Elementary Probability Theory With Stochastic Processes
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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 centrat 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 dassie treatise (see [Feiler I]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 Ievels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore Ievel. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.
Elementary Probability Theory With Stochastic Processes
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Author : Kai Lai Chung
language : en
Publisher:
Release Date : 1974
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 1974 with Probabilities categories.
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.
In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail.
Lectures In Elementary Probability Theory And Stochastic Processes
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Author : Jean-Claude Falmagne
language : en
Publisher:
Release Date : 2003
Lectures In Elementary Probability Theory And Stochastic Processes written by Jean-Claude Falmagne and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Probabilities categories.
An Advanced Course In Probability And Stochastic Processes
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Author : Dirk P. Kroese
language : en
Publisher: CRC Press
Release Date : 2023-12-15
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 2023-12-15 with Mathematics 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. Key Features: Focus on mathematical understanding Rigorous and self-contained Accessible and comprehensive High-quality illustrations Includes essential simulation algorithms Extensive list of exercises and worked-out examples Elegant and consistent notation
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.
Introduction To The Mathematics Of Operations Research With Mathematica
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Author : Kevin J. Hastings
language : en
Publisher: CRC Press
Release Date : 2018-10-24
Introduction To The Mathematics Of Operations Research With Mathematica written by Kevin J. Hastings and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-24 with Business & Economics categories.
The breadth of information about operations research and the overwhelming size of previous sources on the subject make it a difficult topic for non-specialists to grasp. Fortunately, Introduction to the Mathematics of Operations Research with Mathematica®, Second Edition delivers a concise analysis that benefits professionals in operations research and related fields in statistics, management, applied mathematics, and finance. The second edition retains the character of the earlier version, while incorporating developments in the sphere of operations research, technology, and mathematics pedagogy. Covering the topics crucial to applied mathematics, it examines graph theory, linear programming, stochastic processes, and dynamic programming. This self-contained text includes an accompanying electronic version and a package of useful commands. The electronic version is in the form of Mathematica notebooks, enabling you to devise, edit, and execute/reexecute commands, increasing your level of comprehension and problem-solving. Mathematica sharpens the impact of this book by allowing you to conveniently carry out graph algorithms, experiment with large powers of adjacency matrices in order to check the path counting theorem and Markov chains, construct feasible regions of linear programming problems, and use the "dictionary" method to solve these problems. You can also create simulators for Markov chains, Poisson processes, and Brownian motions in Mathematica, increasing your understanding of the defining conditions of these processes. Among many other benefits, Mathematica also promotes recursive solutions for problems related to first passage times and absorption probabilities.
Stochastic Processes
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Author : Emanuel Parzen
language : en
Publisher: SIAM
Release Date : 1999-12-01
Stochastic Processes written by Emanuel Parzen and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-12-01 with Mathematics 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.
Measure Integral Probability Processes
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Author : René L Schilling
language : en
Publisher:
Release Date : 2021-02-02
Measure Integral Probability Processes written by René L Schilling and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-02 with categories.
In these lecture notes we give a self-contained and concise introduction to the essentials of modern probability theory. The material covers all concepts and techniques usually taught at BSc and first-year graduate level probability courses: Measure & integration theory, elementary probability theory, further probability, classic limit theorems, discrete-time and continuous-time martingales, Poisson processes, random walks & Markov chains and, finally, first steps towards Brownian motion. The text can serve as a course companion, for self study or as a reference text. Concepts, which will be useful for later chapters and further studies are introduced early on. The material is organized and presented in a way that will enable the readers to continue their study with any advanced text in probability theory, stochastic processes or stochastic analysis. Much emphasis is put on being reader-friendly and useful, giving a direct and quick start into a fascinating mathematical topic.