Applied Probability

Author : Kenneth Lange
Publisher : Springer Science & Business Media
Page : 302 pages
File Size : 52,5 Mb
Release : 2008-01-17
Category : Mathematics
ISBN : 9780387227115

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Applied Probability by Kenneth Lange Pdf

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.

Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 364 pages
File Size : 51,6 Mb
Release : 2007-04-03
Category : Mathematics
ISBN : 9780387285054

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Applied Probability and Statistics by Mario Lefebvre Pdf

This book moves systematically through the topic of applied probability from an introductory chapter to such topics as random variables and vectors, stochastic processes, estimation, testing and regression. The topics are well chosen and the presentation is enriched by many examples from real life. Each chapter concludes with many original, solved and unsolved problems and hundreds of multiple choice questions, enabling those unfamiliar with the topics to master them. Additionally appealing are historical notes on the mathematicians mentioned throughout, and a useful bibliography. A distinguishing character of the book is its thorough and succinct handling of the varied topics.

Author : Sheldon M. Ross
Publisher : Courier Corporation
Page : 224 pages
File Size : 47,5 Mb
Release : 2013-04-15
Category : Mathematics
ISBN : 9780486318646

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Applied Probability Models with Optimization Applications by Sheldon M. Ross Pdf

Concise advanced-level introduction to stochastic processes that arise in applied probability. Poisson process, renewal theory, Markov chains, Brownian motion, much more. Problems. References. Bibliography. 1970 edition.

Author : Paul Pfeiffer
Publisher : Unknown
Page : 0 pages
File Size : 41,7 Mb
Release : 2009
Category : Applied mathematics
ISBN : OCLC:1409442333

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Applied Probability by Paul Pfeiffer Pdf

This is a "first course" in the sense that it presumes no previous course in probability. The mathematical prerequisites are ordinary calculus and the elements of matrix algebra. A few standard series and integrals are used, and double integrals are evaluated as iterated integrals. The reader who can evaluate simple integrals can learn quickly from the examples how to deal with the iterated integrals used in the theory of expectation and conditional expectation. Appendix B provides a convenient compendium of mathematical facts used frequently in this work. And the symbolic toolbox, implementing MAPLE, may be used to evaluate integrals, if desired. In addition to an introduction to the essential features of basic probability in terms of a precise mathematical model, the work describes and employs user defined MATLAB procedures and functions (which we refer to as m-programs, or simply programs) to solve many important problems in basic probability. This should make the work useful as a stand-alone exposition as well as a supplement to any of several current textbooks. Most of the programs developed here were written in earlier versions of MATLAB, but have been revised slightly to make them quite compatible with MATLAB 7. In a few cases, alternate implementations are available in the Statistics Toolbox, but are implemented here directly from the basic MATLAB program, so that students need only that program (and the symbolic mathematics toolbox, if they desire its aid in evaluating integrals). Since machine methods require precise formulation of problems in appropriate mathematical form, it is necessary to provide some supplementary analytical material, principally the so-called minterm analysis. This material is not only important for computational purposes, but is also useful in displaying some of the structure of the relationships among events.

Author : R. Szekli
Publisher : Springer Science & Business Media
Page : 204 pages
File Size : 40,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461225287

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Stochastic Ordering and Dependence in Applied Probability by R. Szekli Pdf

This book is an introductionary course in stochastic ordering and dependence in the field of applied probability for readers with some background in mathematics. It is based on lectures and senlinars I have been giving for students at Mathematical Institute of Wroclaw University, and on a graduate course a.t Industrial Engineering Department of Texas A&M University, College Station, and addressed to a reader willing to use for example Lebesgue measure, conditional expectations with respect to sigma fields, martingales, or compensators as a common language in this field. In Chapter 1 a selection of one dimensional orderings is presented together with applications in the theory of queues, some parts of this selection are based on the recent literature (not older than five years). In Chapter 2 the material is centered around the strong stochastic ordering in many dimen sional spaces and functional spaces. Necessary facts about conditioning, Markov processes an"d point processes are introduced together with some classical results such as the product formula and Poissonian departure theorem for Jackson networks, or monotonicity results for some re newal processes, then results on stochastic ordering of networks, re~~ment policies and single server queues connected with Markov renewal processes are given. Chapter 3 is devoted to dependence and relations between dependence and ordering, exem plified by results on queueing networks and point processes among others.

