An Introduction To Applied Probability And Random Processes

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 50,6 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 : 338 pages
File Size : 43,5 Mb
Release : 1971
Category : Probabilities
ISBN : OCLC:488675672

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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 : 48,6 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 : Valérie Girardin,Nikolaos Limnios
Publisher : Springer
Page : 260 pages
File Size : 48,5 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 : Michel K. Ochi
Publisher : Wiley-Interscience
Page : 528 pages
File Size : 42,9 Mb
Release : 1990-01-25
Category : Mathematics
ISBN : UOM:39015015160628

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Applied Probability and Stochastic Processes by Michel K. Ochi Pdf

This introduction to modern concepts of applied stochastic processes is written for a broad range of applications in diverse areas of engineering and the physical sciences (unlike other books, which are written primarily for communications or electrical engineering). Emphasis is on clarifying the basic principles supporting current prediction techniques. The first eight chapters present the probability theory relevant to analysis of stochastic processes. The following nine chapters discuss principles, advanced techniques (including the procedures of spectral analysis and the development of the probability density function) and applications. Also features material found in the recent literature such as higher-order spectral analysis, the joint probability distribution of amplitudes and periods and non-Gaussian random processes. Includes numerous illustrative examples.

Author : Frank Beichelt
Publisher : CRC Press
Page : 562 pages
File Size : 54,6 Mb
Release : 2016-04-05
Category : Business & Economics
ISBN : 9781482257656

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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 : Scott Miller,Donald Childers
Publisher : Academic Press
Page : 625 pages
File Size : 47,6 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 : Hossein Pishro-Nik
Publisher : Unknown
Page : 746 pages
File Size : 54,9 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 : Frank Beichelt
Publisher : CRC Press
Page : 347 pages
File Size : 51,9 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 : Oliver C. Ibe
Publisher : Unknown
Page : 442 pages
File Size : 54,7 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 : Wilbur B. Davenport
Publisher : Unknown
Page : 586 pages
File Size : 49,5 Mb
Release : 1970
Category : Mathematics
ISBN : UOM:39015011136515

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Probability and Random Processes by Wilbur B. Davenport Pdf

Author : Richard Serfozo
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 46,7 Mb
Release : 2009-01-24
Category : Mathematics
ISBN : 9783540893325

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Basics of Applied Stochastic Processes by Richard Serfozo Pdf

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.

Author : James L. Melsa,Andrew P. Sage
Publisher : Courier Corporation
Page : 420 pages
File Size : 53,7 Mb
Release : 2013-01-01
Category : Mathematics
ISBN : 9780486490991

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An Introduction to Probability and Stochastic Processes by James L. Melsa,Andrew P. Sage Pdf

Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Author : Liliana Blanco Castañeda,Viswanathan Arunachalam,Selvamuthu Dharmaraja
Publisher : John Wiley & Sons
Page : 741 pages
File Size : 52,6 Mb
Release : 2014-08-21
Category : Mathematics
ISBN : 9781118344965

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Introduction to Probability and Stochastic Processes with Applications by Liliana Blanco Castañeda,Viswanathan Arunachalam,Selvamuthu Dharmaraja Pdf

An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.

Author : Hisashi Kobayashi,Brian L. Mark,William Turin
Publisher : Cambridge University Press
Page : 813 pages
File Size : 44,6 Mb
Release : 2011-12-15
Category : Technology & Engineering
ISBN : 9781139502610

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Probability, Random Processes, and Statistical Analysis by Hisashi Kobayashi,Brian L. Mark,William Turin Pdf

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.