Computational Probability And Mathematical Modeling PDF Download
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Author | : José Roberto Cantú-González |
Publisher | : Frontiers Media SA |
Total Pages | : 71 |
Release | : 2019-12-24 |
Genre | : |
ISBN | : 288963244X |
Download Computational Probability and Mathematical Modeling Book in PDF, ePub and Kindle
In the present time, two of the most important approaches to tackle complex systems are probability and stochastic processes theory. Still from an analytic perspective, modeling and solving a problem using a stochastic approach is not a trivial issue, hence, a combination of the logic of probabilistic reasoning with computational science is needed to obtain qualitatively good solutions in a reasonable time. This eBook presents an interesting view of applications associated to fields of probability, statistics, and mathematic modeling, all of them supported by a computational context though the approach of stochasticity and simulation used in most of them. This collection contains three chapters, which bring applications in fields of biology, finance and physics, each chapter contains work(s) with specific applications. An editorial is also contained with a summarized version of each work, and each of them are widely explained in a specific section, which include a state of art to support the nature of the individual research, a methodology to solve the defined problem and the results and conclusions. We hope the present eBook can represent a potential source of knowledge for the academic community of implicated disciplines, and an inspirational starting point of starting for scientists in the amazing world of applied mathematics and the search to solve complex problems
Author | : Sidney J. Yakowitz |
Publisher | : Addison Wesley Publishing Company |
Total Pages | : 280 |
Release | : 1977 |
Genre | : Computers |
ISBN | : |
Download Computational Probability and Simulation Book in PDF, ePub and Kindle
Random processes and Random number generators; Simulation of probability experiments; Gaming, Random Walks, and linear equations; Gambler's ruin with extensions to inventory control; Limiting processes for Random Walks and time series simulation; Monte Carlo integration and solution of differential equations.
Author | : Daniela Calvetti |
Publisher | : SIAM |
Total Pages | : 229 |
Release | : 2013-03-21 |
Genre | : Mathematics |
ISBN | : 1611972477 |
Download Computational Mathematical Modeling Book in PDF, ePub and Kindle
Interesting real-world mathematical modelling problems are complex and can usually be studied at different scales. The scale at which the investigation is carried out is one of the factors that determines the type of mathematics most appropriate to describe the problem. The book concentrates on two modelling paradigms: the macroscopic, in which phenomena are described in terms of time evolution via ordinary differential equations; and the microscopic, which requires knowledge of random events and probability. The exposition is based on this unorthodox combination of deterministic and probabilistic methodologies, and emphasizes the development of computational skills to construct predictive models. To elucidate the concepts, a wealth of examples, self-study problems, and portions of MATLAB code used by the authors are included. This book, which has been extensively tested by the authors for classroom use, is intended for students in mathematics and the physical sciences at the advanced undergraduate level and above.
Author | : John H. Drew |
Publisher | : Springer Science & Business Media |
Total Pages | : 220 |
Release | : 2008-01-08 |
Genre | : Mathematics |
ISBN | : 0387746765 |
Download Computational Probability Book in PDF, ePub and Kindle
This title organizes computational probability methods into a systematic treatment. The book examines two categories of problems. "Algorithms for Continuous Random Variables" covers data structures and algorithms, transformations of random variables, and products of independent random variables. "Algorithms for Discrete Random Variables" discusses data structures and algorithms, sums of independent random variables, and order statistics.
Author | : Cornelis W Oosterlee |
Publisher | : World Scientific |
Total Pages | : 1310 |
Release | : 2019-10-29 |
Genre | : Business & Economics |
ISBN | : 1786347962 |
Download Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes Book in PDF, ePub and Kindle
This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material:Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact [email protected].
