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Fundamentals Of Probability

Author: Saeed Ghahramani
Publisher: CRC Press
ISBN: 149875502X
Size: 52.55 MB
Format: PDF
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Fundamentals of Probability with Stochastic Processes, Third Edition teaches probability in a natural way through interesting and instructive examples and exercises that motivate the theory, definitions, theorems, and methodology. The author takes a mathematically rigorous approach while closely adhering to the historical development of probability. He includes more than 1500 routine and challenging exercises, historical remarks, and discussions of probability problems recently published in journals, such as Mathematics Magazine and American Mathematical Monthly. New to the Third Edition Reorganized material to reflect a more natural order of topics 278 new exercises and examples as well as better solutions to the problems New introductory chapter on stochastic processes More practical, nontrivial applications of probability and stochastic processes in finance, economics, and actuarial sciences, along with more genetics examples New section on survival analysis and hazard functions More explanations and clarifying comments in almost every section This versatile text is designed for a one- or two-term probability course for majors in mathematics, physical sciences, engineering, statistics, actuarial science, business and finance, operations research, and computer science. It also accessible to students who have completed a basic calculus course.

Functional Analysis For Probability And Stochastic Processes

Author: Adam Bobrowski
Publisher: Cambridge University Press
ISBN: 9781139443883
Size: 37.70 MB
Format: PDF
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This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.

Probability And Stochastic Processes

Author: Roy D. Yates
Publisher: John Wiley & Sons
ISBN: 1118324560
Size: 71.18 MB
Format: PDF, ePub, Mobi
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This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.

An Introduction To Probability And Stochastic Processes

Author: James L. Melsa
Publisher: Courier Corporation
ISBN: 0486490998
Size: 24.51 MB
Format: PDF, ePub, Docs
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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.

Probability Statistics And Stochastic Processes

Author: Peter Olofsson
Publisher: John Wiley & Sons
ISBN: 0470889748
Size: 25.29 MB
Format: PDF, Kindle
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"This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and renewal theory. Many new introductory problems and exercises have also been added. This book combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The book begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a focus on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout to help illustrate concepts and theory and to assist readers in developing an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter"--

Probability Stochastic Processes And Queueing Theory

Author: Randolph Nelson
Publisher: Springer Science & Business Media
ISBN: 9780387944524
Size: 67.16 MB
Format: PDF, Kindle
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Subjects covered include renewal processes, queueing theory, Markov processes, matrix geometric techniques, reversibility, and networks of queues. Examples and applications are drawn from problems in computer performance modeling.

Applied Probability And Stochastic Processes

Author: Richard M. Feldman
Publisher: Springer Science & Business Media
ISBN: 9783642051586
Size: 78.63 MB
Format: PDF, Mobi
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This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.