Topics In Contemporary Probability And Its Applications

Author : J. Laurie Snell
Publisher : CRC Press
Page : 400 pages
File Size : 50,7 Mb
Release : 1995-04-18
Category : Mathematics
ISBN : 0849380731

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Topics in Contemporary Probability and Its Applications by J. Laurie Snell Pdf

Probability theory has grown from a modest study of simple games of change to a subject with application in almost every branch of knowledge and science. In this exciting book, a number of distinguished probabilists discuss their current work and applications in an easily understood manner. Chapters show that new directions in probability have been suggested by the application of probability to other fields and other disciplines of mathematics. The study of polymer chains in chemistry led to the study of self-avoiding random walks; the study of the Ising model in physics and models for epidemics in biology led to the study of the probability theory of interacting particle systems. The stochastic calculus has allowed probabilists to solve problems in classical analysis, in theory of investment, and in engineering. The mathematical formulation of game theory has led to new insights into decisions under uncertainty. These new developments in probability are vividly illustrated throughout the book.

Author : Emanuel Parzen
Publisher : Unknown
Page : 666 pages
File Size : 45,5 Mb
Release : 1960
Category : Probabilities
ISBN : UOM:39015012010628

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 670 pages
File Size : 43,8 Mb
Release : 2002-01-08
Category : Mathematics
ISBN : 0387953132

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Foundations of Modern Probability by Olav Kallenberg Pdf

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Author : Gregory F. Lawler,Lester Noel Coyle
Publisher : American Mathematical Soc.
Page : 113 pages
File Size : 41,9 Mb
Release : 1999
Category : Mathematics
ISBN : 9780821820292

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Lectures on Contemporary Probability by Gregory F. Lawler,Lester Noel Coyle Pdf

This volume is based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute. It is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. The material is coordinated so that some of the major computer simulations relate to topics covered in the first ten chapters. The goal is to present topics that are accessible to advanced undergraduates, yet are areas of current research in probability. The combination of the lucid yet informal style of the lectures and the hands-on nature of the simulations allows readers to become familiar with some interesting and active areas of probability. The first four chapters discuss random walks and the continuous limit of random walks: Brownian motion. Chapters 5 and 6 consider the fascinating mathematics of card shuffles, including the notions of random walks on a symmetric group and the general idea of random permutations. Chapters 7 and 8 discuss Markov chains, beginning with a standard introduction to the theory. Chapter 8 addresses the recent important application of Markov chains to simulations of random systems on large finite sets: Markov Chain Monte Carlo. Random walks and electrical networks are covered in Chapter 9. Uniform spanning trees, as connected to probability and random walks, are treated in Chapter 10. The final three chapters of the book present simulations. Chapter 11 discusses simulations for random walks. Chapter 12 covers simulation topics such as sampling from continuous distributions, random permutations, and estimating the number of matrices with certain conditions using Markov Chain Monte Carlo. Chapter 13 presents simulations of stochastic differential equations for applications in finance. (The simulations do not require one particular piece of software. They can be done in symbolic computation packages or via programming languages such as $\bold C$.) The volume concludes with a number of problems ranging from routine to very difficult. Of particular note are the problems that are typical of simulation problems given to students by the authors when teaching undergraduate probability.

Author : Bert E. Fristedt,Lawrence F. Gray
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 54,8 Mb
Release : 2013-11-21
Category : Mathematics
ISBN : 9781489928375

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A Modern Approach to Probability Theory by Bert E. Fristedt,Lawrence F. Gray Pdf

Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Author : Emanuel Parzen
Publisher : Unknown
Page : 482 pages
File Size : 49,8 Mb
Release : 2013-03
Category : Electronic
ISBN : 1258649012

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Mathematical probability theory is especially interesting to scientists and engineers. It introduces probability theory, showing how probability problems can be formulated mathematically to systematically attack routine methods. Topics include independence and dependence, probability laws and random variables. Over 500 exercises, an appendix of useful tables and answers to odd-numbered questions are also included.

Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 51,6 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194

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High-Dimensional Probability by Roman Vershynin Pdf

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author : B. Ramdas Bhat
Publisher : Unknown
Page : 296 pages
File Size : 53,8 Mb
Release : 1985
Category : Mathematics
ISBN : UOM:39015015627550

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Modern Probability Theory by B. Ramdas Bhat Pdf

A comprehensive treatment, unique in covering probability theory independently of modern theory. New edition features additional problems, examples that show scope and limitations of various results, and enlarged chapters on laws of large numbers, extensions, and generalizations.