Author | : Walter Freiberger |
Publisher | : Springer Science & Business Media |
Total Pages | : 167 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461298377 |
Download A Course in Computational Probability and Statistics Book in PDF, ePub and Kindle
This book arose out of a number of different contexts, and numerous persons have contributed to its conception and development. It had its origin in a project initiated jointly with the IBM Cambridge Scien tific Center, particularly with Dr. Rhett Tsao, then of that Center. We are grateful to Mr. Norman Rasmussen, Manager of the IBM Scientific Center Complex, for his initial support. The work is being carried on at Brown University with generous support from the Office of Computing Activities of the National Science Foundation (grants GJ-174 and GJ-7l0); we are grateful to Dr. John Lehmann of this Office for his interest and encouragement. Professors Donald McClure and Richard Vitale of the Division of Applied Mathematics at Brown University contributed greatly to the project and taught courses in its spirit. We are indebted to them and to Dr. Tore Dalenius of the University of Stockholm for helpful criticisms of the manuscript. The final stimulus to the book's completion came from an invLtation to teach a course at the IBM European Systems Research Institute at Geneva. We are grateful to Dr. J.F. Blackburn, Director of the Institute, for his invitation, and to him and his wife Beverley for their hospitality. We are greatly indebted to Mrs. Katrina Avery for her splendid secretarial and editorial work on the manuscript.
Author | : William P. Fox |
Publisher | : CRC Press |
Total Pages | : 429 |
Release | : 2022-12-29 |
Genre | : Mathematics |
ISBN | : 1000825574 |
Download Probability and Statistics for Engineering and the Sciences with Modeling using R Book in PDF, ePub and Kindle
Probability and statistics courses are more popular than ever. Regardless of your major or your profession, you will most likely use concepts from probability and statistics often in your career. The primary goal behind this book is offering the flexibility for instructors to build most undergraduate courses upon it. This book is designed for either a one-semester course in either introductory probability and statistics (not calculus-based) and/or a one-semester course in a calculus-based probability and statistics course. The book focuses on engineering examples and applications, while also including social sciences and more examples. Depending on the chapter flows, a course can be tailored for students at all levels and background. Over many years of teaching this course, the authors created problems based on real data, student projects, and labs. Students have suggested these enhance their experience and learning. The authors hope to share projects and labs with other instructors and students to make the course more interesting for both. R is an excellent platform to use. This book uses R with real data sets. The labs can be used for group work, in class, or for self-directed study. These project labs have been class-tested for many years with good results and encourage students to apply the key concepts and use of technology to analyze and present results.
Author | : Rakhee Kulshrestha |
Publisher | : CRC Press |
Total Pages | : 172 |
Release | : 2021-01-04 |
Genre | : Mathematics |
ISBN | : 1000288676 |
Download Mathematical Modeling and Computation of Real-Time Problems Book in PDF, ePub and Kindle
This book covers an interdisciplinary approach for understanding mathematical modeling by offering a collection of models, solved problems related to the models, the methodologies employed, and the results using projects and case studies with insight into the operation of substantial real-time systems. The book covers a broad scope in the areas of statistical science, probability, stochastic processes, fluid dynamics, supply chain, optimization, and applications. It discusses advanced topics and the latest research findings, uses an interdisciplinary approach for real-time systems, offers a platform for integrated research, and identifies the gaps in the field for further research. The book is for researchers, students, and teachers that share a goal of learning advanced topics and the latest research in mathematical modeling.
Author | : Dirk P. Kroese |
Publisher | : Springer Science & Business Media |
Total Pages | : 412 |
Release | : 2013-11-18 |
Genre | : Computers |
ISBN | : 1461487757 |
Download Statistical Modeling and Computation Book in PDF, ePub and Kindle
This textbook on statistical modeling and statistical inference will assist advanced undergraduate and graduate students. Statistical Modeling and Computation provides a unique introduction to modern Statistics from both classical and Bayesian perspectives. It also offers an integrated treatment of Mathematical Statistics and modern statistical computation, emphasizing statistical modeling, computational techniques, and applications. Each of the three parts will cover topics essential to university courses. Part I covers the fundamentals of probability theory. In Part II, the authors introduce a wide variety of classical models that include, among others, linear regression and ANOVA models. In Part III, the authors address the statistical analysis and computation of various advanced models, such as generalized linear, state-space and Gaussian models. Particular attention is paid to fast Monte Carlo techniques for Bayesian inference on these models. Throughout the book the authors include a large number of illustrative examples and solved problems. The book also features a section with solutions, an appendix that serves as a MATLAB primer, and a mathematical supplement.
Author | : G. Arulmozhi |
Publisher | : Allied Publishers |
Total Pages | : 646 |
Release | : 2003 |
Genre | : Computer simulation |
ISBN | : 9788177645545 |
Download Mathematical and computational Models Book in PDF, ePub and Kindle