Lectures On Contemporary Probability

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Lectures On Contemporary Probability

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Author : Gregory F. Lawler
language : en
Publisher: American Mathematical Soc.
Release Date : 1999

Lectures On Contemporary Probability written by Gregory F. Lawler and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.

This volume is based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute. It is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. The material is coordinated so that some of the major computer simulations relate to topics covered in the first ten chapters. The goal is to present topics that are accessible to advanced undergraduates, yet are areas of current research in probability. The combination of the lucid yet informal style of the lectures and the hands-on nature of the simulations allows readers to become familiar with some interesting and active areas of probability. The first four chapters discuss random walks and the continuous limit of random walks: Brownian motion. Chapters 5 and 6 consider the fascinating mathematics of card shuffles, including the notions of random walks on a symmetric group and the general idea of random permutations. Chapters 7 and 8 discuss Markov chains, beginning with a standard introduction to the theory. Chapter 8 addresses the recent important application of Markov chains to simulations of random systems on large finite sets: Markov Chain Monte Carlo. Random walks and electrical networks are covered in Chapter 9. Uniform spanning trees, as connected to probability and random walks, are treated in Chapter 10. The final three chapters of the book present simulations. Chapter 11 discusses simulations for random walks. Chapter 12 covers simulation topics such as sampling from continuous distributions, random permutations, and estimating the number of matrices with certain conditions using Markov Chain Monte Carlo. Chapter 13 presents simulations of stochastic differential equations for applications in finance. (The simulations do not require one particular piece of software. They can be done in symbolic computation packages or via programming languages such as $\bold C$.) The volume concludes with a number of problems ranging from routine to very difficult. Of particular note are the problems that are typical of simulation problems given to students by the authors when teaching undergraduate probability.

Theory Of Probability And Random Processes

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Author : Leonid Koralov
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-08-10

Theory Of Probability And Random Processes written by Leonid Koralov 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 2007-08-10 with Mathematics categories.

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

Lectures On The Poisson Process

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Author : Günter Last
language : en
Publisher: Cambridge University Press
Release Date : 2017-10-26

Lectures On The Poisson Process written by Günter Last 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 2017-10-26 with Mathematics categories.

A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.

Probability And Statistics By Example

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Author : Yu. M. Suhov
language : en
Publisher: Cambridge University Press
Release Date : 2014-09-22

Probability And Statistics By Example written by Yu. M. Suhov 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 2014-09-22 with Mathematics categories.

A valuable resource for students and teachers alike, this second edition contains more than 200 worked examples and exam questions.

Introduction To Stochastic Processes

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Author : Gregory F. Lawler
language : en
Publisher: CRC Press
Release Date : 2018-10-03

Introduction To Stochastic Processes written by Gregory F. Lawler and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-03 with Mathematics categories.

Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter. New to the Second Edition: Expanded chapter on stochastic integration that introduces modern mathematical finance Introduction of Girsanov transformation and the Feynman-Kac formula Expanded discussion of Itô's formula and the Black-Scholes formula for pricing options New topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.

Lectures On Modern Philosophy

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Author : John Anderson
language : en
Publisher: Sydney University Press
Release Date : 2008

Lectures On Modern Philosophy written by John Anderson and has been published by Sydney University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Philosophy categories.

"These lectures from the 1930s on David Hume, Thomas Reid, and William James trace the development of John Anderson's empirical realism, helping to distinguish his position from "English" empiricism, Scottish commonsense and direct realism, radical empiricism and pragmatism. They also demonstrate Anderson's approach to the study of the history of philosophy. The lectures on David Hume place Anderson in direct opposition to his teacher and colleague at Edinburgh, Norman Kemp Smith, who heavily influenced the direction of Hume studies in the twentieth century. The lectures on Thomas Reid are unique in Anderson's works in addressing this seminal figure in the Scottish philosophical tradition, providing background reflections upon his own theory of mind as feeling, and arguing for the critical importance of Freud for contemporary philosophical realists. The lectures on William James offer a final accounting with this major American influence on Anderson's early philosophical development. For Anderson there can be no reconciliation between rationalism and empiricism. The view of the development modern philosophy as an emerging synthesis of these competing epistemological positions must be rejected. Rationalism is a persistent source of philosophical error and the philosophies of the so-called "empiricists" are fundamentally weakened by their rationalist assumptions. The very idea of providing a foundation for knowledge in notions of self-certainty represents an inherently rationalist project and must be rejected by any truly empiricist philosophy."--Provided by publisher.

Lectures On Modern History From The Irruption

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Author : William Smyth
language : en
Publisher:
Release Date : 1841

Lectures On Modern History From The Irruption written by William Smyth and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1841 with History, Modern categories.

Lectures On Modern Convex Optimization

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Author : Aharon Ben-Tal
language : en
Publisher: SIAM
Release Date : 2001-01-01

Lectures On Modern Convex Optimization written by Aharon Ben-Tal and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Technology & Engineering categories.

Here is a book devoted to well-structured and thus efficiently solvable convex optimization problems, with emphasis on conic quadratic and semidefinite programming. The authors present the basic theory underlying these problems as well as their numerous applications in engineering, including synthesis of filters, Lyapunov stability analysis, and structural design. The authors also discuss the complexity issues and provide an overview of the basic theory of state-of-the-art polynomial time interior point methods for linear, conic quadratic, and semidefinite programming. The book's focus on well-structured convex problems in conic form allows for unified theoretical and algorithmical treatment of a wide spectrum of important optimization problems arising in applications.

Lectures On Modern History

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Author : WILLIAM SMYTH
language : en
Publisher:
Release Date : 1841

Lectures On Modern History written by WILLIAM SMYTH and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1841 with categories.

Lectures On Modern History From The Irruption Of The Northern Nations To The Close Of The American Revolution Fourth Edition

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Author : William SMYTH (Professor of Modern History in the University of Cambridge.)
language : en
Publisher:
Release Date : 1843

Lectures On Modern History From The Irruption Of The Northern Nations To The Close Of The American Revolution Fourth Edition written by William SMYTH (Professor of Modern History in the University of Cambridge.) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1843 with categories.