Probability Theory And Stochastic Processes With Applications Second Edition

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 713 pages
File Size : 48,8 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.

Author : Oliver Knill
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 53,6 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.

Author : Peter Olofsson,Mikael Andersson
Publisher : John Wiley & Sons
Page : 573 pages
File Size : 53,5 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.

Author : Pierre Del Moral,Spiridon Penev
Publisher : CRC Press
Page : 866 pages
File Size : 47,8 Mb
Release : 2017-02-24
Category : Mathematics
ISBN : 9781498701846

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Stochastic Processes by Pierre Del Moral,Spiridon Penev Pdf

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.

Author : Anonim
Publisher : Unknown
Page : 8 pages
File Size : 46,8 Mb
Release : 1896
Category : Electronic
ISBN : OCLC:43547558

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Campaign Literature [on the Money Question]. by Anonim Pdf

Author : Ionut Florescu
Publisher : John Wiley & Sons
Page : 578 pages
File Size : 44,9 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.

Author : Frank Beichelt
Publisher : CRC Press
Page : 562 pages
File Size : 55,8 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781315362571

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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 : Roy D. Yates,David J. Goodman
Publisher : Unknown
Page : 552 pages
File Size : 43,6 Mb
Release : 2005
Category : Mathematics
ISBN : UCSC:32106017936276

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Probability and Stochastic Processes by Roy D. Yates,David J. Goodman Pdf

This user-friendly resource will help you grasp the concepts of probability and stochastic processes, so you can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems. Key Features: The text follows a single model that begins with an experiment consisting of a procedure and observations. The mathematics of discrete random variables appears separately from the mathematics of continuous random variables. Stochastic processes are introduced in Chapter 6, immediately after the presentation of discrete and continuous random variables. Subsequent material, including central limit theorem approximations, laws of large numbers, and statistical inference, then use examples that reinforce stochastic process concepts. An abundance of exercises are provided that help students learn how to put the theory to use.

Author : Peter Watts Jones,Peter Smith
Publisher : CRC Press
Page : 233 pages
File Size : 51,7 Mb
Release : 2009-10-09
Category : Mathematics
ISBN : 9781420099805

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Stochastic Processes by Peter Watts Jones,Peter Smith Pdf

Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica® and R programs that offer flexibility in creating graphs and performing computations.

Author : Robert S. Liptser,Albert N. Shiryaev
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 51,5 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9783662100288

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Statistics of Random Processes II by Robert S. Liptser,Albert N. Shiryaev Pdf

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW

Author : Georg Lindgren
Publisher : CRC Press
Page : 378 pages
File Size : 51,6 Mb
Release : 2012-10-01
Category : Mathematics
ISBN : 9781466557796

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Stationary Stochastic Processes by Georg Lindgren Pdf

Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 48,7 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 : A. Bruce Clarke,Ralph L. Disney
Publisher : John Wiley & Sons
Page : 342 pages
File Size : 55,6 Mb
Release : 1991-01-16
Category : Technology & Engineering
ISBN : 9780471085355

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Probability and Random Processes by A. Bruce Clarke,Ralph L. Disney Pdf

A comprehensive textbook for undergraduate courses in introductory probability. Offers a case study approach, with examples from engineering and the social and life sciences. Updated second edition includes advanced material on stochastic processes. Suitable for junior and senior level courses in industrial engineering, mathematics, business, biology, and social science departments.

Author : Malempati M. Rao,Randall J. Swift
Publisher : Springer Science & Business Media
Page : 537 pages
File Size : 51,6 Mb
Release : 2006-06-03
Category : Mathematics
ISBN : 9780387277318

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Probability Theory with Applications by Malempati M. Rao,Randall J. Swift Pdf

This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

Author : Malempati M. Rao
Publisher : Springer
Page : 669 pages
File Size : 41,6 Mb
Release : 2014-11-14
Category : Mathematics
ISBN : 9783319121727

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Stochastic Processes - Inference Theory by Malempati M. Rao Pdf

This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.