Author: Noga Alon
Publisher: John Wiley & Sons
ISBN: 1118210441
Category : Mathematics
Languages : en
Pages : 257
Book Description
Praise for the Second Edition: "Serious researchers in combinatorics or algorithm design will wish to read the book in its entirety...the book may also be enjoyed on a lighter level since the different chapters are largely independent and so it is possible to pick out gems in one's own area..." —Formal Aspects of Computing This Third Edition of The Probabilistic Method reflects the most recent developments in the field while maintaining the standard of excellence that established this book as the leading reference on probabilistic methods in combinatorics. Maintaining its clear writing style, illustrative examples, and practical exercises, this new edition emphasizes methodology, enabling readers to use probabilistic techniques for solving problems in such fields as theoretical computer science, mathematics, and statistical physics. The book begins with a description of tools applied in probabilistic arguments, including basic techniques that use expectation and variance as well as the more recent applications of martingales and correlation inequalities. Next, the authors examine where probabilistic techniques have been applied successfully, exploring such topics as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Sections labeled "The Probabilistic Lens" offer additional insights into the application of the probabilistic approach, and the appendix has been updated to include methodologies for finding lower bounds for Large Deviations. The Third Edition also features: A new chapter on graph property testing, which is a current topic that incorporates combinatorial, probabilistic, and algorithmic techniques An elementary approach using probabilistic techniques to the powerful Szemerédi Regularity Lemma and its applications New sections devoted to percolation and liar games A new chapter that provides a modern treatment of the Erdös-Rényi phase transition in the Random Graph Process Written by two leading authorities in the field, The Probabilistic Method, Third Edition is an ideal reference for researchers in combinatorics and algorithm design who would like to better understand the use of probabilistic methods. The book's numerous exercises and examples also make it an excellent textbook for graduate-level courses in mathematics and computer science.
The Probabilistic Method
Author: Noga Alon
Publisher: John Wiley & Sons
ISBN: 1118210441
Category : Mathematics
Languages : en
Pages : 257
Book Description
Praise for the Second Edition: "Serious researchers in combinatorics or algorithm design will wish to read the book in its entirety...the book may also be enjoyed on a lighter level since the different chapters are largely independent and so it is possible to pick out gems in one's own area..." —Formal Aspects of Computing This Third Edition of The Probabilistic Method reflects the most recent developments in the field while maintaining the standard of excellence that established this book as the leading reference on probabilistic methods in combinatorics. Maintaining its clear writing style, illustrative examples, and practical exercises, this new edition emphasizes methodology, enabling readers to use probabilistic techniques for solving problems in such fields as theoretical computer science, mathematics, and statistical physics. The book begins with a description of tools applied in probabilistic arguments, including basic techniques that use expectation and variance as well as the more recent applications of martingales and correlation inequalities. Next, the authors examine where probabilistic techniques have been applied successfully, exploring such topics as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Sections labeled "The Probabilistic Lens" offer additional insights into the application of the probabilistic approach, and the appendix has been updated to include methodologies for finding lower bounds for Large Deviations. The Third Edition also features: A new chapter on graph property testing, which is a current topic that incorporates combinatorial, probabilistic, and algorithmic techniques An elementary approach using probabilistic techniques to the powerful Szemerédi Regularity Lemma and its applications New sections devoted to percolation and liar games A new chapter that provides a modern treatment of the Erdös-Rényi phase transition in the Random Graph Process Written by two leading authorities in the field, The Probabilistic Method, Third Edition is an ideal reference for researchers in combinatorics and algorithm design who would like to better understand the use of probabilistic methods. The book's numerous exercises and examples also make it an excellent textbook for graduate-level courses in mathematics and computer science.
