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Books in Statistics and probability

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221-230 of 233 results in All results

Markov Chains

  • 1st Edition
  • Volume 11
  • May 1, 1984
  • D. Revuz
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 4 0 0 - 0
  • eBook
    9 7 8 - 0 - 0 8 - 0 8 8 0 2 2 - 8
This is the revised and augmented edition of a now classic book which is an introduction to sub-Markovian kernels on general measurable spaces and their associated homogeneous Markov chains. The first part, an expository text on the foundations of the subject, is intended for post-graduate students. A study of potential theory, the basic classification of chains according to their asymptotic behaviour and the celebrated Chacon-Ornstein theorem are examined in detail.The second part of the book is at a more advanced level and includes a treatment of random walks on general locally compact abelian groups. Further chapters develop renewal theory, an introduction to Martin boundary and the study of chains recurrent in the Harris sense. Finally, the last chapter deals with the construction of chains starting from a kernel satisfying some kind of maximum principle.

Probability Theory with Applications

  • 1st Edition
  • February 1, 1984
  • M. M. Rao
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 2 5 3 6 - 3
The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes for a course that I have taught several times over the past 20 years. The present version reflects the reactions of my audiences as well as some of the textbooks that I used.

Spectral Analysis and Time Series, Two-Volume Set

  • 1st Edition
  • Volume 1-2
  • October 27, 1982
  • M. B. Priestley
  • English
  • Paperback
    9 7 8 - 0 - 1 2 - 5 6 4 9 2 2 - 3
A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section—Volume 1—deals with single (univariate) series, while the second—Volume 2—treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

Stochastic Models, Estimation, and Control

  • 1st Edition
  • Volume 3
  • August 25, 1982
  • Peter S. Maybeck
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 6 0 0 3 - 6
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

Stochastic Methods in Economics and Finance

  • 1st Edition
  • Volume 17
  • December 1, 1981
  • A.G. Malliaris + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 2 0 1 - 3
Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

A Second Course in Stochastic Processes

  • 1st Edition
  • April 28, 1981
  • Samuel Karlin + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 1 2 - 3 9 8 6 5 0 - 4
This Second Course continues the development of the theory and applications of stochastic processes as promised in the preface of A First Course. We emphasize a careful treatment of basic structures in stochastic processes in symbiosis with the analysis of natural classes of stochastic processes arising from the biological, physical, and social sciences.

Probabilities and Potential, A

  • 1st Edition
  • Volume 29
  • January 1, 1979
  • C. Dellacherie + 1 more
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 8 7 1 4 0 - 0

Statistical Methods for Social Scientists

  • 1st Edition
  • January 28, 1977
  • Eric A. Hanushek + 1 more
  • Peter H. Rossi
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 9 1 8 5 7 - 0
The aspects of this text which we believe are novel, at least in degree, include: an effort to motivate different sections with practical examples and an empirical orientation; an effort to intersperse several easily motivated examples throughout the book and to maintain some continuity in these examples; and the extensive use of Monte Carlo simulations to demonstrate particular aspects of the problems and estimators being considered. In terms of material being presented, the unique aspects include the first chapter which attempts to address the use of empirical methods in the social sciences, the seventh chapter which considers models with discrete dependent variables and unobserved variables. Clearly these last two topics in particular are quite advanced--more advanced than material that is currently available on the subject. These last two topics are also currently experiencing rapid development and are not adequately described in most other texts.

A Course in Probability Theory

  • 2nd Edition
  • April 28, 1974
  • Kai Lai Chung
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 7 0 4 0 - 2
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

Related subjects

Probability theory and stochastic processes

Statistics