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 535 pages
File Size : 49,7 Mb
Release : 2006-05-10
Category : Mathematics
ISBN : 9780387227047

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Foundations of Modern Probability by Olav Kallenberg Pdf

Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L=82vy processes, weak convergence, It=93 calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters. From the author of "Random Measures".

Author : Geoffrey R. Grimmett
Publisher : Springer Science & Business Media
Page : 459 pages
File Size : 51,6 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9783662039816

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Percolation by Geoffrey R. Grimmett Pdf

Percolation theory is the study of an idealized random medium in two or more dimensions. The emphasis of this book is upon core mathematical material and the presentation of the shortest and most accessible proofs. Much new material appears in this second edition including dynamic and static renormalization, strict inequalities between critical points, a sketch of the lace expansion, and several essays on related fields and applications.

Author : Danyal Sadik
Publisher : Unknown
Page : 268 pages
File Size : 41,6 Mb
Release : 2016-08-01
Category : Electronic
ISBN : 1681175649

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Probability with Statistical Applications by Danyal Sadik Pdf

Probability is the measure of the likelihood that an event will occur. Probability is quantified as a number between 0 and 1 (where 0 indicates impossibility and 1 indicates certainty). The higher the probability of an event, the more certain we are that the event will occur. Randomness and uncertainty exist in our daily lives as well as in every discipline in science, engineering, and technology. Statistics and probability are sections of mathematics that deal with data collection and analysis. Probability is the study of chance and is a very fundamental subject that we apply in everyday living, while statistics is more concerned with how we handle data using different analysis techniques and collection methods. These two subjects always go hand in hand and thus you can't study one without studying the other. Probability theory is applied in everyday life in risk assessment and in trade on financial markets. Governments apply probabilistic methods in environmental regulation, where it is called pathway analysis. In addition to financial assessment, probability can be used to analyze trends in biology (e.g. disease spread) as well as ecology. As with finance, risk assessment can be used as a statistical tool to calculate the likelihood of undesirable events occurring and can assist with implementing protocols to avoid encountering such circumstances. Another significant application of probability theory in everyday life is reliability. Probability with Statistical Applications features a wide range of important topics in modern probability theory and statistical applications. The book's coverage is thorough, its presentation logical and geared to student's needs. This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical applications.

Author : Evarist Giné,Geoffrey R. Grimmett,Laurent Saloff-Coste
Publisher : Springer
Page : 431 pages
File Size : 53,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540692102

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Lectures on Probability Theory and Statistics by Evarist Giné,Geoffrey R. Grimmett,Laurent Saloff-Coste Pdf

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Author : Geoffrey Grimmett
Publisher : Cambridge University Press
Page : 260 pages
File Size : 50,9 Mb
Release : 2010-06-24
Category : Mathematics
ISBN : 9781139488365

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Probability on Graphs by Geoffrey Grimmett Pdf

This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. Schramm–Löwner evolutions (SLE) arise in various contexts. The choice of topics is strongly motivated by modern applications and focuses on areas that merit further research. Special features include a simple account of Smirnov's proof of Cardy's formula for critical percolation, and a fairly full account of the theory of influence and sharp-thresholds. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.

Author : Jan M. Baetens,Martin Kutrib
Publisher : Springer
Page : 143 pages
File Size : 44,6 Mb
Release : 2018-06-15
Category : Computers
ISBN : 9783319926759

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Cellular Automata and Discrete Complex Systems by Jan M. Baetens,Martin Kutrib Pdf

This volume constitutes the thoroughly refereed proceedings of the 24th IFIP WG 1.5 International Workshop on Cellular Automata and Discrete Complex Systems, AUTOMATA 2018, held in Ghent, Belgium, in June 2018.The 10 regular papers presented in this book were carefully reviewed and selected from a total of 16 submissions. The papers highlight the major advances in the field and the development of new tools, support the development of theory and applications of CA and DCS and identify and study within an inter- and multidisciplinary context, the important fundamental aspects, concepts, notions and problems concerning CA and DCS.

Author : Kenneth Lange
Publisher : Springer Science & Business Media
Page : 376 pages
File Size : 49,9 Mb
Release : 1999
Category : Mathematics
ISBN : 0387949798

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Numerical Analysis for Statisticians by Kenneth Lange Pdf

Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.