Publisher: John Wiley & Sons
ISBN: 1118210441
Category : Mathematics
Languages : en
Pages : 257
Book Description
Praise for the Second Edition: "Serious researchers in combinatorics or algorithm design will wish to read the book in its entirety...the book may also be enjoyed on a lighter level since the different chapters are largely independent and so it is possible to pick out gems in one's own area..." —Formal Aspects of Computing This Third Edition of The Probabilistic Method reflects the most recent developments in the field while maintaining the standard of excellence that established this book as the leading reference on probabilistic methods in combinatorics. Maintaining its clear writing style, illustrative examples, and practical exercises, this new edition emphasizes methodology, enabling readers to use probabilistic techniques for solving problems in such fields as theoretical computer science, mathematics, and statistical physics. The book begins with a description of tools applied in probabilistic arguments, including basic techniques that use expectation and variance as well as the more recent applications of martingales and correlation inequalities. Next, the authors examine where probabilistic techniques have been applied successfully, exploring such topics as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Sections labeled "The Probabilistic Lens" offer additional insights into the application of the probabilistic approach, and the appendix has been updated to include methodologies for finding lower bounds for Large Deviations. The Third Edition also features: A new chapter on graph property testing, which is a current topic that incorporates combinatorial, probabilistic, and algorithmic techniques An elementary approach using probabilistic techniques to the powerful Szemerédi Regularity Lemma and its applications New sections devoted to percolation and liar games A new chapter that provides a modern treatment of the Erdös-Rényi phase transition in the Random Graph Process Written by two leading authorities in the field, The Probabilistic Method, Third Edition is an ideal reference for researchers in combinatorics and algorithm design who would like to better understand the use of probabilistic methods. The book's numerous exercises and examples also make it an excellent textbook for graduate-level courses in mathematics and computer science.
The Probabilistic Method
Author: Noga Alon
Publisher: John Wiley & Sons
ISBN: 1119062071
Category : Mathematics
Languages : en
Pages : 396
Book Description
Praise for the Third Edition “Researchers of any kind of extremal combinatorics or theoretical computer science will welcome the new edition of this book.” - MAA Reviews Maintaining a standard of excellence that establishes The Probabilistic Method as the leading reference on probabilistic methods in combinatorics, the Fourth Edition continues to feature a clear writing style, illustrative examples, and illuminating exercises. The new edition includes numerous updates to reflect the most recent developments and advances in discrete mathematics and the connections to other areas in mathematics, theoretical computer science, and statistical physics. Emphasizing the methodology and techniques that enable problem-solving, The Probabilistic Method, Fourth Edition begins with a description of tools applied to probabilistic arguments, including basic techniques that use expectation and variance as well as the more advanced applications of martingales and correlation inequalities. The authors explore where probabilistic techniques have been applied successfully and also examine topical coverage such as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Written by two well-known authorities in the field, the Fourth Edition features: Additional exercises throughout with hints and solutions to select problems in an appendix to help readers obtain a deeper understanding of the best methods and techniques New coverage on topics such as the Local Lemma, Six Standard Deviations result in Discrepancy Theory, Property B, and graph limits Updated sections to reflect major developments on the newest topics, discussions of the hypergraph container method, and many new references and improved results The Probabilistic Method, Fourth Edition is an ideal textbook for upper-undergraduate and graduate-level students majoring in mathematics, computer science, operations research, and statistics. The Fourth Edition is also an excellent reference for researchers and combinatorists who use probabilistic methods, discrete mathematics, and number theory. Noga Alon, PhD, is Baumritter Professor of Mathematics and Computer Science at Tel Aviv University. He is a member of the Israel National Academy of Sciences and Academia Europaea. A coeditor of the journal Random Structures and Algorithms, Dr. Alon is the recipient of the Polya Prize, The Gödel Prize, The Israel Prize, and the EMET Prize. Joel H. Spencer, PhD, is Professor of Mathematics and Computer Science at the Courant Institute of New York University. He is the cofounder and coeditor of the journal Random Structures and Algorithms and is a Sloane Foundation Fellow. Dr. Spencer has written more than 200 published articles and is the coauthor of Ramsey Theory, Second Edition, also published by Wiley.