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 49,7 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 : Ricardo Baeza-Yates,Joseph Glaz,Henryk Gzyl,Jürg Hüsler,José Luis Palacios
Publisher : Springer Science & Business Media
Page : 497 pages
File Size : 55,9 Mb
Release : 2006-02-28
Category : Mathematics
ISBN : 9780387233949

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Recent Advances in Applied Probability by Ricardo Baeza-Yates,Joseph Glaz,Henryk Gzyl,Jürg Hüsler,José Luis Palacios Pdf

Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics. Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area. This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability.

Author : Paul E. Pfeiffer,David A. Schum
Publisher : Elsevier
Page : 420 pages
File Size : 47,7 Mb
Release : 2014-05-10
Category : Mathematics
ISBN : 9781483277202

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Introduction to Applied Probability by Paul E. Pfeiffer,David A. Schum Pdf

Introduction to Applied Probability provides a basis for an intelligent application of probability ideas to a wide variety of phenomena for which it is suitable. It is intended as a tool for learning and seeks to point out and emphasize significant facts and interpretations which are frequently overlooked or confused by the beginner. The book covers more than enough material for a one semester course, enhancing the value of the book as a reference for the student. Notable features of the book are: the systematic handling of combinations of events (Section 3-5); extensive use of the mass concept as an aid to visualization; an unusually careful treatment of conditional probability, independence, and conditional independence (Section 6-4); the resulting clarification facilitates the formulation of many applied problems; the emphasis on events determined by random variables, which gives unity and clarity to many topics important for interpretation; and the utilization of the indicator function, both as a tool for dealing with events and as a notational device in the handling of random variables. Students of mathematics, engineering, biological and physical sciences will find the text highly useful.

Author : Mogens Bladt,Bo Friis Nielsen
Publisher : Springer
Page : 736 pages
File Size : 41,9 Mb
Release : 2017-05-18
Category : Mathematics
ISBN : 9781493970490

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Matrix-Exponential Distributions in Applied Probability by Mogens Bladt,Bo Friis Nielsen Pdf

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas. The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data. Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.

Author : Soeren Asmussen
Publisher : Springer Science & Business Media
Page : 438 pages
File Size : 46,7 Mb
Release : 2008-01-08
Category : Mathematics
ISBN : 9780387215259

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Applied Probability and Queues by Soeren Asmussen Pdf

"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended version of the first edition.... This book and the way the various topics are balanced are a welcome addition to the literature. It is an indispensable source of information for both advanced graduate students and researchers." --MATHEMATICAL REVIEWS

Author : Ian F. Blake
Publisher : Unknown
Page : 552 pages
File Size : 55,6 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 : Alvin W. Drake
Publisher : Unknown
Page : 283 pages
File Size : 55,7 Mb
Release : 1988
Category : Probabilities
ISBN : 0070178151

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Fundamentals of Applied Probability Theory by Alvin W. Drake Pdf

Author : Richard A. Roberts
Publisher : Addison Wesley Publishing Company
Page : 312 pages
File Size : 47,5 Mb
Release : 1992
Category : Mathematics
ISBN : UOM:39015022241825

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An Introduction to Applied Probability by Richard A. Roberts Pdf

Author : Richard M. Feldman,Ciriaco Valdez-Flores
Publisher : Springer Science & Business Media
Page : 400 pages
File Size : 42,6 Mb
Release : 2009-11-27
Category : Technology & Engineering
ISBN : 9783642051586

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Applied Probability and Stochastic Processes by Richard M. Feldman,Ciriaco Valdez-Flores Pdf

This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.

Author : Ephraim Suhir
Publisher : McGraw-Hill Professional Publishing
Page : 636 pages
File Size : 53,6 Mb
Release : 1996-12-31
Category : Mathematics
ISBN : STANFORD:36105019282693

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Applied Probability for Engineers and Scientists by Ephraim Suhir Pdf

This text is a concise guide to the principles of probability as used in the design and anlysis of engineered products and systems. With today's demand for total quality, products must be enigneered to have an extended lifetime, operating effectivly at all times to match the user's expectations. This book covers probabilistic methods and approaches used in engineering design and analysis in such disciplines as mechanical, civil, electrical, communications and quality engineering. Its emphasis is on structural analysis and mechanical design as well as practical applications.