An Introduction To Probability And Stochastic Processes

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An Introduction to Probability and Stochastic Processes

Author : Marc A. Berger
Publisher : Springer Science & Business Media
ISBN 13 : 1461227267
Total Pages : 228 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis An Introduction to Probability and Stochastic Processes by : Marc A. Berger

Download or read book An Introduction to Probability and Stochastic Processes written by Marc A. Berger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes were written as a result of my having taught a "nonmeasure theoretic" course in probability and stochastic processes a few times at the Weizmann Institute in Israel. I have tried to follow two principles. The first is to prove things "probabilistically" whenever possible without recourse to other branches of mathematics and in a notation that is as "probabilistic" as possible. Thus, for example, the asymptotics of pn for large n, where P is a stochastic matrix, is developed in Section V by using passage probabilities and hitting times rather than, say, pulling in Perron Frobenius theory or spectral analysis. Similarly in Section II the joint normal distribution is studied through conditional expectation rather than quadratic forms. The second principle I have tried to follow is to only prove results in their simple forms and to try to eliminate any minor technical com putations from proofs, so as to expose the most important steps. Steps in proofs or derivations that involve algebra or basic calculus are not shown; only steps involving, say, the use of independence or a dominated convergence argument or an assumptjon in a theorem are displayed. For example, in proving inversion formulas for characteristic functions I omit steps involving evaluation of basic trigonometric integrals and display details only where use is made of Fubini's Theorem or the Dominated Convergence Theorem.

Introduction to Probability and Stochastic Processes with Applications

Author : Liliana Blanco Castañeda
Publisher : John Wiley & Sons
ISBN 13 : 1118344960
Total Pages : 741 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Introduction to Probability and Stochastic Processes with Applications by : Liliana Blanco Castañeda

Download or read book Introduction to Probability and Stochastic Processes with Applications written by Liliana Blanco Castañeda and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.

Probability and Stochastic Processes

Author : Ionut Florescu
Publisher : John Wiley & Sons
ISBN 13 : 0470624558
Total Pages : 578 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis Probability and Stochastic Processes by : Ionut Florescu

Download or read book Probability and Stochastic Processes written by Ionut Florescu and published by John Wiley & Sons. This book was released on 2014-10-27 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

An Introduction to Probability and Stochastic Processes

Author : James L. Melsa
Publisher : Courier Corporation
ISBN 13 : 0486490998
Total Pages : 420 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis An Introduction to Probability and Stochastic Processes by : James L. Melsa

Download or read book An Introduction to Probability and Stochastic Processes written by James L. Melsa and published by Courier Corporation. This book was released on 2013-01-01 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Probability and Stochastic Processes

Author : Roy D. Yates
Publisher : John Wiley & Sons
ISBN 13 : 1118324560
Total Pages : 514 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Probability and Stochastic Processes by : Roy D. Yates

Download or read book Probability and Stochastic Processes written by Roy D. Yates and published by John Wiley & Sons. This book was released on 2014-01-28 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Probability and Stochastic Processes

Author : Frederick Solomon
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 464 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Probability and Stochastic Processes by : Frederick Solomon

Download or read book Probability and Stochastic Processes written by Frederick Solomon and published by Prentice Hall. This book was released on 1987 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intuitive, algorithmic approach to probability and stochastic processes.

Functional Analysis for Probability and Stochastic Processes

Author : Adam Bobrowski
Publisher : Cambridge University Press
ISBN 13 : 9780521831666
Total Pages : 416 pages
Book Rating : 4.8/5 (316 download)

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Book Synopsis Functional Analysis for Probability and Stochastic Processes by : Adam Bobrowski

Download or read book Functional Analysis for Probability and Stochastic Processes written by Adam Bobrowski and published by Cambridge University Press. This book was released on 2005-08-11 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.

Introduction to Probability, Statistics, and Random Processes

Author : Hossein Pishro-Nik
Publisher :
ISBN 13 : 9780990637202
Total Pages : 746 pages
Book Rating : 4.6/5 (372 download)

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Book Synopsis Introduction to Probability, Statistics, and Random Processes by : Hossein Pishro-Nik

Download or read book Introduction to Probability, Statistics, and Random Processes written by Hossein Pishro-Nik and published by . This book was released on 2014-08-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Introduction to Probability Theory and Stochastic Processes

Author : John Chiasson
Publisher : John Wiley & Sons
ISBN 13 : 111838279X
Total Pages : 0 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Introduction to Probability Theory and Stochastic Processes by : John Chiasson

