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 Here
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
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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: 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: Jean-Claude Falmagne
Publisher: McGraw-Hill Science, Engineering & Mathematics
ISBN:
Category : Mathematics
Languages : en
Pages : 296
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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: 9780691084749
Category : Mathematics
Languages : en
Pages : 112
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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: Sasha Cyganowski
Publisher: Springer Science & Business Media
ISBN: 3642561446
Category : Mathematics
Languages : en
Pages : 323
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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.
Author: Oliver Knill
Publisher: World Scientific Publishing Company
ISBN: 9789813109490
Category : Mathematics
Languages : en
Pages : 500
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Book Description
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Author: Robert G. Gallager
Publisher: Cambridge University Press
ISBN: 1107039754
Category : Business & Economics
Languages : en
Pages : 559
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Book Description
The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.
Author: Jeffrey S Rosenthal
Publisher: World Scientific
ISBN: 9811207925
Category : Mathematics
Languages : en
Pages : 213
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Book Description
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Author: David Stirzaker
Publisher: Cambridge University Press
ISBN: 1139441035
Category : Mathematics
Languages : en
Pages : 540
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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.
