Elementary Probability Theory With Stochastic Processes

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Elementary Probability Theory

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Author : Kai Lai Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-12

Elementary Probability Theory written by Kai Lai Chung 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 2012-11-12 with Mathematics categories.

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Elementary Probability Theory With Stochastic Processes

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Author : K. L. Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Elementary Probability Theory With Stochastic Processes written by K. L. Chung 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.

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.

Elementary Probability Theory With Stochastic Processes

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Author : K. L. Chung
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Elementary Probability Theory With Stochastic Processes written by K. L. Chung 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.

In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a central role in the mathematization of various applied sciences such as statistics, opera tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's classic treatise (see [Feller l]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.

Lectures In Elementary Probability Theory And Stochastic Processes

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Author : Jean-Claude Falmagne
language : en
Publisher: McGraw-Hill Science, Engineering & Mathematics
Release Date : 2002

Lectures In Elementary Probability Theory And Stochastic Processes written by Jean-Claude Falmagne and has been published by McGraw-Hill Science, Engineering & Mathematics this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.

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.

Elementary Probability Theory With Stochastic Processes

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Author : Kai Lai Chung
language : en
Publisher:
Release Date : 1975

Elementary Probability Theory With Stochastic Processes written by Kai Lai Chung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Probabilities categories.

Radically Elementary Probability Theory Am 117 Volume 117

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Author : Edward Nelson
language : en
Publisher: Princeton University Press
Release Date : 2016-03-02

Radically Elementary Probability Theory Am 117 Volume 117 written by Edward Nelson and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-02 with Mathematics categories.

Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.

Elementary Probability Theory

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Author : K. L. Chung
language : en
Publisher:
Release Date : 2014-09-01

Elementary Probability Theory written by K. L. Chung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.

Stochastic Processes

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Author : Jyotiprasad Medhi
language : en
Publisher: New Age International
Release Date : 1994

Stochastic Processes written by Jyotiprasad Medhi and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Procesos estocásticos categories.

Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.

Applied Probability And Stochastic Processes

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Author : Frank Beichelt
language : en
Publisher: CRC Press
Release Date : 2018-09-03

Applied Probability And Stochastic Processes written by Frank Beichelt and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Business & Economics categories.

Applied Probability and Stochastic Processes, Second Edition presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. It covers the theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates applications through the analysis of numerous practical examples. The author draws on his 50 years of experience in the field to give your students a better understanding of probability theory and stochastic processes and enable them to use stochastic modeling in their work. New to the Second Edition Completely rewritten part on probability theory—now more than double in size New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections Additional examples, exercises, and figures Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.

An Advanced Course In Probability And Stochastic Processes

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Author : Dirk P. Kroese
language : en
Publisher: CRC Press
Release Date : 2023-12

An Advanced Course In Probability And Stochastic Processes written by Dirk P. Kroese and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12 with Stochastic processes categories.

"An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov processes, and Itô processes are presented and explored in considerable depth, showcasing their many interconnections. Special attention is paid to martingales and the Wiener process and their central role in the treatment of stochastic integrals and stochastic calculus. This book includes many exercises, designed to test and challenge the reader and expand their skillset. An Advanced Course in Probability and Stochastic Processes is meant for students and researchers who have a solid mathematical background and who have had prior exposure to elementary probability and stochastic processes"--