Download or read book Introduction to Probability Theory and Stochastic Processes written by John Chiasson and published by John Wiley & Sons. This book was released on 2013-04-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unique approach to stochastic processes that connects the mathematical formulation of random processes to their use in applications This book presents an innovative approach to teaching probability theory and stochastic processes based on the binary expansion of the unit interval. Departing from standard pedagogy, it uses the binary expansion of the unit interval to explicitly construct an infinite sequence of independent random variables (of any given distribution) on a single probability space. This construction then provides the framework to understand the mathematical formulation of probability theory for its use in applications. Features include: The theory is presented first for countable sample spaces (Chapters 1-3) and then for uncountable sample spaces (Chapters 4-18) Coverage of the explicit construction of i.i.d. random variables on a single probability space to explain why it is the distribution function rather than the functional form of random variables that matters when it comes to modeling random phenomena Explicit construction of continuous random variables to facilitate the "digestion" of random variables, i.e., how they are used in contrast to how they are defined Explicit construction of continuous random variables to facilitate the two views of expectation: as integration over the underlying probability space (abstract view) or as integration using the density function (usual view) A discussion of the connections between Bernoulli, geometric, and Poisson processes Incorporation of the Johnson-Nyquist noise model and an explanation of why (and when) it is valid to use a delta function to model its autocovariance Comprehensive, astute, and practical, Introduction to Probability Theory and Stochastic Processes is a clear presentation of essential topics for those studying communications, control, machine learning, digital signal processing, computer networks, pattern recognition, image processing, and coding theory.

Elementary Probability Theory with Stochastic Processes

Author : K. L. Chung
Publisher : Springer Science & Business Media
ISBN 13 : 1475739737
Total Pages : 332 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Elementary Probability Theory with Stochastic Processes by : K. L. Chung

Download or read book Elementary Probability Theory with Stochastic Processes written by K. L. Chung and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Introduction to Stochastic Processes

Author : Erhan Cinlar
Publisher : Courier Corporation
ISBN 13 : 0486276325
Total Pages : 418 pages
Book Rating : 4.4/5 (862 download)

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Book Synopsis Introduction to Stochastic Processes by : Erhan Cinlar

Download or read book Introduction to Stochastic Processes written by Erhan Cinlar and published by Courier Corporation. This book was released on 2013-02-20 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

Probability Theory and Stochastic Processes

Author : Pierre Brémaud
Publisher : Springer Nature
ISBN 13 : 3030401839
Total Pages : 713 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Probability Theory and Stochastic Processes by : Pierre Brémaud

Download or read book Probability Theory and Stochastic Processes written by Pierre Brémaud and published by Springer Nature. This book was released on 2020-04-07 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

Discrete Stochastic Processes

Author : Robert G. Gallager
Publisher : Springer Science & Business Media
ISBN 13 : 146152329X
Total Pages : 280 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Discrete Stochastic Processes by : Robert G. Gallager

Download or read book Discrete Stochastic Processes written by Robert G. Gallager and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.

Introduction to Stochastic Processes with R

Author : Robert P. Dobrow
Publisher : John Wiley & Sons
ISBN 13 : 1118740653
Total Pages : 503 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Introduction to Stochastic Processes with R by : Robert P. Dobrow

Download or read book Introduction to Stochastic Processes with R written by Robert P. Dobrow and published by John Wiley & Sons. This book was released on 2016-03-07 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: More than 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion web site that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

Stochastic Processes

Author : Peter Watts Jones
Publisher : CRC Press
ISBN 13 : 1420099809
Total Pages : 233 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Stochastic Processes by : Peter Watts Jones

Download or read book Stochastic Processes written by Peter Watts Jones and published by CRC Press. This book was released on 2009-10-09 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica® and R programs that offer flexibility in creating graphs and performing computations.

An Introduction to Stochastic Processes and Their Applications

Author : Petar Todorovic
Publisher : Springer Science & Business Media
ISBN 13 : 1461397421
Total Pages : 302 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis An Introduction to Stochastic Processes and Their Applications by : Petar Todorovic

Download or read book An Introduction to Stochastic Processes and Their Applications written by Petar Todorovic and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.

Probability, Statistics, and Stochastic Processes

Author : Peter Olofsson
Publisher : John Wiley & Sons
ISBN 13 : 0470889748
Total Pages : 573 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Probability, Statistics, and Stochastic Processes by : Peter Olofsson

Download or read book Probability, Statistics, and Stochastic Processes written by Peter Olofsson and published by John Wiley & Sons. This book was released on 2012-05-22 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.