Elementary Probability Theory with Stochastic Processes PDF Download
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Author: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 1475739737
Category : Mathematics
Languages : en
Pages : 332
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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: K. L. Chung
Publisher: Springer Science & Business Media
ISBN: 9780387955780
Category : Mathematics
Languages : en
Pages : 432
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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: 1468493469
Category : Mathematics
Languages : en
Pages : 338
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Book Description
A new feature of this edition consists of photogra phs of eight masters in the contemporary development of probability theory. All of them appear in the body of the book, though the few references there merely serve to give a glimpse of their manifold contributions. It is hoped that these vivid pictures will inspire in the reader a feeling that our science is a live endeavor created and pursued by real personalities. I have had the privilege of meeting and knowing most of them after studying their works and now take pleasure in introducing them to a younger generation. In collecting the photographs I had the kind assistance of Drs Marie-Helene Schwartz, Joanne Elliot, Milo Keynes and Yu. A. Rozanov, to whom warm thanks are due. A German edition of the book has just been published. I am most grateful to Dr. Herbert Vogt for his careful translation which resulted also in a consid erable number of improvements on the text of this edition. Other readers who were kind enough to send their comments include Marvin Greenberg, Louise Hay, Nora Holmquist, H. -E. Lahmann, and Fred Wolock. Springer-Verlag is to be complimented once again for its willingness to make its books "immer besser. " K. L. C. September 19, 1978 Preface to the Second Edition A determined effort was made to correct the errors in the first edition. This task was assisted by: Chao Hung-po, J. L. Doob, R. M. Exner, W. H.
Author: Roy D. Yates
Publisher: John Wiley & Sons
ISBN: 1118324560
Category : Mathematics
Languages : en
Pages : 514
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Book Description
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.
Author: Saeed Ghahramani
Publisher: CRC Press
ISBN: 149875502X
Category : Mathematics
Languages : en
Pages : 624
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Book Description
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
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
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Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author: Henry C. Tuckwell
Publisher: CRC Press
ISBN: 1351452967
Category : Mathematics
Languages : en
Pages : 308
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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: Jyotiprasad Medhi
Publisher: New Age International
ISBN: 9788122405491
Category : Procesos estocásticos
Languages : en
Pages : 664
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Book Description
Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.
Author: Kai Lai Chung
Publisher:
ISBN: 9788185015361
Category :
Languages : en
Pages : 325
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Book Description
Author: Saeed Ghahramani
Publisher: CRC Press
ISBN: 042985627X
Category : Mathematics
Languages : en
Pages : 705
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Book Description
"The 4th edition of Ghahramani's book is replete with intriguing historical notes, insightful comments, and well-selected examples/exercises that, together, capture much of the essence of probability. Along with its Companion Website, the book is suitable as a primary resource for a first course in probability. Moreover, it has sufficient material for a sequel course introducing stochastic processes and stochastic simulation." --Nawaf Bou-Rabee, Associate Professor of Mathematics, Rutgers University Camden, USA "This book is an excellent primer on probability, with an incisive exposition to stochastic processes included as well. The flow of the text aids its readability, and the book is indeed a treasure trove of set and solved problems. Every sub-topic within a chapter is supplemented by a comprehensive list of exercises, accompanied frequently by self-quizzes, while each chapter ends with a useful summary and another rich collection of review problems." --Dalia Chakrabarty, Department of Mathematical Sciences, Loughborough University, UK "This textbook provides a thorough and rigorous treatment of fundamental probability, including both discrete and continuous cases. The book’s ample collection of exercises gives instructors and students a great deal of practice and tools to sharpen their understanding. Because the definitions, theorems, and examples are clearly labeled and easy to find, this book is not only a great course accompaniment, but an invaluable reference." --Joshua Stangle, Assistant Professor of Mathematics, University of Wisconsin – Superior, USA This one- or two-term calculus-based basic probability text is written for majors in mathematics, physical sciences, engineering, statistics, actuarial science, business and finance, operations research, and computer science. It presents probability in a natural way: through interesting and instructive examples and exercises that motivate the theory, definitions, theorems, and methodology. This book is mathematically rigorous and, at the same time, closely matches the historical development of probability. Whenever appropriate, historical remarks are included, and the 2096 examples and exercises have been carefully designed to arouse curiosity and hence encourage students to delve into the theory with enthusiasm. New to the Fourth Edition: 538 new examples and exercises have been added, almost all of which are of applied nature in realistic contexts Self-quizzes at the end of each section and self-tests at the end of each chapter allow students to check their comprehension of the material An all-new Companion Website includes additional examples, complementary topics not covered in the previous editions, and applications for more in-depth studies, as well as a test bank and figure slides. It also includes complete solutions to all self-test and self-quiz problems Saeed Ghahramani is Professor of Mathematics and Dean of the College of Arts and Sciences at Western New England University. He received his Ph.D. from the University of California at Berkeley in Mathematics and is a recipient of teaching awards from Johns Hopkins University and Towson University. His research focuses on applied probability, stochastic processes, and queuing theory.
