A Basic Course In Probability Theory
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A Basic Course In Probability Theory
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Author : Rabi Bhattacharya
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-08
A Basic Course In Probability Theory written by Rabi Bhattacharya and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-08 with Mathematics categories.
Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.
A Basic Course In Probability Theory
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Author : Bhattacharya
language : en
Publisher:
Release Date : 2009-11-01
A Basic Course In Probability Theory written by Bhattacharya and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-01 with categories.
A Basic Course In Probability Theory
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Author : Rabi Bhattacharya
language : en
Publisher: Springer
Release Date : 2017-02-13
A Basic Course In Probability Theory written by Rabi Bhattacharya and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-13 with Mathematics categories.
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.
A Course In Probability Theory
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Author : Kai Lai Chung
language : en
Publisher: Academic Press
Release Date : 2001
A Course In Probability Theory written by Kai Lai Chung and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.
A Basic Course In Measure And Probability
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Author : Ross Leadbetter
language : en
Publisher: Cambridge University Press
Release Date : 2014-01-30
A Basic Course In Measure And Probability written by Ross Leadbetter and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-30 with Mathematics categories.
A concise introduction covering all of the measure theory and probability most useful for statisticians.
Basic Probability Theory With Applications
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Author : Mario Lefebvre
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-10-03
Basic Probability Theory With Applications written by Mario Lefebvre and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-03 with Mathematics categories.
The main intended audience for this book is undergraduate students in pure and applied sciences, especially those in engineering. Chapters 2 to 4 cover the probability theory they generally need in their training. Although the treatment of the subject is surely su?cient for non-mathematicians, I intentionally avoided getting too much into detail. For instance, topics such as mixed type random variables and the Dirac delta function are only brie?y mentioned. Courses on probability theory are often considered di?cult. However, after having taught this subject for many years, I have come to the conclusion that one of the biggest problems that the students face when they try to learn probability theory, particularly nowadays, is their de?ciencies in basic di?erential and integral calculus. Integration by parts, for example, is often already forgotten by the students when they take a course on probability. For this reason, I have decided to write a chapter reviewing the basic elements of di?erential calculus. Even though this chapter might not be covered in class, the students can refer to it when needed. In this chapter, an e?ort was made to give the readers a good idea of the use in probability theory of the concepts they should already know. Chapter 2 presents the main results of what is known as elementary probability, including Bayes’ rule and elements of combinatorial analysis.
Probability Theory
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Author : Vivek S. Borkar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Theory written by Vivek S. Borkar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
A First Course In Probability And Statistics
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Author : Rao B L S Prakasa
language : en
Publisher: World Scientific Publishing Company
Release Date : 2008-12-22
A First Course In Probability And Statistics written by Rao B L S Prakasa and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Mathematics categories.
Explanation of the basic concepts and methods of statistics requires a reasonably good mathematical background, at least at a first-year-level knowledge of calculus. Most of the statistical software explain how to conduct data analysis, but do not explain when to apply and when not to apply it. Keeping this in view, we try to explain the basic concepts of probability and statistics for students with an understanding of a first course in calculus at the undergraduate level.Designed as a textbook for undergraduate and first-year graduate students in statistics, bio-statistics, social sciences and business administration programs as well as undergraduates in engineering sciences and computer science programs, it provides a clear exposition of the theory of probability along with applications in statistics. The book contains a large number of solved examples and chapter-end exercises designed to reinforce the probability theory and emphasize statistical applications.
Basic Probability Theory
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Author : Robert B. Ash
language : en
Publisher: Courier Corporation
Release Date : 2008-06-26
Basic Probability Theory written by Robert B. Ash and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-06-26 with Mathematics categories.
This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus. Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.
Probability Theory
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Author : Yakov G. Sinai
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Probability Theory written by Yakov G. Sinai and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.