Author: Ian David HillPublisher:
ISBN:
Category : Sampling (Statistics)
Languages : en
Pages : 64
Book Description
Tables of Random Times
Author: Ian David HillPublisher:
ISBN:
Category : Sampling (Statistics)
Languages : en
Pages : 64
Book Description
Who's who Among North American Authors
Author: NAVDOCKS.
Author: Probability and Random Processes
Author: Venkatarama KrishnanPublisher: John Wiley & Sons
ISBN: 1119011906
Category : Mathematics
Languages : en
Pages : 522
Book Description
The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions. Additional features of the second edition of Probability and Random Processes are: Updated chapters with new sections on Newton-Pepys’ problem; Pearson, Spearman, and Kendal correlation coefficients; adaptive estimation techniques; birth and death processes; and renewal processes with generalizations A new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha Chandra An eighth appendix examining the computation of the roots of discrete probability-generating functions With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications.
Working with Network Data
Author: James BagrowPublisher: Cambridge University Press
ISBN: 1009212591
Category : Science
Languages : en
Pages : 555
Book Description
Drawing examples from real-world networks, this essential book traces the methods behind network analysis and explains how network data is first gathered, then processed and interpreted. The text will equip you with a toolbox of diverse methods and data modelling approaches, allowing you to quickly start making your own calculations on a huge variety of networked systems. This book sets you up to succeed, addressing the questions of what you need to know and what to do with it, when beginning to work with network data. The hands-on approach adopted throughout means that beginners quickly become capable practitioners, guided by a wealth of interesting examples that demonstrate key concepts. Exercises using real-world data extend and deepen your understanding, and develop effective working patterns in network calculations and analysis. Suitable for both graduate students and researchers across a range of disciplines, this novel text provides a fast-track to network data expertise.
Enlargement of Filtration with Finance in View
Author: Anna AksamitPublisher: Springer
ISBN: 3319412558
Category : Mathematics
Languages : en
Pages : 155
Book Description
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic. This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.
Large Deviations For Performance Analysis
Author: Alan WeissPublisher: Routledge
ISBN: 042984686X
Category : Computers
Languages : en
Pages : 512
Book Description
Originally published in 1995, Large Deviations for Performance Analysis consists of two synergistic parts. The first half develops the theory of large deviations from the beginning, through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well including, basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analysed using the tools developed in the first half of the book.
Lipid Domains
Author: Publisher: Academic Press
ISBN: 0128033274
Category : Science
Languages : en
Pages : 393
Book Description
Current Topics in Membranes is targeted toward scientists and researchers in biochemistry and molecular and cellular biology, providing the necessary membrane research to assist them in discovering the current state of a particular field and in learning where that field is heading. This volume offers an up to date presentation of current knowledge in the field of Lipid Domains. - Written by leading experts - Contains original material, both textual and illustrative, that should become a very relevant reference material - The material is presented in a very comprehensive manner - Both researchers in the field and general readers should find relevant and up-to-date information
Credit Risk: Modeling, Valuation and Hedging
Author: Tomasz R. BieleckiPublisher: Springer Science & Business Media
ISBN: 3662048213
Category : Business & Economics
Languages : en
Pages : 517
Book Description
The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling. Included is a detailed study of various arbitrage-free models of default term structures with several rating grades.
Handbook of Industrial and Systems Engineering
Author: Adedeji B. BadiruPublisher: CRC Press
ISBN: 1420038346
Category : Business & Economics
Languages : en
Pages : 766
Book Description
Responding to the demand by researchers and practitioners for a comprehensive reference, Handbook of Industrial and Systems Engineering offers full and easy access to a wide range of industrial and systems engineering tools and techniques in a concise format. Providing state of the art coverage from more than 40 contributing authors, many of whom a