AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, 2ND ED, VOL 2 PDF Download

Author: Willliam Feller
Publisher: John Wiley & Sons
ISBN: 9788126518067
Category :
Languages : en
Pages : 708

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Book Description
· The Exponential and the Uniform Densities· Special Densities. Randomization· Densities in Higher Dimensions. Normal Densities and Processes· Probability Measures and Spaces· Probability Distributions in Rr· A Survey of Some Important Distributions and Processes· Laws of Large Numbers. Applications in Analysis· The Basic Limit Theorems· Infinitely Divisible Distributions and Semi-Groups· Markov Processes and Semi-Groups· Renewal Theory· Random Walks in R1· Laplace Transforms. Tauberian Theorems. Resolvents· Applications of Laplace Transforms· Characteristic Functions· Expansions Related to the Central Limit Theorem,· Infinitely Divisible Distributions· Applications of Fourier Methods to Random Walks· Harmonic Analysis

Author: William Feller
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 706

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Book Description
The classic text for understanding complex statistical probability An Introduction to Probability Theory and Its Applications offers comprehensive explanations to complex statistical problems. Delving deep into densities and distributions while relating critical formulas, processes and approaches, this rigorous text provides a solid grounding in probability with practice problems throughout. Heavy on application without sacrificing theory, the discussion takes the time to explain difficult topics and how to use them. This new second edition includes new material related to the substitution of probabilistic arguments for combinatorial artifices as well as new sections on branching processes, Markov chains, and the DeMoivre-Laplace theorem.

Author: William Feller
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 652

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Book Description
Vol. 2 has series: Wiley series in probability and mathematical statistics. Bibliographical footnotes. "Some books on cagnate subjects": v. 2, p. 615-616.

Author: D.J. Daley
Publisher: Springer Science & Business Media
ISBN: 0387215646
Category : Mathematics
Languages : en
Pages : 471

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Book Description
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.

Author: William Feller
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 538

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Book Description
The nature of probability theory. The sample space. Elements of combinatorial analysis. Fluctuations in coin tossing and random walks. Combination of events. Conditional probability, stochastic independence. The binomial and the Poisson distributions. The Normal approximation to the binomial distribution. Unlimited sequences of Bernoulli trials. Random variables, expectation. Laws of large numbers. Integral valued variables, generating functions. Compound distributions. Branching processes. Recurrent events. Renewal theory. Random walk and ruin problems. Markov chains. Algebraic treatment of finite Markov chains. The simplest time-dependent stochastic processes. Answer to problems. Index.

Author: Bert E. Fristedt
Publisher: Springer Science & Business Media
ISBN: 1489928375
Category : Mathematics
Languages : en
Pages : 775

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Book Description
Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Author: David F. Anderson
Publisher: Cambridge University Press
ISBN: 110824498X
Category : Mathematics
Languages : en
Pages : 447

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Book Description
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.

Author: Kishor S. Trivedi
Publisher: John Wiley & Sons
ISBN: 1119314208
Category : Computers
Languages : en
Pages : 880

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Book Description
An accessible introduction to probability, stochastic processes, and statistics for computer science and engineering applications Second edition now also available in Paperback. This updated and revised edition of the popular classic first edition relates fundamental concepts in probability and statistics to the computer sciences and engineering. The author uses Markov chains and other statistical tools to illustrate processes in reliability of computer systems and networks, fault tolerance, and performance. This edition features an entirely new section on stochastic Petri nets—as well as new sections on system availability modeling, wireless system modeling, numerical solution techniques for Markov chains, and software reliability modeling, among other subjects. Extensive revisions take new developments in solution techniques and applications into account and bring this work totally up to date. It includes more than 200 worked examples and self-study exercises for each section. Probability and Statistics with Reliability, Queuing and Computer Science Applications, Second Edition offers a comprehensive introduction to probability, stochastic processes, and statistics for students of computer science, electrical and computer engineering, and applied mathematics. Its wealth of practical examples and up-to-date information makes it an excellent resource for practitioners as well. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Author: Alexandr A. Borovkov
Publisher: Springer Science & Business Media
ISBN: 1447152018
Category : Mathematics
Languages : en
Pages : 733

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Book Description
This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.

Author: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 9780387953137
Category : Mathematics
Languages : en
Pages : 670

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Book Description
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.