Elementary Probability Theory with Stochastic Processes PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Elementary Probability Theory with Stochastic Processes PDF full book. Access full book title Elementary Probability Theory with Stochastic Processes by K. L. Chung. Download full books in PDF and EPUB format.
Author: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 1475739737
Category : Mathematics
Languages : en
Pages : 332
Get Book
Book Description
This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.
Author: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 1475739737
Category : Mathematics
Languages : en
Pages : 332
Get Book
Book Description
This book provides an elementary introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. The fourth edition adds material related to mathematical finance, as well as expansions on stable laws and martingales.
Author: Kai Lai Chung
Publisher: Springer Science & Business Media
ISBN: 0387215484
Category : Mathematics
Languages : en
Pages : 411
Get Book
Book Description
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
Author: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 1475751141
Category : Mathematics
Languages : en
Pages : 332
Get Book
Book Description
In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a central role in the mathematization of various applied sciences such as statistics, opera tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's classic treatise (see [Feller l]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.
Author: Jean-Claude Falmagne
Publisher: McGraw-Hill Science, Engineering & Mathematics
ISBN:
Category : Mathematics
Languages : en
Pages : 296
Get Book
Book Description
Designed for undergraduate mathematics students or graduate students in the sciences. This book can be used in a prerequisite course for Statistics (for math majors) or Mathematical Modeling. The first eighteen chapters could be used in a one-quarter course, and the entire text is suitable for a one-semester course.
Author: Edward Nelson
Publisher: Princeton University Press
ISBN: 1400882141
Category : Mathematics
Languages : en
Pages : 107
Get Book
Book Description
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author: Kai Lai Chung
Publisher:
ISBN: 9788185015361
Category :
Languages : en
Pages : 325
Get Book
Book Description
Author: Henry C. Tuckwell
Publisher: CRC Press
ISBN: 1351452967
Category : Mathematics
Languages : en
Pages : 308
Get Book
Book Description
This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.
Author: Edward Nelson
Publisher: Princeton University Press
ISBN: 9780691084749
Category : Mathematics
Languages : en
Pages : 112
Get Book
Book Description
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author: David Stirzaker
Publisher: Cambridge University Press
ISBN: 1139441035
Category : Mathematics
Languages : en
Pages : 540
Get Book
Book Description
Now available in a fully revised and updated second edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.
Author: Sasha Cyganowski
Publisher: Springer Science & Business Media
ISBN: 3642561446
Category : Mathematics
Languages : en
Pages : 310
Get Book
Book Description
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