Publisher: John Wiley & Sons
ISBN: 1119062071
Category : Mathematics
Languages : en
Pages : 396
Book Description
Praise for the Third Edition “Researchers of any kind of extremal combinatorics or theoretical computer science will welcome the new edition of this book.” - MAA Reviews Maintaining a standard of excellence that establishes The Probabilistic Method as the leading reference on probabilistic methods in combinatorics, the Fourth Edition continues to feature a clear writing style, illustrative examples, and illuminating exercises. The new edition includes numerous updates to reflect the most recent developments and advances in discrete mathematics and the connections to other areas in mathematics, theoretical computer science, and statistical physics. Emphasizing the methodology and techniques that enable problem-solving, The Probabilistic Method, Fourth Edition begins with a description of tools applied to probabilistic arguments, including basic techniques that use expectation and variance as well as the more advanced applications of martingales and correlation inequalities. The authors explore where probabilistic techniques have been applied successfully and also examine topical coverage such as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Written by two well-known authorities in the field, the Fourth Edition features: Additional exercises throughout with hints and solutions to select problems in an appendix to help readers obtain a deeper understanding of the best methods and techniques New coverage on topics such as the Local Lemma, Six Standard Deviations result in Discrepancy Theory, Property B, and graph limits Updated sections to reflect major developments on the newest topics, discussions of the hypergraph container method, and many new references and improved results The Probabilistic Method, Fourth Edition is an ideal textbook for upper-undergraduate and graduate-level students majoring in mathematics, computer science, operations research, and statistics. The Fourth Edition is also an excellent reference for researchers and combinatorists who use probabilistic methods, discrete mathematics, and number theory. Noga Alon, PhD, is Baumritter Professor of Mathematics and Computer Science at Tel Aviv University. He is a member of the Israel National Academy of Sciences and Academia Europaea. A coeditor of the journal Random Structures and Algorithms, Dr. Alon is the recipient of the Polya Prize, The Gödel Prize, The Israel Prize, and the EMET Prize. Joel H. Spencer, PhD, is Professor of Mathematics and Computer Science at the Courant Institute of New York University. He is the cofounder and coeditor of the journal Random Structures and Algorithms and is a Sloane Foundation Fellow. Dr. Spencer has written more than 200 published articles and is the coauthor of Ramsey Theory, Second Edition, also published by Wiley.
Finitary Probabilistic Methods in Econophysics
Author: Ubaldo Garibaldi
Publisher: Cambridge University Press
ISBN: 1139490672
Category : Business & Economics
Languages : en
Pages : 343
Book Description
Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.
Publisher: Cambridge University Press
ISBN: 1139490672
Category : Business & Economics
Languages : en
Pages : 343
Book Description
Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.
Probabilistic Methods in Applied Physics
Author: Paul Kree
Publisher: Springer
ISBN: 9783662140055
Category : Science
Languages : en
Pages : 393
Book Description
This book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
Publisher: Springer
ISBN: 9783662140055
Category : Science
Languages : en
Pages : 393
Book Description
This book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
Probabilistic Methods Applied to Electric Power Systems
Author: Samy G. Krishnasamy
Publisher: Elsevier
ISBN: 1483160742
Category : Technology & Engineering
Languages : en
Pages : 679
Book Description
Probabilistic Methods Applied to Electric Power Systems contains the proceedings of the First International Symposium held in Toronto, Ontario, Canada, on July 11-13, 1986. The papers explore significant technical advances that have been made in the application of probability methods to the design of electric power systems. This volume is comprised of 65 chapters divided into 10 sections and begins by discussing the probabilistic methodologies used in the assessment of power system reliability and structural design. The following chapters focus on the applications of probabilistic techniques to the analysis and design of transmission systems and structures; evaluation of design and reliability of distribution systems; system planning; and assessment of performance of transmission system components such as insulators, tower joints, and foundations. The probability-based procedures for dealing with data bases such as wind load and ice load are also considered, along with the effects of weather-induced loads on overhead power lines and the use of probability methods in upgrading existing power lines and components. The final section deals with applications of probability methods to power system problems not covered in other chapters. This book will be of value to engineers involved in uprating, designing, analyzing, and assessing reliability of transmission and distribution systems.
Publisher: Elsevier
ISBN: 1483160742
Category : Technology & Engineering
Languages : en
Pages : 679
Book Description
Probabilistic Methods Applied to Electric Power Systems contains the proceedings of the First International Symposium held in Toronto, Ontario, Canada, on July 11-13, 1986. The papers explore significant technical advances that have been made in the application of probability methods to the design of electric power systems. This volume is comprised of 65 chapters divided into 10 sections and begins by discussing the probabilistic methodologies used in the assessment of power system reliability and structural design. The following chapters focus on the applications of probabilistic techniques to the analysis and design of transmission systems and structures; evaluation of design and reliability of distribution systems; system planning; and assessment of performance of transmission system components such as insulators, tower joints, and foundations. The probability-based procedures for dealing with data bases such as wind load and ice load are also considered, along with the effects of weather-induced loads on overhead power lines and the use of probability methods in upgrading existing power lines and components. The final section deals with applications of probability methods to power system problems not covered in other chapters. This book will be of value to engineers involved in uprating, designing, analyzing, and assessing reliability of transmission and distribution systems.
