Probability Theory And Stochastic Processes

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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 : 44,8 Mb
Release : 2020-04-07
Category : Mathematics
ISBN : 9783030401832

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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.

Probability Theory and Stochastic Processes with Applications (Second Edition)

Oliver Knill
Probability Theory and Stochastic Processes with Applications Second Edition Book PDF

Author : Oliver Knill
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 42,7 Mb
Release : 2017-01-31
Category : Mathematics
ISBN : 9813109491

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Probability Theory and Stochastic Processes with Applications (Second Edition) by Oliver Knill Pdf

This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.

Probability and Stochastic Processes

Ionut Florescu
Probability and Stochastic Processes Book PDF

Author : Ionut Florescu
Publisher : John Wiley & Sons
Page : 578 pages
File Size : 50,6 Mb
Release : 2014-10-27
Category : Mathematics
ISBN : 9780470624555

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Probability and Stochastic Processes by Ionut Florescu Pdf

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Introduction to Probability Theory and Stochastic Processes

John Chiasson
Introduction to Probability Theory and Stochastic Processes Book PDF

Author : John Chiasson
Publisher : John Wiley & Sons
Page : 0 pages
File Size : 42,9 Mb
Release : 2013-04-08
Category : Mathematics
ISBN : 9781118382790

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Introduction to Probability Theory and Stochastic Processes by John Chiasson Pdf

A unique approach to stochastic processes that connects the mathematical formulation of random processes to their use in applications This book presents an innovative approach to teaching probability theory and stochastic processes based on the binary expansion of the unit interval. Departing from standard pedagogy, it uses the binary expansion of the unit interval to explicitly construct an infinite sequence of independent random variables (of any given distribution) on a single probability space. This construction then provides the framework to understand the mathematical formulation of probability theory for its use in applications. Features include: The theory is presented first for countable sample spaces (Chapters 1-3) and then for uncountable sample spaces (Chapters 4-18) Coverage of the explicit construction of i.i.d. random variables on a single probability space to explain why it is the distribution function rather than the functional form of random variables that matters when it comes to modeling random phenomena Explicit construction of continuous random variables to facilitate the "digestion" of random variables, i.e., how they are used in contrast to how they are defined Explicit construction of continuous random variables to facilitate the two views of expectation: as integration over the underlying probability space (abstract view) or as integration using the density function (usual view) A discussion of the connections between Bernoulli, geometric, and Poisson processes Incorporation of the Johnson-Nyquist noise model and an explanation of why (and when) it is valid to use a delta function to model its autocovariance Comprehensive, astute, and practical, Introduction to Probability Theory and Stochastic Processes is a clear presentation of essential topics for those studying communications, control, machine learning, digital signal processing, computer networks, pattern recognition, image processing, and coding theory.

Elementary Probability Theory with Stochastic Processes

K. L. Chung
Elementary Probability Theory with Stochastic Processes Book PDF

Author : K. L. Chung
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 41,7 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9781475739732

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Elementary Probability Theory with Stochastic Processes by K. L. Chung Pdf

This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.

A First Look At Stochastic Processes

Jeffrey S Rosenthal
A First Look At Stochastic Processes Book PDF

Author : Jeffrey S Rosenthal
Publisher : World Scientific
Page : 213 pages
File Size : 49,8 Mb
Release : 2019-09-26
Category : Mathematics
ISBN : 9789811207921

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A First Look At Stochastic Processes by Jeffrey S Rosenthal Pdf

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Lectures in Elementary Probability Theory and Stochastic Processes

Jean-Claude Falmagne
Lectures in Elementary Probability Theory and Stochastic Processes Book PDF

Author : Jean-Claude Falmagne
Publisher : McGraw-Hill Science, Engineering & Mathematics
Page : 296 pages
File Size : 41,5 Mb
Release : 2002
Category : Mathematics
ISBN : UOM:39015055088333

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Lectures in Elementary Probability Theory and Stochastic Processes by Jean-Claude Falmagne Pdf

Designed for undergraduate mathematics students or graduate students in the sciences. This book can be used in a prerequisite course for Statistics (for math majors) or Mathematical Modeling. The first eighteen chapters could be used in a one-quarter course, and the entire text is suitable for a one-semester course.

