Probability

Probability PDF Author: Hannelore Lisei
Publisher:
ISBN: 9789811205743
Category : Electronic books
Languages : en
Pages : 351

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Book Description
Preface -- Probability space -- Random variables and vectors -- Numerical characteristics of random variables and vectors -- Sequences of random variables -- Examples of stochastic processes - Appendix - Bibliography -- Index.

Probability

Probability PDF Author: Hannelore Lisei
Publisher:
ISBN: 9789811205743
Category : Electronic books
Languages : en
Pages : 351

Get Book Here

Book Description
Preface -- Probability space -- Random variables and vectors -- Numerical characteristics of random variables and vectors -- Sequences of random variables -- Examples of stochastic processes - Appendix - Bibliography -- Index.

Probability: Theory, Examples, Problems, Simulations

Probability: Theory, Examples, Problems, Simulations PDF Author: Hannelore Lisei
Publisher: World Scientific
ISBN: 9811205752
Category : Mathematics
Languages : en
Pages : 364

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Book Description
A key pedagogical feature of the textbook is the accessible approach to probability concepts through examples with explanations and problems with solutions. The reader is encouraged to simulate in Matlab random experiments and to explore the theoretical aspects of the probabilistic models behind the studied experiments. By this appropriate balance between simulations and rigorous mathematical approach, the reader can experience the excitement of comprehending basic concepts and can develop the intuitive thinking in solving problems. The current textbook does not contain proofs for the stated theorems, but corresponding references are given. Moreover, the given Matlab codes and detailed solutions make the textbook accessible to researchers and undergraduate students, by learning various techniques from probability theory and its applications in other fields. This book is intended not only for students of mathematics but also for students of natural sciences, engineering, computer science and for science researchers, who possess the basic knowledge of calculus for the mathematical concepts of the textbook and elementary programming skills for the Matlab simulations.

Understanding Probability

Understanding Probability PDF Author: Henk Tijms
Publisher: Cambridge University Press
ISBN: 1139465457
Category : Mathematics
Languages : en
Pages : 407

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Book Description
In this fully revised second edition of Understanding Probability, the reader can learn about the world of probability in an informal way. The author demystifies the law of large numbers, betting systems, random walks, the bootstrap, rare events, the central limit theorem, the Bayesian approach and more. This second edition has wider coverage, more explanations and examples and exercises, and a new chapter introducing Markov chains, making it a great choice for a first probability course. But its easy-going style makes it just as valuable if you want to learn about the subject on your own, and high school algebra is really all the mathematical background you need.

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions PDF Author: A. A. Sveshnikov
Publisher: Courier Corporation
ISBN: 0486137562
Category : Mathematics
Languages : en
Pages : 516

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Book Description
Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions PDF Author: Aram Aruti?u?novich Sveshnikov
Publisher: Courier Corporation
ISBN: 9780486637174
Category : Mathematics
Languages : en
Pages : 516

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Book Description
Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Introduction to Probability

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

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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.

Introduction to Probability Simulation and Gibbs Sampling with R

Introduction to Probability Simulation and Gibbs Sampling with R PDF Author: Eric A. Suess
Publisher: Springer Science & Business Media
ISBN: 038740273X
Category : Mathematics
Languages : en
Pages : 317

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Book Description
The first seven chapters use R for probability simulation and computation, including random number generation, numerical and Monte Carlo integration, and finding limiting distributions of Markov Chains with both discrete and continuous states. Applications include coverage probabilities of binomial confidence intervals, estimation of disease prevalence from screening tests, parallel redundancy for improved reliability of systems, and various kinds of genetic modeling. These initial chapters can be used for a non-Bayesian course in the simulation of applied probability models and Markov Chains. Chapters 8 through 10 give a brief introduction to Bayesian estimation and illustrate the use of Gibbs samplers to find posterior distributions and interval estimates, including some examples in which traditional methods do not give satisfactory results. WinBUGS software is introduced with a detailed explanation of its interface and examples of its use for Gibbs sampling for Bayesian estimation. No previous experience using R is required. An appendix introduces R, and complete R code is included for almost all computational examples and problems (along with comments and explanations). Noteworthy features of the book are its intuitive approach, presenting ideas with examples from biostatistics, reliability, and other fields; its large number of figures; and its extraordinarily large number of problems (about a third of the pages), ranging from simple drill to presentation of additional topics. Hints and answers are provided for many of the problems. These features make the book ideal for students of statistics at the senior undergraduate and at the beginning graduate levels.

Probability Through Problems

Probability Through Problems PDF Author: Marek Capinski
Publisher: Springer Science & Business Media
ISBN: 0387216596
Category : Mathematics
Languages : en
Pages : 262

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Book Description
This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Solutions. All Problems sections include expository material, making the book self-contained. Definitions and statements of important results are interlaced with relevant problems. The only prerequisite is basic algebra and calculus.

Introduction to Probability

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

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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.

Probabilistic Theory of Mean Field Games with Applications I

Probabilistic Theory of Mean Field Games with Applications I PDF Author: René Carmona
Publisher: Springer
ISBN: 3319589202
Category : Mathematics
Languages : en
Pages : 728

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Book Description
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.