Probabilistic Physics of Failure Approach to Reliability
Author: Mohammad Modarres
Publisher: John Wiley & Sons
ISBN: 1119388686
Category : Technology & Engineering
Languages : en
Pages : 289
Book Description
The book presents highly technical approaches to the probabilistic physics of failure analysis and applications to accelerated life and degradation testing to reliability prediction and assessment. Beside reviewing a select set of important failure mechanisms, the book covers basic and advanced methods of performing accelerated life test and accelerated degradation tests and analyzing the test data. The book includes a large number of very useful examples to help readers understand complicated methods described. Finally, MATLAB, R and OpenBUGS computer scripts are provided and discussed to support complex computational probabilistic analyses introduced.
Publisher: John Wiley & Sons
ISBN: 1119388686
Category : Technology & Engineering
Languages : en
Pages : 289
Book Description
The book presents highly technical approaches to the probabilistic physics of failure analysis and applications to accelerated life and degradation testing to reliability prediction and assessment. Beside reviewing a select set of important failure mechanisms, the book covers basic and advanced methods of performing accelerated life test and accelerated degradation tests and analyzing the test data. The book includes a large number of very useful examples to help readers understand complicated methods described. Finally, MATLAB, R and OpenBUGS computer scripts are provided and discussed to support complex computational probabilistic analyses introduced.
Probabilistic Methods in Telecommunications
Author: Benedikt Jahnel
Publisher: Springer Nature
ISBN: 3030360903
Category : Mathematics
Languages : en
Pages : 205
Book Description
Probabilistic modeling and analysis of spatial telecommunication systems have never been more important than they are today. In particular, it is an essential research area for designing and developing next-generation communication networks that are based on multihop message transmission technology. These lecture notes provide valuable insights into the underlying mathematical discipline, stochastic geometry, introducing the theory, mathematical models and basic concepts. They also discuss the latest applications of the theory to telecommunication systems. The text covers several of the most fundamental aspects of quality of service: connectivity, coverage, interference, random environments, and propagation of malware. It especially highlights two important limiting scenarios of large spatial systems: the high-density limit and the ergodic limit. The book also features an analysis of extreme events and their probabilities based on the theory of large deviations. Lastly, it includes a large number of exercises offering ample opportunities for independent self-study.
Publisher: Springer Nature
ISBN: 3030360903
Category : Mathematics
Languages : en
Pages : 205
Book Description
Probabilistic modeling and analysis of spatial telecommunication systems have never been more important than they are today. In particular, it is an essential research area for designing and developing next-generation communication networks that are based on multihop message transmission technology. These lecture notes provide valuable insights into the underlying mathematical discipline, stochastic geometry, introducing the theory, mathematical models and basic concepts. They also discuss the latest applications of the theory to telecommunication systems. The text covers several of the most fundamental aspects of quality of service: connectivity, coverage, interference, random environments, and propagation of malware. It especially highlights two important limiting scenarios of large spatial systems: the high-density limit and the ergodic limit. The book also features an analysis of extreme events and their probabilities based on the theory of large deviations. Lastly, it includes a large number of exercises offering ample opportunities for independent self-study.
Probability Models in Engineering and Science
Author: Haym Benaroya
Publisher: CRC Press
ISBN: 9780824723156
Category : Science
Languages : en
Pages : 770
Book Description
Certainty exists only in idealized models. Viewed as the quantification of uncertainties, probabilitry and random processes play a significant role in modern engineering, particularly in areas such as structural dynamics. Unlike this book, however, few texts develop applied probability in the practical manner appropriate for engineers. Probability Models in Engineering and Science provides a comprehensive, self-contained introduction to applied probabilistic modeling. The first four chapters present basic concepts in probability and random variables, and while doing so, develop methods for static problems. The remaining chapters address dynamic problems, where time is a critical parameter in the randomness. Highlights of the presentation include numerous examples and illustrations and an engaging, human connection to the subject, achieved through short biographies of some of the key people in the field. End-of-chapter problems help solidify understanding and footnotes to the literature expand the discussions and introduce relevant journals and texts. This book builds the background today's engineers need to deal explicitly with the scatter observed in experimental data and with intricate dynamic behavior. Designed for undergraduate and graduate coursework as well as self-study, the text's coverage of theory, approximation methods, and numerical methods make it equally valuable to practitioners.
