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Basic Stochastic Processes

Author: Zdzislaw Brzezniak
Publisher: Springer Science & Business Media
ISBN: 1447105338
Size: 55.17 MB
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Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

International Bibliography Of Economics

Author: British Library of Political and Economic Science
Publisher: Psychology Press
ISBN: 9780415262361
Size: 42.67 MB
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First published in 1952, the International Bibliography of the Social Sciences(anthropology, economics, political science, and sociology) is well established as a major bibliographic reference for students, researchers and librarians in the social sciences worldwide. Key features * Authority: Rigorous standards are applied to make the IBSSthe most authoritative selective bibliography ever produced. Articles and books are selected on merit by some of the world's most expert librarians and academics. *Breadth: today the IBSScovers over 2000 journals - more than any other comparable resource. The latest monograph publications are also included. *International Coverage: the IBSSreviews scholarship published in over 30 languages, including publications from Eastern Europe and the developing world. *User friendly organization: all non-English titles are word sections. Extensive author, subject and place name indexes are provided in both English and French. Place your standing order now for the 2000 volumes of the the IBSS Anthropology: 2000 Vol.46 November 2001: 234x156: 520pp: Hb: 0-415-26235-6: £185.00 Economics: 2000 Vol.49 November 2001: 234x156: 520pp: Hb: 0-415-26236-4: £185.00 Political Science: 2000 Vol.49 November 2001: 234x156: 520pp: Hb: 0-415-26237-2: £185.00 Sociology: 2000 Vol.50 November 2001: 234x156: 520pp: Hb: 0-415-26238-0: £185.00 ern Europe and the developing world. *User friendly organization: all non-English titles are word sections. Extensive author, subject and place name indexes are provided in both English and French. Place your standing order now for the 2000 volumes of the the IBSS Anthropology: 2000 Vol.46 November 2001: 234x156: 520pp: Hb: 0-415-26235-6: £185.00 Economics: 2000 Vol.49 November 2001: 234x156: 520pp: Hb: 0-415-26236-4: £185.00 Political Science: 2000 Vol.49 November 2001: 234x156: 520pp: Hb: 0-415-26237-2: £185.00 Sociology: 2000 Vol.50 November 2001: 234x156: 520pp: Hb: 0-415-26238-0: £185.00 : 234x156: 520pp: Hb: 0-415-26238-0: £185.00

Probability Models

Author: John Haigh
Publisher: Springer Science & Business Media
ISBN: 1447101693
Size: 72.40 MB
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Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of probability via dice and cards, the idea of fairness in games of chance, and the random ways in which, say, birthdays are shared or particular events arise. Applications include branching processes, random walks, Markov chains, queues, renewal theory, and Brownian motion. No specific knowledge of the subject is assumed, only a familiarity with the notions of calculus, and the summation of series. Where the full story would call for a deeper mathematical background, the difficulties are noted and appropriate references given. The main topics arise naturally, with definitions and theorems supported by fully worked examples and some 200 set exercises, all with solutions.

Understanding Markov Chains

Author: Nicolas Privault
Publisher: Springer
ISBN: 9811306591
Size: 80.19 MB
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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It first examines in detail two important examples (gambling processes and random walks) before presenting the general theory itself in the subsequent chapters. It also provides an introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times, together with a chapter on spatial Poisson processes. The concepts presented are illustrated by examples, 138 exercises and 9 problems with their solutions.

Non Life Insurance Mathematics

Author: Thomas Mikosch
Publisher: Springer Science & Business Media
ISBN: 3540406506
Size: 14.88 MB
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Elementary Probability Theory

Author: Kai Lai Chung
Publisher: Springer Science & Business Media
ISBN: 0387215484
Size: 42.19 MB
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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