Elementary Probability Theory with Stochastic Processes

K. L. Chung
Elementary Probability Theory with Stochastic Processes Book PDF

Author : K. L. Chung
Publisher : Springer Science & Business Media
Page : 338 pages
File Size : 48,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781468493467

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Elementary Probability Theory with Stochastic Processes by K. L. Chung Pdf

A new feature of this edition consists of photogra phs of eight masters in the contemporary development of probability theory. All of them appear in the body of the book, though the few references there merely serve to give a glimpse of their manifold contributions. It is hoped that these vivid pictures will inspire in the reader a feeling that our science is a live endeavor created and pursued by real personalities. I have had the privilege of meeting and knowing most of them after studying their works and now take pleasure in introducing them to a younger generation. In collecting the photographs I had the kind assistance of Drs Marie-Helene Schwartz, Joanne Elliot, Milo Keynes and Yu. A. Rozanov, to whom warm thanks are due. A German edition of the book has just been published. I am most grateful to Dr. Herbert Vogt for his careful translation which resulted also in a consid erable number of improvements on the text of this edition. Other readers who were kind enough to send their comments include Marvin Greenberg, Louise Hay, Nora Holmquist, H. -E. Lahmann, and Fred Wolock. Springer-Verlag is to be complimented once again for its willingness to make its books "immer besser. " K. L. C. September 19, 1978 Preface to the Second Edition A determined effort was made to correct the errors in the first edition. This task was assisted by: Chao Hung-po, J. L. Doob, R. M. Exner, W. H.

Elementary Probability Theory

Kai Lai Chung,Farid AitSahlia
Elementary Probability Theory Book PDF

Author : Kai Lai Chung,Farid AitSahlia
Publisher : Springer Science & Business Media
Page : 411 pages
File Size : 48,7 Mb
Release : 2012-11-12
Category : Mathematics
ISBN : 9780387215488

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Elementary Probability Theory by Kai Lai Chung,Farid AitSahlia Pdf

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Probability, Statistics, and Stochastic Processes

Peter Olofsson,Mikael Andersson
Probability Statistics and Stochastic Processes Book PDF

Author : Peter Olofsson,Mikael Andersson
Publisher : John Wiley & Sons
Page : 573 pages
File Size : 40,6 Mb
Release : 2012-05-22
Category : Mathematics
ISBN : 9780470889749

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Probability, Statistics, and Stochastic Processes by Peter Olofsson,Mikael Andersson Pdf

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Theory of Probability and Random Processes

Leonid Koralov,Yakov G. Sinai
Theory of Probability and Random Processes Book PDF

Author : Leonid Koralov,Yakov G. Sinai
Publisher : Springer Science & Business Media
Page : 346 pages
File Size : 51,9 Mb
Release : 2007-08-10
Category : Mathematics
ISBN : 9783540688297

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Theory of Probability and Random Processes by Leonid Koralov,Yakov G. Sinai Pdf

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

An Introduction to Probability and Stochastic Processes

James L. Melsa,Andrew P. Sage
An Introduction to Probability and Stochastic Processes Book PDF

Author : James L. Melsa,Andrew P. Sage
Publisher : Courier Corporation
Page : 420 pages
File Size : 53,6 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.

Theory of Stochastic Objects

Athanasios Christou Micheas
Theory of Stochastic Objects Book PDF

Author : Athanasios Christou Micheas
Publisher : CRC Press
Page : 409 pages
File Size : 40,9 Mb
Release : 2018-01-19
Category : Mathematics
ISBN : 9781466515215

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Theory of Stochastic Objects by Athanasios Christou Micheas Pdf

This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume. Presents and illustrates ‘random objects’ in different contexts, under a unified framework, starting with rudimentary results on random variables and random sequences, all the way up to stochastic partial differential equations. Reviews rudimentary probability and introduces statistical inference, from basic to advanced, thus making the transition from basic statistical modeling and estimation to advanced topics more natural and concrete. Compact and comprehensive presentation of the material that will be useful to a reader from the mathematics and statistical sciences, at any stage of their career, either as a graduate student, an instructor, or an academician conducting research and requiring quick references and examples to classic topics. Includes 378 exercises, with the solutions manual available on the book's website. 121 illustrative examples of the concepts presented in the text (many including multiple items in a single example). The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.

Probability, Statistics, and Stochastic Processes for Engineers and Scientists

Aliakbar Montazer Haghighi,Indika Wickramasinghe
Probability Statistics and Stochastic Processes for Engineers and Scientists Book PDF

Author : Aliakbar Montazer Haghighi,Indika Wickramasinghe
Publisher : CRC Press
Page : 635 pages
File Size : 51,5 Mb
Release : 2020-07-14
Category : Mathematics
ISBN : 9781351238397

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Probability, Statistics, and Stochastic Processes for Engineers and Scientists by Aliakbar Montazer Haghighi,Indika Wickramasinghe Pdf

2020 Taylor & Francis Award Winner for Outstanding New Textbook! Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

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 : 45,5 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.