Publisher: CRC Press
ISBN: 9780824723156
Category : Science
Languages : en
Pages : 770
Book Description
Certainty exists only in idealized models. Viewed as the quantification of uncertainties, probabilitry and random processes play a significant role in modern engineering, particularly in areas such as structural dynamics. Unlike this book, however, few texts develop applied probability in the practical manner appropriate for engineers. Probability Models in Engineering and Science provides a comprehensive, self-contained introduction to applied probabilistic modeling. The first four chapters present basic concepts in probability and random variables, and while doing so, develop methods for static problems. The remaining chapters address dynamic problems, where time is a critical parameter in the randomness. Highlights of the presentation include numerous examples and illustrations and an engaging, human connection to the subject, achieved through short biographies of some of the key people in the field. End-of-chapter problems help solidify understanding and footnotes to the literature expand the discussions and introduce relevant journals and texts. This book builds the background today's engineers need to deal explicitly with the scatter observed in experimental data and with intricate dynamic behavior. Designed for undergraduate and graduate coursework as well as self-study, the text's coverage of theory, approximation methods, and numerical methods make it equally valuable to practitioners.
Handbook of Computational and Numerical Methods in Finance
Author: Svetlozar Todorov Rachev
Publisher: Springer Science & Business Media
ISBN: 9780817632199
Category : Business & Economics
Languages : en
Pages : 456
Book Description
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carlo Marinelli for the excellent editorial assistance received over the progress of this project. Thomas Plum did a splendid word-processingjob in preparing the manuscript. lowe much to George Anastassiou (ConsultantEditor, Birkhauser) and Ann Kostant Executive Editor, Mathematics and Physics, Birkhauser for their help and encouragement.
Publisher: Springer Science & Business Media
ISBN: 9780817632199
Category : Business & Economics
Languages : en
Pages : 456
Book Description
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often non-applicable. Numerical methods are more and more used in several topics of financial analy sis: computation of complex derivatives; market, credit and operational risk assess ment, asset liability management, optimal portfolio theory, financial econometrics and others. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored. This volume presents current research focusing on various numerical methods in finance. The contributions cover methodological issues. Genetic Algorithms, Neural Net works, Monte-Carlo methods, Finite Difference Methods, Stochastic Portfolio Opti mization as well as the application of other numerical methods in finance and risk management. As editor, I am grateful to the contributors for their fruitful collaboration. I would particularly like to thankStefan Trueck and Carlo Marinelli for the excellent editorial assistance received over the progress of this project. Thomas Plum did a splendid word-processingjob in preparing the manuscript. lowe much to George Anastassiou (ConsultantEditor, Birkhauser) and Ann Kostant Executive Editor, Mathematics and Physics, Birkhauser for their help and encouragement.
Applied Probability for Engineers and Scientists
Author: Ephraim Suhir
Publisher: McGraw-Hill Professional Publishing
ISBN:
Category : Mathematics
Languages : en
Pages : 636
Book Description
This text is a concise guide to the principles of probability as used in the design and anlysis of engineered products and systems. With today's demand for total quality, products must be enigneered to have an extended lifetime, operating effectivly at all times to match the user's expectations. This book covers probabilistic methods and approaches used in engineering design and analysis in such disciplines as mechanical, civil, electrical, communications and quality engineering. Its emphasis is on structural analysis and mechanical design as well as practical applications.
Publisher: McGraw-Hill Professional Publishing
ISBN:
Category : Mathematics
Languages : en
Pages : 636
Book Description
This text is a concise guide to the principles of probability as used in the design and anlysis of engineered products and systems. With today's demand for total quality, products must be enigneered to have an extended lifetime, operating effectivly at all times to match the user's expectations. This book covers probabilistic methods and approaches used in engineering design and analysis in such disciplines as mechanical, civil, electrical, communications and quality engineering. Its emphasis is on structural analysis and mechanical design as well as practical applications.