Author: Amedeo O'Doni
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 434

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Book Description

Author: Athanasios Papoulis
Publisher:
ISBN: 9780070484696
Category :
Languages : en
Pages : 143

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Book Description

Author: Geoffrey Grimmett
Publisher: Oxford University Press, USA
ISBN: 0198847610
Category : Mathematics
Languages : en
Pages : 593

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Book Description
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, L�vy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance. The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors' volume, Probability and Random Processes, fourth edition (OUP 2020).

Author: L. Chaumont
Publisher: Cambridge University Press
ISBN: 0521825857
Category : Mathematics
Languages : en
Pages : 256

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Book Description
This book was first published in 2003. Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning, Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context. Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory.

Author: Athanasios Papoulis
Publisher:
ISBN: 9780070484788
Category : Probabilities
Languages : en
Pages : 666

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Book Description

Author: Geoffrey Grimmett
Publisher: Oxford University Press
ISBN: 9780198572220
Category : Mathematics
Languages : en
Pages : 626

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Book Description
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.

Author: Geoffrey R. Grimmett
Publisher:
ISBN:
Category :
Languages : en
Pages : 366

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Book Description

Author: Loïc Chaumont
Publisher: Cambridge University Press
ISBN: 1107606551
Category : Mathematics
Languages : en
Pages : 301

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Book Description
Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.

Author: Liliana Blanco Castañeda
Publisher: John Wiley & Sons
ISBN: 1118344960
Category : Mathematics
Languages : en
Pages : 741

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Book Description
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.

Author: Bhisham C. Gupta
Publisher: John Wiley & Sons
ISBN: 1118789768
Category : Mathematics
Languages : en
Pages : 449

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Book Description
A solutions manual to accompany Statistics and Probability with Applications for Engineers and Scientists Unique among books of this kind, Statistics and Probability with Applications for Engineers and Scientists covers descriptive statistics first, then goes on to discuss the fundamentals of probability theory. Along with case studies, examples, and real-world data sets, the book incorporates clear instructions on how to use the statistical packages Minitab® and Microsoft® Office Excel® to analyze various data sets. The book also features: Detailed discussions on sampling distributions, statistical estimation of population parameters, hypothesis testing, reliability theory, statistical quality control including Phase I and Phase II control charts, and process capability indices A clear presentation of nonparametric methods and simple and multiple linear regression methods, as well as a brief discussion on logistic regression method Comprehensive guidance on the design of experiments, including randomized block designs, one- and two-way layout designs, Latin square designs, random effects and mixed effects models, factorial and fractional factorial designs, and response surface methodology A companion website containing data sets for Minitab and Microsoft Office Excel, as well as JMP ® routines and results Assuming no background in probability and statistics, Statistics and Probability with Applications for Engineers and Scientists features a unique, yet tried-and-true, approach that is ideal for all undergraduate students as well as statistical practitioners who analyze and illustrate real-world data in engineering and the natural sciences.