Author: Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 248
Book Description
Probability and Mathematical Statistics
Author: Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 248
Book Description
Canadiana
Author: Comprehensive Dissertation Index
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 1016
Book Description
Dissertation Abstracts International
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 508
Book Description
American Doctoral Dissertations
Author: Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 540
Book Description
Combinatorial Stochastic Processes
Author: Jim PitmanPublisher: Springer Science & Business Media
ISBN: 354030990X
Category : Mathematics
Languages : en
Pages : 257
Book Description
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.
Encyclopedic Dictionary of Mathematics
Author: Nihon SūgakkaiPublisher: MIT Press
ISBN: 9780262590204
Category : Mathematics
Languages : en
Pages : 1180
Book Description
V.1. A.N. v.2. O.Z. Apendices and indexes.
Essentials of Stochastic Processes
Author: Richard DurrettPublisher: Springer
ISBN: 3319456148
Category : Mathematics
Languages : en
Pages : 282
Book Description
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Probability Theory Subject Indexes from Mathematical Reviews
Author: American Mathematical SocietyPublisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 492
Book Description
Markov Processes, Semigroups, and Generators
Author: Vassili N. KolokoltsovPublisher: Walter de Gruyter
ISBN: 3110250101
Category : Mathematics
Languages : en
Pages : 449
Book Description
This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for