Probability And Stochastic Processes
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Probability And Stochastic Processes
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Author : Roy D. Yates
language : en
Publisher: John Wiley & Sons
Release Date : 2014-01-28
Probability And Stochastic Processes written by Roy D. Yates 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 2014-01-28 with Mathematics categories.
This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first five chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.
Probability And Random Processes
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Author : Geoffrey Grimmett
language : en
Publisher: Oxford University Press
Release Date : 2001-05-31
Probability And Random Processes written by Geoffrey Grimmett and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-31 with Mathematics categories.
This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.
Theory Of Stochastic Objects
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Author : Athanasios Christou Micheas
language : en
Publisher: CRC Press
Release Date : 2018-01-19
Theory Of Stochastic Objects written by Athanasios Christou Micheas and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-19 with Mathematics categories.
This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume. Presents and illustrates ‘random objects’ in different contexts, under a unified framework, starting with rudimentary results on random variables and random sequences, all the way up to stochastic partial differential equations. Reviews rudimentary probability and introduces statistical inference, from basic to advanced, thus making the transition from basic statistical modeling and estimation to advanced topics more natural and concrete. Compact and comprehensive presentation of the material that will be useful to a reader from the mathematics and statistical sciences, at any stage of their career, either as a graduate student, an instructor, or an academician conducting research and requiring quick references and examples to classic topics. Includes 378 exercises, with the solutions manual available on the book's website. 121 illustrative examples of the concepts presented in the text (many including multiple items in a single example). The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.
Introduction To Probability And Stochastic Processes With Applications
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Author : Liliana Blanco Castañeda
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-21
Introduction To Probability And Stochastic Processes With Applications written by Liliana Blanco Castañeda 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 2014-08-21 with Mathematics categories.
An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.
Probability Random Variables And Stochastic Processes
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Author : Athanasios Papoulis
language : en
Publisher: McGraw-Hill Science, Engineering & Mathematics
Release Date : 1991
Probability Random Variables And Stochastic Processes written by Athanasios Papoulis 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 1991 with Mathematics categories.
The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.
Probability Statistics And Stochastic Processes
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Author : Peter Olofsson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-20
Probability Statistics And Stochastic Processes written by Peter Olofsson 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 2011-07-20 with Mathematics categories.
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a section on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout the text to help illustrate concepts and theory and to assist the reader in developing an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter. This book is an excellent text for upper-level undergraduate courses. While many texts treat probability theory and statistical inference or probability theory and stochastic processes, this text enables students to become proficient in all three of these essential topics. For students in science and engineering who may take only one course in probability theory, mastering all three areas will better prepare them to collect, analyze, and characterize data in their chosen fields.
Adventures In Stochastic Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 1992-09-03
Adventures In Stochastic Processes written by Sidney I. Resnick 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 1992-09-03 with Mathematics categories.
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
Probability And Stochastic Processes With A View Toward Applications
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Author : Leo Breiman
language : en
Publisher:
Release Date : 1969
Probability And Stochastic Processes With A View Toward Applications written by Leo Breiman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Mathematics categories.
After each chapter.
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 : Richard M. Feldman
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-27
Applied Probability And Stochastic Processes written by Richard M. Feldman 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 2009-11-27 with Technology & Engineering categories.
This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.