessible yet rigorous style, the book is addressed to advanced undergraduate students in mathematics and graduate students in applied mathematics and statistics. It will also appeal to students and researchers in other disciplines, including computer science, engineering, biology, physics and economics, who are interested in a pragmatic introduction to the probability modeling of random phenomena.

Author : Robert S. Liptser,Albert N. Shiryaev
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 43,8 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9783662100288

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Statistics of Random Processes II by Robert S. Liptser,Albert N. Shiryaev Pdf

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW

Author : Ian F. Blake
Publisher : Unknown
Page : 552 pages
File Size : 47,8 Mb
Release : 1987
Category : Mathematics
ISBN : PSU:000015286734

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An Introduction to Applied Probability by Ian F. Blake Pdf

Designed for a curriculum that contains only 2 single one-semester course on probability. Covers the core of probability theory, considers sums of random variables, derives sampling distributions, and discusses the approximation of distributions. Includes nonstatistical and statistical applications such as hypothesis testing, confidence intervals, and regression analysis. Numerous worked examples throughout the text illustrate the material and each chapter concludes with a number of problems.

Author : Geoffrey Grimmett,Director of Research and Professor Emeritus of Mathematical Statistics Geoffrey Grimmett,David Stirzaker
Publisher : Oxford University Press, USA
Page : 682 pages
File Size : 48,6 Mb
Release : 2020-07-16
Category : Electronic
ISBN : 9780198847601

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Probability and Random Processes by Geoffrey Grimmett,Director of Research and Professor Emeritus of Mathematical Statistics Geoffrey Grimmett,David Stirzaker Pdf

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US � To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.BE � To discuss important random processes in depth with many examples.BE � To cover a range of topics that are significant and interesting but less routine.BE � To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with It�'s formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, L�vy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).CP