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Lectures In Elementary Probability Theory And Stochastic Processes
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Book Synopsis Lectures in Elementary Probability Theory and Stochastic Processes by : Jean-Claude Falmagne
Download or read book Lectures in Elementary Probability Theory and Stochastic Processes written by Jean-Claude Falmagne and published by McGraw-Hill Science, Engineering & Mathematics. This book was released on 2002 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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.
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 2012-12-06 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Model Theory of Stochastic Processes by : Sergio Fajardo
Download or read book Model Theory of Stochastic Processes written by Sergio Fajardo and published by Cambridge University Press. This book was released on 2017-03-30 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. In this volume, the fourteenth publication in the Lecture Notes in Logic series, Fajardo and Keisler present new research combining probability theory and mathematical logic. It is a general study of stochastic processes using ideas from model theory, a key central theme being the question, 'When are two stochastic processes alike?' The authors assume some background in nonstandard analysis, but prior knowledge of model theory and advanced logic is not necessary. This volume will appeal to mathematicians willing to explore new developments with an open mind.
Book Synopsis Elementary Probability Theory with Stochastic Processes by : Kai Lai Chung
Download or read book Elementary Probability Theory with Stochastic Processes written by Kai Lai Chung and published by . This book was released on 1975 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Processes by : Kiyosi Ito
Download or read book Stochastic Processes written by Kiyosi Ito and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included.
Book Synopsis Lectures on Probability Theory and Statistics by : Boris Tsirelson
Download or read book Lectures on Probability Theory and Statistics written by Boris Tsirelson and published by Springer. This book was released on 2004-03-10 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.
Book Synopsis Lectures on Probability Theory and Statistics by : Simon Tavaré
Download or read book Lectures on Probability Theory and Statistics written by Simon Tavaré and published by Springer. This book was released on 2004-01-30 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavaré’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.
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.
Book Synopsis Lectures on probability theory by : P. Briane
Download or read book Lectures on probability theory written by P. Briane and published by . This book was released on 1995 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Lectures on Probability Theory and Statistics by : J. Bertoin
Download or read book Lectures on Probability Theory and Statistics written by J. Bertoin and published by Springer. This book was released on 2004-09-03 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.
Book Synopsis Lectures on Probability Theory and Statistics by : Sergio Albeverio
Download or read book Lectures on Probability Theory and Statistics written by Sergio Albeverio and published by Springer. This book was released on 2003-07-03 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
Book Synopsis Lectures on Contemporary Probability by : Gregory F. Lawler
Download or read book Lectures on Contemporary Probability written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 1999 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute. It is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. The material is coordinated so that some of the major computer simulations relate to topics covered in the first ten chapters. The goal is to present topics that are accessible to advanced undergraduates, yet are areas of current research in probability. The combination of the lucid yet informal style of the lectures and the hands-on nature of the simulations allows readers to become familiar with some interesting and active areas of probability. The first four chapters discuss random walks and the continuous limit of random walks: Brownian motion. Chapters 5 and 6 consider the fascinating mathematics of card shuffles, including the notions of random walks on a symmetric group and the general idea of random permutations. Chapters 7 and 8 discuss Markov chains, beginning with a standard introduction to the theory. Chapter 8 addresses the recent important application of Markov chains to simulations of random systems on large finite sets: Markov Chain Monte Carlo. Random walks and electrical networks are covered in Chapter 9. Uniform spanning trees, as connected to probability and random walks, are treated in Chapter 10. The final three chapters of the book present simulations. Chapter 11 discusses simulations for random walks. Chapter 12 covers simulation topics such as sampling from continuous distributions, random permutations, and estimating the number of matrices with certain conditions using Markov Chain Monte Carlo. Chapter 13 presents simulations of stochastic differential equations for applications in finance. (The simulations do not require one particular piece of software. They can be done in symbolic computation packages or via programming languages such as $\bold C$.) The volume concludes with a number of problems ranging from routine to very difficult. Of particular note are the problems that are typical of simulation problems given to students by the authors when teaching undergraduate probability.
Book Synopsis Probability Theory by : S. R. S. Varadhan
Download or read book Probability Theory written by S. R. S. Varadhan and published by American Mathematical Soc.. This book was released on 2001-09-10 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Book Synopsis Lectures on Probability Theory by : Dominique Bernard Pierre Bakry
Download or read book Lectures on Probability Theory written by Dominique Bernard Pierre Bakry and published by . This book was released on 2014-01-15 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability Theory and Stochastic Processes with Applications (Second Edition) by : Oliver Knill
Download or read book Probability Theory and Stochastic Processes with Applications (Second Edition) written by Oliver Knill and published by World Scientific Publishing Company. This book was released on 2017-01-31 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Probability Theory by : Vivek S. Borkar
Download or read book Probability Theory written by Vivek S. Borkar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.
