Books in Probability theory and stochastic processes

Stochastic Processes: Theory and Methods

1st Edition
Volume 19
March 8, 2001
D N Shanbhag
English
Hardback
9 7 8 0 4 4 4 5 0 0 1 4 4

J. Neyman, one of the pioneers in laying the foundations of modern statistical theory, stressed the importance of stochastic processes in a paper written in 1960 in the following terms: Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research, if treated realistically, does not involve operations on stochastic processes. Arising from the need to solve practical problems, several major advances have taken place in the theory of stochastic processes and their applications. Books by Doob (1953; J. Wiley and Sons), Feller (1957, 1966; J. Wiley and Sons) and Loeve (1960; D. van Nostrand and Col., Inc.) among others, have created growing awareness and interest in the use of stochastic processes in scientific and technological studies.The literature on stochastic processes is very extensive and is distributed in several books and journals.

A Course in Probability Theory

3rd Edition
October 9, 2000
Kai Lai Chung
English
Paperback
9 7 8 0 1 2 1 7 4 1 5 1 8
eBook
9 7 8 0 0 8 0 5 2 2 9 8 2

Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.

Boundary Value Problems in Queueing System Analysis

1st Edition
Volume 79
April 1, 2000
J.W. Cohen + 1 more
English
eBook
9 7 8 0 0 8 0 8 7 1 9 0 5

Probability and Measure Theory

2nd Edition
December 6, 1999
Robert B. Ash + 1 more
English
Hardback
9 7 8 0 1 2 0 6 5 2 0 2 0

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

Asymptotic Methods in Probability and Statistics

1st Edition
October 29, 1998
B. Szyszkowicz
English
eBook
9 7 8 0 0 8 0 4 9 9 5 2 9

One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.

Probability - Modular Mathematics Series

1st Edition
May 17, 1995
John McColl
English
Paperback
9 7 8 0 3 4 0 6 1 4 2 6 6

Probability is relevant to so many different subject areas that its importance as a mathematical technique cannot be underestimated. This book provides a comprehensive, user-friendly introduction to the subject. The step-by-step approach taken by the author allows students to develop knowledge at their own pace and, by working through the numerous exercises, they are ensured a full understanding of the material before moving on to more advanced sections. Traditional examples of probablistic theory, such as coins and dice, are included but the author has also used many exercises based on real-life problems. The result is an introduction to probability that avoids the overly confusing, theoretical approach often adopted in this area, and provides a simple and concise text that will be invaluable to all studying first and second year courses on the subject.

Regenerative Stochastic Simulation

1st Edition
October 1, 1992
Gerald S. Shedler
English
eBook
9 7 8 0 0 8 0 9 2 5 7 2 1

Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.

Probability and Random Processes

1st Edition
January 3, 1992
Scott Miller + 1 more
English
Hardback
9 7 8 0 1 2 1 7 2 6 5 1 5
eBook
9 7 8 0 0 8 0 4 7 0 4 2 9

Probability and Random Processes provides a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It includes unique chapters on narrowband random processes and simulation techniques. It also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Exceptional exposition and numerous worked out problems make the book extremely readable and accessible. It is meant for practicing engineers as well as graduate students.

Truth, Possibility and Probability

1st Edition
Volume 166
June 20, 1991
R. Chuaqui
English
eBook
9 7 8 0 0 8 0 8 7 2 7 7 3

Anyone involved in the philosophy of science is naturally drawn into the study of the foundations of probability. Different interpretations of probability, based on competing philosophical ideas, lead to different statistical techniques, and frequently to mutually contradictory consequences.This unique book presents a new interpretation of probability, rooted in the traditional interpretation that was current in the 17th and 18th centuries. Mathematical models are constructed based on this interpretation, and statistical inference and decision theory are applied, including some examples in artificial intelligence, solving the main foundational problems. Nonstandard analysis is extensively developed for the construction of the models and in some of the proofs. Many nonstandard theorems are proved, some of them new, in particular, a representation theorem that asserts that any stochastic process can be approximated by a process defined over a space with equiprobable outcomes.

Probability, Statistics, and Queueing Theory

2nd Edition
August 28, 1990
Arnold O. Allen
English
eBook
9 7 8 0 0 8 0 5 7 1 0 5 8

This is a textbook on applied probability and statistics with computer science applications for students at the upper undergraduate level. It may also be used as a self study book for the practicing computer science professional. The successful first edition of this book proved extremely useful to students who need to use probability, statistics and queueing theory to solve problems in other fields, such as engineering, physics, operations research, and management science. The book has also been successfully used for courses in queueing theory for operations research students. This second edition includes a new chapter on regression as well as more than twice as many exercises at the end of each chapter. While the emphasis is the same as in the first edition, this new book makes more extensive use of available personal computer software, such as Minitab and Mathematica.

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