A Second Course In Probability Theory
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A Second Course In Probability Theory
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Author :
language : sv
Publisher:
Release Date : 1991
A Second Course In Probability Theory written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with categories.
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)
A Second Course In Stochastic Processes
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Author : Samuel Karlin
language : en
Publisher: Gulf Professional Publishing
Release Date : 1981-05-12
A Second Course In Stochastic Processes written by Samuel Karlin and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981-05-12 with Business & Economics categories.
Algebraic methods in markov chains; Ratio theorems of transition probabilities and applications; Sums of independent random variables as a markov chain; Order statistics, poisson processes, and applications; Continuous time markov chains; Diffusion processes; Compouding stochastic processes; Fluctuation theory of partial sums of independent identically distributed random variables; Queueing processes.
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.
Lecture Notes Second Course On Probability Theory Mathematical Statistics And Their Applications
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Author :
language : en
Publisher:
Release Date : 1968
Lecture Notes Second Course On Probability Theory Mathematical Statistics And Their Applications written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Probabilities 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 : 2014-06-28
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 2014-06-28 with Mathematics categories.
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.
An Intermediate Course In Probability
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Author : Allan Gut
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-06-06
An Intermediate Course In Probability written by Allan Gut 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 2009-06-06 with Mathematics categories.
This is the only book that gives a rigorous and comprehensive treatment with lots of examples, exercises, remarks on this particular level between the standard first undergraduate course and the first graduate course based on measure theory. There is no competitor to this book. The book can be used in classrooms as well as for self-study.
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.
Second Course On Probability Theory Mathematical Statistics And Their Applications
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Author :
language : en
Publisher:
Release Date : 1968
Second Course On Probability Theory Mathematical Statistics And Their Applications written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.