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Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Ten Lectures On The Probabilistic Method


Ten Lectures On The Probabilistic Method
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Author : Joel Spencer
language : en
Publisher: SIAM
Release Date : 1994-01-01

Ten Lectures On The Probabilistic Method written by Joel Spencer and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-01-01 with Mathematics categories.


This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovasz Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well. Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical "best possible" results in favor of clearer exposition. The book is not encyclopedic--it contains only those examples that clearly display the methodology. The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colorings) by showing that an appropriately defined random object has positive probability of having those properties.



The Probabilistic Method


The Probabilistic Method
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Author : Noga Alon
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20

The Probabilistic Method written by Noga Alon 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 2011-09-20 with Mathematics categories.


Praise for the Second Edition: "Serious researchers in combinatorics or algorithm design will wish to read the book in its entirety...the book may also be enjoyed on a lighter level since the different chapters are largely independent and so it is possible to pick out gems in one's own area..." —Formal Aspects of Computing This Third Edition of The Probabilistic Method reflects the most recent developments in the field while maintaining the standard of excellence that established this book as the leading reference on probabilistic methods in combinatorics. Maintaining its clear writing style, illustrative examples, and practical exercises, this new edition emphasizes methodology, enabling readers to use probabilistic techniques for solving problems in such fields as theoretical computer science, mathematics, and statistical physics. The book begins with a description of tools applied in probabilistic arguments, including basic techniques that use expectation and variance as well as the more recent applications of martingales and correlation inequalities. Next, the authors examine where probabilistic techniques have been applied successfully, exploring such topics as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Sections labeled "The Probabilistic Lens" offer additional insights into the application of the probabilistic approach, and the appendix has been updated to include methodologies for finding lower bounds for Large Deviations. The Third Edition also features: A new chapter on graph property testing, which is a current topic that incorporates combinatorial, probabilistic, and algorithmic techniques An elementary approach using probabilistic techniques to the powerful Szemerédi Regularity Lemma and its applications New sections devoted to percolation and liar games A new chapter that provides a modern treatment of the Erdös-Rényi phase transition in the Random Graph Process Written by two leading authorities in the field, The Probabilistic Method, Third Edition is an ideal reference for researchers in combinatorics and algorithm design who would like to better understand the use of probabilistic methods. The book's numerous exercises and examples also make it an excellent textbook for graduate-level courses in mathematics and computer science.



Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Author : A. T. Bharucha-Reid
language : en
Publisher: Elsevier
Release Date : 2014-05-10

Probabilistic Methods In Applied Mathematics written by A. T. Bharucha-Reid and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Mathematics categories.


Probabilistic Methods in Applied Mathematics, Volume 3 focuses on the influence of the probability theory on the formulation of mathematical models and development of theories in many applied fields. The selection first offers information on statistically well-set Cauchy problems and wave propagation in random anisotropic media. Discussions focus on extension to biaxial anisotropic random media; an effective medium description for a random uniaxial anisotropic medium and the resulting dyadic Green's function; evolution of the spectral matrix measure; and well-set Cauchy problems. The text then examines stochastic processes in heat and mass transport, including mass transport, velocity field, temperature transport, and coupling of mass and heat transport. The manuscript takes a look at the potential theory for Markov chains and stochastic differential games. Topics include formal solutions for some classes of stochastic linear pursuit-evasion games; solution of a stochastic linear pursuit-evasion game with nonrandom controls; problems of potential theory; and hitting distributions. The selection is a vital source of data for mathematicians and researchers interested in the probability theory.



Statistical And Probabilistic Methods In Actuarial Science


Statistical And Probabilistic Methods In Actuarial Science
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Author : Philip J. Boland
language : en
Publisher: CRC Press
Release Date : 2007-03-05

Statistical And Probabilistic Methods In Actuarial Science written by Philip J. Boland and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-05 with Business & Economics categories.


Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance. The book builds on students' existing knowledge of probability and statistics by establishing a solid and thorough understanding of



Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Author : Albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1970

Probabilistic Methods In Applied Mathematics written by Albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Probabilities categories.




Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Author : Albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1970

Probabilistic Methods In Applied Mathematics written by Albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Probabilities categories.




Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Author : Albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1970

Probabilistic Methods In Applied Mathematics written by Albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Probabilities categories.




Probability And Partial Differential Equations In Modern Applied Mathematics


Probability And Partial Differential Equations In Modern Applied Mathematics
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Author : Edward C. Waymire
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-06-14

Probability And Partial Differential Equations In Modern Applied Mathematics written by Edward C. Waymire 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 2010-06-14 with Mathematics categories.


"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.



Probabilistic Inequalities


Probabilistic Inequalities
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Author : George A. Anastassiou
language : en
Publisher: World Scientific Publishing Company
Release Date : 2010

Probabilistic Inequalities written by George A. Anastassiou and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.


1. Introduction -- 2. Basic stochastic Ostrowski inequalities -- 3. Multidimensional Montgomery identities and Ostrowski type inequalities -- 4. General probabilistic inequalities -- 5. About Grothendieck inequalities -- 6. Basic optimal estimation of Csiszar's f-divergence -- 7. Approximation via representations of Csiszar's f-divergence -- 8. Sharp high degree estimation of Csiszar's f-divergence -- 9. Csiszar's f-divergence as a measure of dependence --10. Optimal estimation of discrete Csiszar f-divergence -- 11. About a general discrete measure of dependence -- 12. Hölder-Like Csiszar's f-divergence inequalities -- 13. Csiszar's discrimination and Ostrowski inequalities via Euler-type and Fink identities -- 14. Taylor-Widder representations and Grüss, Means, Ostrowski and Csiszar's inequalities -- 15. Representations of functions and Csiszar's f-divergence -- 16. About general moment theory -- 17. Extreme bounds on the average of a rounded off observation under a moment condition -- 18. Moment theory of random rounding rules subject to one moment condition -- 19. Moment theory on random rounding rules using two moment conditions -- 20. Prokhorov radius around zero using three moment constraints -- 21. Precise rates of Prokhorov convergence using three moment conditions -- 22. On Prokhorov convergence or probability measures to the unit under three moments -- 23. Geometric moment methods applied to optimal portfolio -- 24. Discrepancies between general integral means -- 25. Grüss type inequalities using the Stieltjes integral -- 26. Chebyshev-Grüss type and difference of integral means inequalities using the Stieltjes integral -- 27. An expansion formula -- 28. Integration by parts on the multidimensional domain.



Probabilistic Methods In Applied Mathematics


Probabilistic Methods In Applied Mathematics
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Author : albert T. Bharucha-Reid
language : en
Publisher:
Release Date : 1973

Probabilistic Methods In Applied Mathematics written by albert T. Bharucha-Reid and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with categories.