Introduction To Probability And Stochastic Processes With Applications

Introduction to Probability and Stochastic Processes with Applications PDF
Author: Liliana Blanco Castañeda
Publisher: John Wiley & Sons
ISBN: 1118344960
Size: 14.52 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 614
View: 3716

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Introduction To Probability And Stochastic Processes With Applications

by Liliana Blanco Castañeda, Introduction To Probability And Stochastic Processes With Applications Books available in PDF, EPUB, Mobi Format. Download Introduction To Probability And Stochastic Processes With Applications books, An easily accessible, real-world approach to probability andstochastic processes Introduction to Probability and Stochastic Processes withApplications presents a clear, easy-to-understand treatment ofprobability and stochastic processes, providing readers with asolid foundation they can build upon throughout their careers. Withan emphasis on applications in engineering, applied sciences,business and finance, statistics, mathematics, and operationsresearch, the book features numerous real-world examples thatillustrate how random phenomena occur in nature and how to useprobabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basicconcepts 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 variablesfrequently used in applications Random vectors, conditional probability, expectation, andmultivariate normal distributions The laws of large numbers, limit theorems, and convergence ofsequences of random variables Stochastic processes and related applications, particularly inqueueing systems Financial mathematics, including pricing methods such asrisk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisitemathematics and tables of standard distributions for use inapplications are provided, and plentiful exercises, problems, andsolutions are found throughout. Also, a related website featuresadditional exercises with solutions and supplementary material forclassroom use. Introduction to Probability and StochasticProcesses with Applications is an ideal book for probabilitycourses at the upper-undergraduate level. The book is also avaluable reference for researchers and practitioners in the fieldsof engineering, operations research, and computer science whoconduct data analysis to make decisions in their everyday work.


An Introduction To Probability And Stochastic Processes

An Introduction to Probability and Stochastic Processes PDF
Author: James L. Melsa
Publisher: Courier Corporation
ISBN: 0486490998
Size: 80.51 MB
Format: PDF, ePub
Category : Mathematics
Languages : en
Pages : 403
View: 5144

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An Introduction To Probability And Stochastic Processes

by James L. Melsa, An Introduction To Probability And Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Probability And Stochastic Processes books, Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.


An Introduction To Stochastic Processes

An Introduction to Stochastic Processes PDF
Author: M. S. Bartlett
Publisher: CUP Archive
ISBN: 9780521215855
Size: 34.73 MB
Format: PDF, ePub, Mobi
Category : Mathematics
Languages : en
Pages : 388
View: 5194

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An Introduction To Stochastic Processes

by M. S. Bartlett, An Introduction To Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes books, Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; The statistical analysis of stochastic processes; Correlation analysis of time-series.


Introduction To Stochastic Processes With R

Introduction to Stochastic Processes with R PDF
Author: Robert P. Dobrow
Publisher: John Wiley & Sons
ISBN: 1118740653
Size: 12.89 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 504
View: 1390

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Introduction To Stochastic Processes With R

by Robert P. Dobrow, Introduction To Stochastic Processes With R Books available in PDF, EPUB, Mobi Format. Download Introduction To Stochastic Processes With R books, An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical freeware R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: Over 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and interesting supplemental topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black-Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion website that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.


An Introduction To Stochastic Processes With Applications To Biology

An Introduction to Stochastic Processes with Applications to Biology PDF
Author: Linda J. S. Allen
Publisher: CRC Press
ISBN: 143989468X
Size: 19.36 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 496
View: 4965

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An Introduction To Stochastic Processes With Applications To Biology

by Linda J. S. Allen, An Introduction To Stochastic Processes With Applications To Biology Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes With Applications To Biology books, An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes. New to the Second Edition A new chapter on stochastic differential equations that extends the basic theory to multivariate processes, including multivariate forward and backward Kolmogorov differential equations and the multivariate Itô’s formula The inclusion of examples and exercises from cellular and molecular biology Double the number of exercises and MATLAB® programs at the end of each chapter Answers and hints to selected exercises in the appendix Additional references from the literature This edition continues to provide an excellent introduction to the fundamental theory of stochastic processes, along with a wide range of applications from the biological sciences. To better visualize the dynamics of stochastic processes, MATLAB programs are provided in the chapter appendices.


Introduction To Stochastic Calculus With Applications 3rd Edition

Introduction To Stochastic Calculus With Applications  3rd Edition  PDF
Author: Klebaner Fima C
Publisher: World Scientific Publishing Company
ISBN: 1911298674
Size: 17.40 MB
Format: PDF
Category : Mathematics
Languages : en
Pages : 452
View: 3667

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Introduction To Stochastic Calculus With Applications 3rd Edition

by Klebaner Fima C, Introduction To Stochastic Calculus With Applications 3rd Edition Books available in PDF, EPUB, Mobi Format. Download Introduction To Stochastic Calculus With Applications 3rd Edition books, This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study.In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises./a


Introduction To Probability Statistics And Random Processes

Introduction to Probability  Statistics  and Random Processes PDF
Author: Hossein Pishro-Nik
Publisher:
ISBN: 9780990637202
Size: 73.44 MB
Format: PDF, Mobi
Category : Probabilities
Languages : en
Pages : 746
View: 7095

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Introduction To Probability Statistics And Random Processes

by Hossein Pishro-Nik, Introduction To Probability Statistics And Random Processes Books available in PDF, EPUB, Mobi Format. Download Introduction To Probability Statistics And Random Processes books, The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.


Introduction To Probability Theory And Stochastic Processes

Introduction to Probability Theory and Stochastic Processes PDF
Author: John Chiasson
Publisher: John Wiley & Sons
ISBN: 111838279X
Size: 14.90 MB
Format: PDF, ePub, Docs
Category : Mathematics
Languages : en
Pages : 959
View: 5409

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Introduction To Probability Theory And Stochastic Processes

by John Chiasson, Introduction To Probability Theory And Stochastic Processes Books available in PDF, EPUB, Mobi Format. Download Introduction To Probability Theory And Stochastic Processes books, This comprehensive textbook provides an introduction to statistical methods for graduate engineers—offering thorough coverage of important probability-related topics to aid in product and system design, reliability engineering, quality control, and more. It introduces engineers to abstract concepts in mathematical stochastic processes and probability theory and covers topics such as coin tossing, simulation of random phenomena, brownian motion, white noise, and kalman filtering.


An Introduction To Stochastic Processes And Their Applications

An Introduction to Stochastic Processes and Their Applications PDF
Author: Petar Todorovic
Publisher: Springer Science & Business Media
ISBN: 1461397421
Size: 22.31 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 289
View: 627

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An Introduction To Stochastic Processes And Their Applications

by Petar Todorovic, An Introduction To Stochastic Processes And Their Applications Books available in PDF, EPUB, Mobi Format. Download An Introduction To Stochastic Processes And Their Applications books, This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.