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Probability Theory with Applications

Probability Theory with Applications
Author: Malempati M. Rao
Publisher: Springer Science & Business Media
Total Pages: 537
Release: 2006-06-03
Genre: Mathematics
ISBN: 0387277315

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This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.


The Theory of Probability

The Theory of Probability
Author: Santosh S. Venkatesh
Publisher: Cambridge University Press
Total Pages: 830
Release: 2013
Genre: Mathematics
ISBN: 1107024471

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From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.


Elementary Applications of Probability Theory

Elementary Applications of Probability Theory
Author: Henry C. Tuckwell
Publisher: Routledge
Total Pages: 324
Release: 2018-02-06
Genre: Mathematics
ISBN: 1351452959

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This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.


Probability

Probability
Author: Rick Durrett
Publisher: Cambridge University Press
Total Pages:
Release: 2010-08-30
Genre: Mathematics
ISBN: 113949113X

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This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.


A Modern Approach to Probability Theory

A Modern Approach to Probability Theory
Author: Bert E. Fristedt
Publisher: Springer Science & Business Media
Total Pages: 775
Release: 2013-11-21
Genre: Mathematics
ISBN: 1489928375

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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.


Basic Probability Theory with Applications

Basic Probability Theory with Applications
Author: Mario Lefebvre
Publisher: Springer Science & Business Media
Total Pages: 347
Release: 2009-10-03
Genre: Mathematics
ISBN: 0387749950

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The main intended audience for this book is undergraduate students in pure and applied sciences, especially those in engineering. Chapters 2 to 4 cover the probability theory they generally need in their training. Although the treatment of the subject is surely su?cient for non-mathematicians, I intentionally avoided getting too much into detail. For instance, topics such as mixed type random variables and the Dirac delta function are only brie?y mentioned. Courses on probability theory are often considered di?cult. However, after having taught this subject for many years, I have come to the conclusion that one of the biggest problems that the students face when they try to learn probability theory, particularly nowadays, is their de?ciencies in basic di?erential and integral calculus. Integration by parts, for example, is often already forgotten by the students when they take a course on probability. For this reason, I have decided to write a chapter reviewing the basic elements of di?erential calculus. Even though this chapter might not be covered in class, the students can refer to it when needed. In this chapter, an e?ort was made to give the readers a good idea of the use in probability theory of the concepts they should already know. Chapter 2 presents the main results of what is known as elementary probability, including Bayes’ rule and elements of combinatorial analysis.


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

AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, 2ND ED, VOL 2
Author: Willliam Feller
Publisher: John Wiley & Sons
Total Pages: 708
Release: 2008-08
Genre:
ISBN: 9788126518067

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· 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


Basic Principles and Applications of Probability Theory

Basic Principles and Applications of Probability Theory
Author: Valeriy Skorokhod
Publisher: Springer Science & Business Media
Total Pages: 276
Release: 2005-12-05
Genre: Mathematics
ISBN: 3540263128

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The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.


Handbook of Probability

Handbook of Probability
Author: Tamás Rudas
Publisher: SAGE
Total Pages: 489
Release: 2008-02-21
Genre: Mathematics
ISBN: 1412927145

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"This is a valuable reference guide for readers interested in gaining a basic understanding of probability theory or its applications in problem solving in the other disciplines." —CHOICE Providing cutting-edge perspectives and real-world insights into the greater utility of probability and its applications, the Handbook of Probability offers an equal balance of theory and direct applications in a non-technical, yet comprehensive, format. Editor Tamás Rudas and the internationally-known contributors present the material in a manner so that researchers of various backgrounds can use the reference either as a primer for understanding basic probability theory or as a more advanced research tool for specific projects requiring a deeper understanding. The wide-ranging applications of probability presented make it useful for scholars who need to make interdisciplinary connections in their work. Key Features Contains contributions from the international who's-who of probability across several disciplines Offers an equal balance of theory and applications Explains the most important concepts of probability theory in a non-technical yet comprehensive way Provides in-depth examples of recent applications in the social and behavioral sciences as well as education, business, and law Intended Audience This Handbook makes an ideal library purchase. In addition, this volume should also be of interest to individual scholars in the social and behavioral sciences.