A Second Course in Probability

A Second Course in Probability PDF Author: Sheldon M. Ross
Publisher: Cambridge University Press
ISBN: 1009179918
Category : Mathematics
Languages : en
Pages : 191

Get Book Here

Book Description
The second edition of this popular text explores advanced topics in probability while keeping mathematical prerequisites to a minimum. With copious exercises and examples, it is an ideal guide for graduate students and professionals in application domains that depend on probability, including operations research, finance and machine learning.

A Second Course in Probability

A Second Course in Probability PDF Author: Sheldon M. Ross
Publisher: Cambridge University Press
ISBN: 1009179918
Category : Mathematics
Languages : en
Pages : 191

Get Book Here

Book Description
The second edition of this popular text explores advanced topics in probability while keeping mathematical prerequisites to a minimum. With copious exercises and examples, it is an ideal guide for graduate students and professionals in application domains that depend on probability, including operations research, finance and machine learning.

A Basic Course in Probability Theory

A Basic Course in Probability Theory PDF Author: Rabi Bhattacharya
Publisher: Springer
ISBN: 3319479741
Category : Mathematics
Languages : en
Pages : 270

Get Book Here

Book Description
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

A Course in Probability Theory

A Course in Probability Theory PDF Author: Kai Lai Chung
Publisher: Academic Press
ISBN: 0080570402
Category : Mathematics
Languages : en
Pages : 381

Get Book Here

Book Description
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

Introduction to Probability

Introduction to Probability PDF Author: Joseph K. Blitzstein
Publisher: CRC Press
ISBN: 1466575573
Category : Mathematics
Languages : en
Pages : 599

Get Book Here

Book Description
Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version. The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces. The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.

A First Look at Rigorous Probability Theory

A First Look at Rigorous Probability Theory PDF Author: Jeffrey Seth Rosenthal
Publisher: World Scientific
ISBN: 9812703705
Category : Mathematics
Languages : en
Pages : 238

Get Book Here

Book Description
Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.

Probability: A Graduate Course

Probability: A Graduate Course PDF Author: Allan Gut
Publisher: Springer Science & Business Media
ISBN: 0387273328
Category : Mathematics
Languages : en
Pages : 617

Get Book Here

Book Description
This textbook on the theory of probability starts from the premise that rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by explanations of the three main subjects in probability: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales.

Probability Theory

Probability Theory PDF Author:
Publisher: Allied Publishers
ISBN: 9788177644517
Category :
Languages : en
Pages : 436

Get Book Here

Book Description
Probability theory

A First Course in Probability

A First Course in Probability PDF Author: Sheldon M. Ross
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 536

Get Book Here

Book Description
P. 15.

Introduction to Probability

Introduction to Probability PDF Author: David F. Anderson
Publisher: Cambridge University Press
ISBN: 110824498X
Category : Mathematics
Languages : en
Pages : 447

Get Book Here

Book Description
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.

A Basic Course in Probability Theory

A Basic Course in Probability Theory PDF Author: Rabi Bhattacharya
Publisher: Springer Science & Business Media
ISBN: 0387719385
Category : Mathematics
Languages : en
Pages : 217

Get Book Here

Book Description
Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.