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Probability And Stochastic Processes
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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 five 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.
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.
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 613 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.
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.
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.
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.
Book Synopsis Applied Probability and Stochastic Processes by : Richard Martin Feldman
Download or read book Applied Probability and Stochastic Processes written by Richard Martin Feldman and published by Brooks/Cole. This book was released on 1996 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, Feldman and Valdez-Flores present applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications for the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. Unique features of the book include a self-contained chapter on simulation (Chapter 3) and early introduction of Markov chains.
Book Synopsis Probability, Stochastic Processes, and Queueing Theory by : Randolph Nelson
Download or read book Probability, Stochastic Processes, and Queueing Theory written by Randolph Nelson and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: We will occasionally footnote a portion of text with a "**,, to indicate Notes on the that this portion can be initially bypassed. The reasons for bypassing a Text portion of the text include: the subject is a special topic that will not be referenced later, the material can be skipped on first reading, or the level of mathematics is higher than the rest of the text. In cases where a topic is self-contained, we opt to collect the material into an appendix that can be read by students at their leisure. The material in the text cannot be fully assimilated until one makes it Notes on "their own" by applying the material to specific problems. Self-discovery Problems is the best teacher and although they are no substitute for an inquiring mind, problems that explore the subject from different viewpoints can often help the student to think about the material in a uniquely per sonal way. With this in mind, we have made problems an integral part of this work and have attempted to make them interesting as well as informative.
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 717 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.
Book Synopsis Applied Probability and Stochastic Processes by : Richard M. Feldman
Download or read book Applied Probability and Stochastic Processes written by Richard M. Feldman and published by Springer Science & Business Media. This book was released on 2009-11-27 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.
Book Synopsis Probability and Stochastic Processes for Physicists by : Nicola Cufaro Petroni
Download or read book Probability and Stochastic Processes for Physicists written by Nicola Cufaro Petroni and published by Springer Nature. This book was released on 2020-06-25 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein–Smoluchowski and Ornstein–Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson’s stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.
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.
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.
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 Basics of Probability and Stochastic Processes by : Esra Bas
Download or read book Basics of Probability and Stochastic Processes written by Esra Bas and published by Springer Nature. This book was released on 2019-11-05 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook explores probability and stochastic processes at a level that does not require any prior knowledge except basic calculus. It presents the fundamental concepts in a step-by-step manner, and offers remarks and warnings for deeper insights. The chapters include basic examples, which are revisited as the new concepts are introduced. To aid learning, figures and diagrams are used to help readers grasp the concepts, and the solutions to the exercises and problems. Further, a table format is also used where relevant for better comparison of the ideas and formulae. The first part of the book introduces readers to the essentials of probability, including combinatorial analysis, conditional probability, and discrete and continuous random variable. The second part then covers fundamental stochastic processes, including point, counting, renewal and regenerative processes, the Poisson process, Markov chains, queuing models and reliability theory. Primarily intended for undergraduate engineering students, it is also useful for graduate-level students wanting to refresh their knowledge of the basics of probability and stochastic processes.
Book Synopsis A First Course in Stochastic Processes by : Samuel Karlin
Download or read book A First Course in Stochastic Processes written by Samuel Karlin and published by Academic Press. This book was released on 2012-12-02 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
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.
