Author : Jacod
Publisher : Unknown
Page : 254 pages
File Size : 52,7 Mb
Release : 2008-06-01
Category : Electronic
ISBN : 818128982X
Probability Essentials, 2E
Jacod
Probability Essentials 2e
Probability Essentials 2e 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 Probability Essentials 2e book. This book definitely worth reading, it is an incredibly well-written.
Probability Essentials
Jean Jacod,Philip Protter
Author : Jean Jacod,Philip Protter
Publisher : Springer Science & Business Media
Page : 242 pages
File Size : 51,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642514319
Probability Essentials by Jean Jacod,Philip Protter Pdf
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Probability Essentials
Jean Jacod,Philip Protter
Author : Jean Jacod,Philip Protter
Publisher : Unknown
Page : 264 pages
File Size : 40,8 Mb
Release : 1999-12-15
Category : Electronic
ISBN : 3642514324
Probability Essentials by Jean Jacod,Philip Protter Pdf
Most books that deal with probability do not cover any measure theory, yet knowledge of measure theory is needed to learn probability. This book covers all the essentials of probability theory while developing the necessary measure theory. The book will bring its reader from a starting knowledge of probability through the basics of Martingale theory in a lean, directed manner. It is perfect for those needing a quick grounding in probability theory in order to move on to more advanced topics useful in applied areas such as finance, economics, electrical engineering, and operations research.
Concepts of Probability Theory
Paul E. Pfeiffer
Author : Paul E. Pfeiffer
Publisher : Courier Corporation
Page : 416 pages
File Size : 52,5 Mb
Release : 2013-05-13
Category : Mathematics
ISBN : 9780486165660
Concepts of Probability Theory by Paul E. Pfeiffer Pdf
Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.
Probability Essentials
Anonim
Author : Anonim
Publisher : Research & Education Assoc.
Page : 132 pages
File Size : 46,5 Mb
Release : 2024-06-29
Category : Mathematics
ISBN : 0738671371
Probability Essentials by Anonim Pdf
REAs Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Probability includes basic concepts, counting methods, conditional probability and independence, random variables, sums of random variables, countably infinite random variables, continuous random variables, special discrete probability models, special continuous probability distributions, generating functions, and Markov chains.
A Basic Course in Probability Theory
Rabi Bhattacharya,Edward C. Waymire
Author : Rabi Bhattacharya,Edward C. Waymire
Publisher : Springer Science & Business Media
Page : 217 pages
File Size : 46,5 Mb
Release : 2007-07-08
Category : Mathematics
ISBN : 9780387719399
A Basic Course in Probability Theory by Rabi Bhattacharya,Edward C. Waymire Pdf
Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.
Problems in Probability
T M Mills
Author : T M Mills
Publisher : World Scientific Publishing Company
Page : 192 pages
File Size : 55,8 Mb
Release : 2013-10-22
Category : Mathematics
ISBN : 9789814551472
Problems in Probability by T M Mills Pdf
This is a book of problems in probability and their solutions. The work has been written for undergraduate students who have a background in calculus and wish to study probability. Probability theory is a key part of contemporary mathematics. The subject plays a key role in the insurance industry, modelling financial markets, and statistics in general — including all those fields of endeavour to which statistics is applied (e.g. health, physical sciences, engineering, economics, social sciences). Every student majoring in mathematics at university ought to take a course on probability or mathematical statistics. Probability is now a standard part of high school mathematics, and teachers ought to be well versed and confident in the subject. Problem solving is important in mathematics. This book combines problem solving and probability.
Probability
Rick Durrett
Author : Rick Durrett
Publisher : Cambridge University Press
Page : 128 pages
File Size : 54,7 Mb
Release : 2010-08-30
Category : Mathematics
ISBN : 9781139491136
Probability by Rick Durrett Pdf
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.
A Primer for Unit Root Testing
K. Patterson
Author : K. Patterson
Publisher : Springer
Page : 301 pages
File Size : 44,6 Mb
Release : 2010-03-31
Category : Business & Economics
ISBN : 9780230248458
A Primer for Unit Root Testing by K. Patterson Pdf
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.
A Course of Stochastic Analysis
Alexander Melnikov
Author : Alexander Melnikov
Publisher : Springer Nature
Page : 214 pages
File Size : 52,7 Mb
Release : 2023-04-02
Category : Mathematics
ISBN : 9783031253263
A Course of Stochastic Analysis by Alexander Melnikov Pdf
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.
Introduction to Probability and Stochastic Processes with Applications
Liliana Blanco Castañeda,Viswanathan Arunachalam,Selvamuthu Dharmaraja
Author : Liliana Blanco Castañeda,Viswanathan Arunachalam,Selvamuthu Dharmaraja
Publisher : John Wiley & Sons
Page : 613 pages
File Size : 48,6 Mb
Release : 2012-06-26
Category : Mathematics
ISBN : 9781118294406
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.
An Advanced Course in Probability and Stochastic Processes
Dirk P. Kroese,Zdravko Botev
Author : Dirk P. Kroese,Zdravko Botev
Publisher : CRC Press
Page : 378 pages
File Size : 47,7 Mb
Release : 2023-12-15
Category : Mathematics
ISBN : 9781003828655
An Advanced Course in Probability and Stochastic Processes by Dirk P. Kroese,Zdravko Botev Pdf
An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov processes, and Itô processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes. Key Features: Focus on mathematical understanding Rigorous and self-contained Accessible and comprehensive High-quality illustrations Includes essential simulation algorithms Extensive list of exercises and worked-out examples Elegant and consistent notation
Measure, Probability, and Mathematical Finance
Guojun Gan,Chaoqun Ma,Hong Xie
Author : Guojun Gan,Chaoqun Ma,Hong Xie
Publisher : John Wiley & Sons
Page : 54 pages
File Size : 41,8 Mb
Release : 2014-05-05
Category : Mathematics
ISBN : 9781118831984
Measure, Probability, and Mathematical Finance by Guojun Gan,Chaoqun Ma,Hong Xie Pdf
An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.
Fundamentals of Applied Probability and Random Processes
Oliver Ibe
Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 45,6 Mb
Release : 2014-06-13
Category : Mathematics
ISBN : 9780128010358
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).
Counterexamples in Probability
Jordan M. Stoyanov
Author : Jordan M. Stoyanov
Publisher : Wiley
Page : 0 pages
File Size : 42,8 Mb
Release : 1997-07-14
Category : Mathematics
ISBN : 0471965383
Counterexamples in Probability by Jordan M. Stoyanov Pdf
Counterexamples (in the mathematical sense) are powerful tools of mathematical theory. This book covers counterexamples from probability theory and stochastic processes. This new expanded edition includes many examples and the latest research results. The author is regarded as one of the foremost experts in the field. Contains numbers examples.
