Автор: Rick Durrett Название: Probability: Theory and Examples ISBN: 1108473687 ISBN-13(EAN): 9781108473682 Издательство: Cambridge Academ Цена: 6901 р. Наличие на складе: Есть у поставщикаПоставка под заказ. Описание: This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. Concentrating on results that are the most useful for applications, this comprehensive treatment is a rigorous graduate text and reference. Operating under the philosophy that the best way to learn probability is to see it in action, the book contains extended examples that apply the theory to concrete applications. This fifth edition contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), an advanced topic that is finding new applications. Setting the foundation for this expansion, Chapter 7 now features a proof of Ito's formula. Key exercises that previously were simply proofs left to the reader have been directly inserted into the text as lemmas. The new edition re-instates discussion about the central limit theorem for martingales and stationary sequences.
Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Описание: Intended as a practical guide for advanced undergraduates. This book focuses on applications and techniques that are used in experimental physics, and on the use of computers. It includes a chapter on queuing problems, and introduces a method for dealing with experiments in which only a few events are observed.
Описание: An accessible introduction to probability, stochastic processes, and statistics for computer science and engineering applications This updated and revised edition of the popular classic 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.
Автор: Isaac Название: The Pleasures of Probability ISBN: 038794415X ISBN-13(EAN): 9780387944159 Издательство: Springer Рейтинг: Цена: 5220 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of "The Pleasures of Probability" is to introduce some of the most fundamental ideas in classical probability to a fairly general audience - reaching
from mathematical amateurs to scientists, from students to professional mathematicians. The only prerequisites required are a decent background in elementary algebra and an interest in
discussions of a variety of problems and applications in probability. The style is informal, and the chapters are more like essays on a particular topic than textbook treatments.
Even well-known problems are often covered in more depth than usual in order to illustrate underlying ideas. The book can be used as a text for a first course in probability or as a
companion to a text. Each chapter ends with a few problems, the answers to which are given at the end of the book.
Описание: This detailed introduction to probability and stochastic processes shows how these subjects may be applied to computer performance modelling. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit.
Описание: This book presents the problems and worked-out solutions for all the exercises in the text by Malliavin. It will be of use not only to mathematics teachers, but
also to students using the text for self-study.
Автор: Malliavin Название: Integration and Probability ISBN: 0387944095 ISBN-13(EAN): 9780387944098 Издательство: Springer Рейтинг: Цена: 6996 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed to be an introduction to analysis with the proper mix of abstract theories and concrete problems. It starts with general measure theory,
treats Borel and Radon measures (with particular attention paid to Lebesgue measure) and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev
spaces, distributions, and the Fourier analysis of such. It continues with a Hilbertian treatment of the basic laws of probability including Doob's martingale convergence theorem and
finishes with Malliavin's "stochastic calculus of variations" developed in the context of Gaussian measure spaces.
This invaluable contribution to the existing literature gives
the reader a taste of the fact that analysis is not a collection of independent theories but can be treated as a whole.
Автор: Durrett, Rick Название: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Издательство: Cambridge Academ Рейтинг: Цена: 7246 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This clear and lively introduction to probability theory concentrates on the results that are the most useful for applications, including combinatorial probability and Markov chains. Concise and focused, it is designed for a one-semester introductory course in probability for students who have some familiarity with basic calculus. Reflecting the author's philosophy that the best way to learn probability is to see it in action, there are more than 350 problems and 200 examples. The examples contain all the old standards such as the birthday problem and Monty Hall, but also include a number of applications not found in other books, from areas as broad ranging as genetics, sports, finance, and inventory management.
Автор: Grimmett Название: Probability and Random Processes 3ed ISBN: 0198572220 ISBN-13(EAN): 9780198572220 Издательство: Oxford Academ Рейтинг: Цена: 5233 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Love Your Home is an inspiring and thought-provoking sourcebook of ideas for home design. It explores the concept of `home` and its role as a private retreat and sanctuary, as well as a social hub for entertaining and the centre of family life. Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random processes are developed in the text through examples. It includes exercises and problems, with solutions provided in the companion volume.
Описание: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China,
Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in acturial sciences and
quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing
importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.
This book presents the most recent
developments in probability, finance and acturial sciences, especially in Chinese probability research. It focu
es on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government.
With contributions by leading authorities on probability theory - particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin
theory - it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every
university should acquire a copy.
Описание: This book has been designed for senior engineering, mathematics and systems science students. In addition, the author has used the optional, advanced
sections as the basis for graduate courses in quality control and queueing. It is assumed that the students have taken a first course in probability but that some need a review.
Discrete models are emphasized and examples have been chosen from the areas of quality control and telecommunications. The book provides correct, modern mathematical methods
and at the same time conveys the excitement of real applications.
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