Probability and Stochastic Processes

Probability and Stochastic Processes
Author :
Publisher : John Wiley & Sons
Total Pages : 514
Release :
ISBN-10 : 9781118324561
ISBN-13 : 1118324560
Rating : 4/5 (61 Downloads)

Synopsis Probability and Stochastic Processes by : Roy D. Yates

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.

An Introduction to Probability and Stochastic Processes

An Introduction to Probability and Stochastic Processes
Author :
Publisher : Courier Corporation
Total Pages : 420
Release :
ISBN-10 : 9780486490991
ISBN-13 : 0486490998
Rating : 4/5 (91 Downloads)

Synopsis An Introduction to Probability and Stochastic Processes by : James L. Melsa

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.

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications
Author :
Publisher : John Wiley & Sons
Total Pages : 613
Release :
ISBN-10 : 9781118344965
ISBN-13 : 1118344960
Rating : 4/5 (65 Downloads)

Synopsis Introduction to Probability and Stochastic Processes with Applications by : Liliana Blanco Castañeda

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 and Stochastic Processes

Probability and Stochastic Processes
Author :
Publisher : Prentice Hall
Total Pages : 464
Release :
ISBN-10 : UOM:39015055734720
ISBN-13 :
Rating : 4/5 (20 Downloads)

Synopsis Probability and Stochastic Processes by : Frederick Solomon

An intuitive, algorithmic approach to probability and stochastic processes.

Probability, Stochastic Processes, and Queueing Theory

Probability, Stochastic Processes, and Queueing Theory
Author :
Publisher : Springer Science & Business Media
Total Pages : 595
Release :
ISBN-10 : 9781475724264
ISBN-13 : 1475724268
Rating : 4/5 (64 Downloads)

Synopsis Probability, Stochastic Processes, and Queueing Theory by : Randolph Nelson

We will occasionally footnote a portion of text with a "**,, to indicate Notes on the that this portion can be initially bypassed. The reasons for bypassing a Text portion of the text include: the subject is a special topic that will not be referenced later, the material can be skipped on first reading, or the level of mathematics is higher than the rest of the text. In cases where a topic is self-contained, we opt to collect the material into an appendix that can be read by students at their leisure. The material in the text cannot be fully assimilated until one makes it Notes on "their own" by applying the material to specific problems. Self-discovery Problems is the best teacher and although they are no substitute for an inquiring mind, problems that explore the subject from different viewpoints can often help the student to think about the material in a uniquely per sonal way. With this in mind, we have made problems an integral part of this work and have attempted to make them interesting as well as informative.

Applied Probability and Stochastic Processes

Applied Probability and Stochastic Processes
Author :
Publisher : Brooks/Cole
Total Pages : 328
Release :
ISBN-10 : UOM:39015038438233
ISBN-13 :
Rating : 4/5 (33 Downloads)

Synopsis Applied Probability and Stochastic Processes by : Richard Martin Feldman

In this book, Feldman and Valdez-Flores present applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications for the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. Unique features of the book include a self-contained chapter on simulation (Chapter 3) and early introduction of Markov chains.

Probability Theory and Stochastic Processes

Probability Theory and Stochastic Processes
Author :
Publisher : Springer Nature
Total Pages : 717
Release :
ISBN-10 : 9783030401832
ISBN-13 : 3030401839
Rating : 4/5 (32 Downloads)

Synopsis Probability Theory and Stochastic Processes by : Pierre Brémaud

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

Introduction to Probability, Statistics, and Random Processes

Introduction to Probability, Statistics, and Random Processes
Author :
Publisher :
Total Pages : 746
Release :
ISBN-10 : 0990637204
ISBN-13 : 9780990637202
Rating : 4/5 (04 Downloads)

Synopsis Introduction to Probability, Statistics, and Random Processes by : Hossein Pishro-Nik

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.

Probability and Stochastic Processes

Probability and Stochastic Processes
Author :
Publisher : John Wiley & Sons
Total Pages : 578
Release :
ISBN-10 : 9780470624555
ISBN-13 : 0470624558
Rating : 4/5 (55 Downloads)

Synopsis Probability and Stochastic Processes by : Ionut Florescu

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Probability Theory and Stochastic Processes with Applications (Second Edition)

Probability Theory and Stochastic Processes with Applications (Second Edition)
Author :
Publisher : World Scientific Publishing Company
Total Pages : 500
Release :
ISBN-10 : 9813109491
ISBN-13 : 9789813109490
Rating : 4/5 (91 Downloads)

Synopsis Probability Theory and Stochastic Processes with Applications (Second Edition) by : Oliver Knill

This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.