A First Course In Probability And Markov Chains
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A First Course In Probability And Markov Chains
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Author : Giuseppe Modica
language : en
Publisher: John Wiley & Sons
Release Date : 2012-12-10
A First Course In Probability And Markov Chains written by Giuseppe Modica and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-10 with Mathematics categories.
Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics, probability measures, probability distributions, conditional probability, inclusion-exclusion formulas, random variables, dispersion indexes, independent random variables as well as weak and strong laws of large numbers and central limit theorem. In the second part of the book, focus is given to Discrete Time Discrete Markov Chains which is addressed together with an introduction to Poisson processes and Continuous Time Discrete Markov Chains. This book also looks at making use of measure theory notations that unify all the presentation, in particular avoiding the separate treatment of continuous and discrete distributions. A First Course in Probability and Markov Chains: Presents the basic elements of probability. Explores elementary probability with combinatorics, uniform probability, the inclusion-exclusion principle, independence and convergence of random variables. Features applications of Law of Large Numbers. Introduces Bernoulli and Poisson processes as well as discrete and continuous time Markov Chains with discrete states. Includes illustrations and examples throughout, along with solutions to problems featured in this book. The authors present a unified and comprehensive overview of probability and Markov Chains aimed at educating engineers working with probability and statistics as well as advanced undergraduate students in sciences and engineering with a basic background in mathematical analysis and linear algebra.
A First Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Academic Press
Release Date : 2014-05-12
A First Course In Stochastic Processes written by Samuel Karlin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-12 with Mathematics categories.
A First Course in Stochastic Processes focuses on several principal areas of stochastic processes and the diversity of applications of stochastic processes, including Markov chains, Brownian motion, and Poisson processes. The publication first takes a look at the elements of stochastic processes, Markov chains, and the basic limit theorem of Markov chains and applications. Discussions focus on criteria for recurrence, absorption probabilities, discrete renewal equation, classification of states of a Markov chain, and review of basic terminologies and properties of random variables and distribution functions. The text then examines algebraic methods in Markov chains and ratio theorems of transition probabilities and applications. The manuscript elaborates on the sums of independent random variables as a Markov chain, classical examples of continuous time Markov chains, and continuous time Markov chains. Topics include differentiability properties of transition probabilities, birth and death processes with absorbing states, general pure birth processes and Poisson processes, and recurrence properties of sums of independent random variables. The book then ponders on Brownian motion, compounding stochastic processes, and deterministic and stochastic genetic and ecological processes. The publication is a valuable source of information for readers interested in stochastic processes.
A First Course In Probability
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Author : William J. Stewart
language : en
Publisher: CreateSpace
Release Date : 2014-05-11
A First Course In Probability written by William J. Stewart and has been published by CreateSpace this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-11 with Mathematics categories.
This text contains detailed solutions for all the end-of-chapter exercises in its parent book, "A First Course in Probability Theory". Each exercise is reprinted with a minimum of reference to the original question, which means that the text can be used as a stand-alone book of solved problems.
A First Course In Stochastic Models
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Author : Henk C. Tijms
language : en
Publisher: John Wiley and Sons
Release Date : 2003-07-22
A First Course In Stochastic Models written by Henk C. Tijms and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-22 with Mathematics categories.
The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing the theoretical foundations of the subject, thereby providing a framework in which the applications can be understood. Without this solid basis in theory no applications can be solved. Provides an introduction to the use of stochastic models through an integrated presentation of theory, algorithms and applications. Incorporates recent developments in computational probability. Includes a wide range of examples that illustrate the models and make the methods of solution clear. Features an abundance of motivating exercises that help the student learn how to apply the theory. Accessible to anyone with a basic knowledge of probability. A First Course in Stochastic Models is suitable for senior undergraduate and graduate students from computer science, engineering, statistics, operations resear ch, and any other discipline where stochastic modelling takes place. It stands out amongst other textbooks on the subject because of its integrated presentation of theory, algorithms and applications.
A First Course In Probability For Computer And Data Science
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Author : Henk Tijms
language : en
Publisher: World Scientific
Release Date : 2023-06-20
A First Course In Probability For Computer And Data Science written by Henk Tijms and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-20 with Mathematics categories.
In this undergraduate text, the author has distilled the core of probabilistic ideas and methods for computer and data science. The book emphasizes probabilistic and computational thinking rather than theorems and proofs. It provides insights and motivates the students by telling them why probability works and how to apply it.The unique features of the book are as follows:This book contains many worked examples. Numerous instructive problems scattered throughout the text are given along with problem-solving strategies. Several of the problems extend previously covered material. Answers to all problems and worked-out solutions to selected problems are also provided.Henk Tijms is the author of several textbooks in the area of applied probability and stochastic optimization. In 2008, he received the prestigious INFORMS Expository Writing Award for his work. He also contributed engaging probability puzzles to The New York Times' former Numberplay column.
A Second Course In Probability
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Author : Sheldon M. Ross
language : en
Publisher: www.ProbabilityBookstore.com
Release Date : 2007
A Second Course In Probability written by Sheldon M. Ross and has been published by www.ProbabilityBookstore.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
Written for undergraduate and graduate students in statistics, mathematics, engineering, finance, and actuarial science, this guided tour discusses advanced topics in probability including measure theory, limit theorems, bounding probabilities and expectations, coupling and Steins method, martingales, Markov chains, renewal theory, and Brownian motion. (Mathematics)
An Excursion Into Markov Chains
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Author : Marco Ferrante
language : en
Publisher: Springer
Release Date : 2016-02-10
An Excursion Into Markov Chains written by Marco Ferrante and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-10 with Mathematics categories.
This textbook will present, in a rigorous way, the basic theory of the discrete-time and the continuous-time Markov chains, along with many examples and solved problems. For both the topics a simple model, the Random Walk and the Poisson Process respectively, will be used to anticipate and illustrate the most interesting concepts rigorously defined in the following sections. A great attention will be paid to the applications of the theory of the Markov chains and many classical as well as new results will be faced in the book. This textbook is intended for a basic course on stochastic processes at an advanced undergraduate level and the background needed will be a first course in probability theory. A big emphasis is given to the computational approach and to simulations.
Probability And Random Processes
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Author : A. Bruce Clarke
language : en
Publisher: John Wiley & Sons
Release Date : 1991-01-16
Probability And Random Processes written by A. Bruce Clarke and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-01-16 with Technology & Engineering categories.
A comprehensive textbook for undergraduate courses in introductory probability. Offers a case study approach, with examples from engineering and the social and life sciences. Updated second edition includes advanced material on stochastic processes. Suitable for junior and senior level courses in industrial engineering, mathematics, business, biology, and social science departments.
Markov Chains
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Author : Randal Douc
language : en
Publisher: Springer
Release Date : 2018-12-11
Markov Chains written by Randal Douc and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-11 with Mathematics categories.
This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.
Introduction To Probability Theory A First Course On The Measure Theoretic Approach
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Author : Nima Moshayedi
language : en
Publisher: World Scientific
Release Date : 2022-03-23
Introduction To Probability Theory A First Course On The Measure Theoretic Approach written by Nima Moshayedi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-23 with Mathematics categories.
This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it.The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part. /description --