Applied Probability And Stochastic Processes

Applied Probability And Stochastic Processes Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Applied Probability And Stochastic Processes book. This book definitely worth reading, it is an incredibly well-written.

Applied Probability and Stochastic Processes

Richard M. Feldman,Ciriaco Valdez-Flores
Applied Probability and Stochastic Processes Book PDF

Author : Richard M. Feldman,Ciriaco Valdez-Flores
Publisher : Springer Science & Business Media
Page : 397 pages
File Size : 51,5 Mb
Release : 2009-11-27
Category : Technology & Engineering
ISBN : 9783642051586

Get Book

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.

Applied Probability and Stochastic Processes

V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky
Applied Probability and Stochastic Processes Book PDF

Author : V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky
Publisher : Springer Nature
Page : 521 pages
File Size : 41,8 Mb
Release : 2020-08-29
Category : Mathematics
ISBN : 9789811559518

Get Book

Applied Probability and Stochastic Processes by V. C. Joshua,S. R. S. Varadhan,Vladimir M. Vishnevsky Pdf

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.

Applied Probability and Stochastic Processes

Richard Martin Feldman,Ciriaco Valdez-Flores
Applied Probability and Stochastic Processes Book PDF

Author : Richard Martin Feldman,Ciriaco Valdez-Flores
Publisher : Brooks/Cole
Page : 328 pages
File Size : 46,8 Mb
Release : 1996
Category : Mathematics
ISBN : UOM:39015038438233

Get Book

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

In this book, Feldman and Valdez-Flores present applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications for the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. Unique features of the book include a self-contained chapter on simulation (Chapter 3) and early introduction of Markov chains.

Fundamentals of Applied Probability and Random Processes

Oliver Ibe
Fundamentals of Applied Probability and Random Processes Book PDF

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 43,5 Mb
Release : 2014-06-13
Category : Mathematics
ISBN : 9780128010358

Get Book

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).

Applied Probability and Stochastic Processes

Frank Beichelt
Applied Probability and Stochastic Processes Book PDF

Author : Frank Beichelt
Publisher : CRC Press
Page : 562 pages
File Size : 41,5 Mb
Release : 2016-04-05
Category : Business & Economics
ISBN : 9781482257656

Get Book

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.

Applied Probability and Stochastic Processes

Michel K. Ochi
Applied Probability and Stochastic Processes Book PDF

Author : Michel K. Ochi
Publisher : Wiley-Interscience
Page : 528 pages
File Size : 54,9 Mb
Release : 1990-01-25
Category : Mathematics
ISBN : UOM:39015015160628

Get Book

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.

Applied Probability and Stochastic Processes

J. George Shanthikumar,Ushio Sumita
Applied Probability and Stochastic Processes Book PDF

Author : J. George Shanthikumar,Ushio Sumita
Publisher : Springer
Page : 368 pages
File Size : 55,5 Mb
Release : 1999-11-30
Category : Business & Economics
ISBN : UVA:X004406134

Get Book

Applied Probability and Stochastic Processes by J. George Shanthikumar,Ushio Sumita Pdf

Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

Applied Stochastic Processes

Mario Lefebvre
Applied Stochastic Processes Book PDF

Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 395 pages
File Size : 55,7 Mb
Release : 2007-12-14
Category : Mathematics
ISBN : 9780387489766

Get Book

Applied Stochastic Processes by Mario Lefebvre Pdf

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.

Basics of Applied Stochastic Processes

Richard Serfozo
Basics of Applied Stochastic Processes Book PDF

Author : Richard Serfozo
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 44,9 Mb
Release : 2009-01-24
Category : Mathematics
ISBN : 9783540893325

Get Book

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.

Applied Probability

Valérie Girardin,Nikolaos Limnios
Applied Probability Book PDF

Author : Valérie Girardin,Nikolaos Limnios
Publisher : Springer
Page : 260 pages
File Size : 45,5 Mb
Release : 2018-09-12
Category : Mathematics
ISBN : 9783319974125

Get Book

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.

Applied Probability and Stochastic Processes

Frank Beichelt
Applied Probability and Stochastic Processes Book PDF

Author : Frank Beichelt
Publisher : CRC Press
Page : 347 pages
File Size : 48,7 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781482257670

Get Book

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.

Introduction to Probability and Stochastic Processes with Applications

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

Author : Liliana Blanco Castañeda,Viswanathan Arunachalam,Selvamuthu Dharmaraja
Publisher : John Wiley & Sons
Page : 741 pages
File Size : 53,6 Mb
Release : 2014-08-21
Category : Mathematics
ISBN : 9781118344965

Get Book

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.

Stochastic Ordering and Dependence in Applied Probability

R. Szekli
Stochastic Ordering and Dependence in Applied Probability Book PDF

Author : R. Szekli
Publisher : Springer Science & Business Media
Page : 204 pages
File Size : 54,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461225287

Get Book

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.

Applied Probability and Statistics

Mario Lefebvre
Applied Probability and Statistics Book PDF

Author : Mario Lefebvre
Publisher : Springer Science & Business Media
Page : 364 pages
File Size : 43,7 Mb
Release : 2007-04-03
Category : Mathematics
ISBN : 9780387285054

Get Book

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.

Probability Theory and Stochastic Processes

Pierre Brémaud
Probability Theory and Stochastic Processes Book PDF

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 713 pages
File Size : 54,6 Mb
Release : 2020-04-07
Category : Mathematics
ISBN : 9783030401832

Get Book

Probability Theory and Stochastic Processes by Pierre Brémaud Pdf

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.