Green Brown And Probability

Author : Kai Lai Chung
Publisher : World Scientific
ISBN 13 : 9789810225339
Total Pages : 124 pages
Book Rating : 4.34/5 ( download)

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Download or read book Green, Brown, and Probability written by Kai Lai Chung and published by World Scientific. This book was released on 1995 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume shows modern probabilistic methods in action: Brownian Motion Process as applied to the electrical phenomena investigated by Green et al., beginning with the Newton-Coulomb potential and ending with solutions by first and last exits of Brownian paths from conductors.

Author : Kai Lai Chung
Publisher : World Scientific
ISBN 13 : 9789810246907
Total Pages : 184 pages
Book Rating : 4.00/5 ( download)

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Download or read book Green, Brown, and Probability & Brownian Motion on the Line written by Kai Lai Chung and published by World Scientific. This book was released on 2002 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity ? Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on ?Brownian Motion on the Line? which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.

Author : Kai Lai Chung
Publisher : World Scientific Publishing Company
ISBN 13 : 9813102527
Total Pages : 180 pages
Book Rating : 4.21/5 ( download)

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Download or read book Green, Brown, and Probability and Brownian Motion on the Line written by Kai Lai Chung and published by World Scientific Publishing Company. This book was released on 2002-05-06 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity — Green's formula for solving the boundary value problem of Laplace equations and the Newton–Coulomb potential. Part II of the book comprises lecture notes based on a short course on “Brownian Motion on the Line” which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.

Author : Peter Mörters
Publisher : Cambridge University Press
ISBN 13 : 1139486578
Total Pages : pages
Book Rating : 4.76/5 ( download)

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Download or read book Brownian Motion written by Peter Mörters and published by Cambridge University Press. This book was released on 2010-03-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.

Author : Jenny Gage
Publisher : Cambridge University Press
ISBN 13 : 1316605892
Total Pages : 209 pages
Book Rating : 4.99/5 ( download)

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Download or read book Teaching Probability written by Jenny Gage and published by Cambridge University Press. This book was released on 2016-08-04 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: These titles focus on the approaches that can be taken in the classroom to develop skills and a conceptual understanding of specific mathematical concepts.

Author : Olav Kallenberg
Publisher : Springer Nature
ISBN 13 : 3030618714
Total Pages : 946 pages
Book Rating : 4.11/5 ( download)

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Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Nature. This book was released on 2021-02-07 with total page 946 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Author : Michael Baron
Publisher : CRC Press
ISBN 13 : 143987591X
Total Pages : 469 pages
Book Rating : 4.19/5 ( download)

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Download or read book Probability and Statistics for Computer Scientists written by Michael Baron and published by CRC Press. This book was released on 2013-08-05 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: Student-Friendly Coverage of Probability, Statistical Methods, Simulation, and Modeling ToolsIncorporating feedback from instructors and researchers who used the previous edition, Probability and Statistics for Computer Scientists, Second Edition helps students understand general methods of stochastic modeling, simulation, and data analysis; make o

Author : Matthew A. Carlton
Publisher : John Wiley & Sons
ISBN 13 : 1119717868
Total Pages : 642 pages
Book Rating : 4.67/5 ( download)

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Download or read book Probability with STEM Applications written by Matthew A. Carlton and published by John Wiley & Sons. This book was released on 2020-12-22 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability with STEM Applications, Third Edition, is an accessible and well-balanced introduction to post-calculus applied probability. Integrating foundational mathematical theory and the application of probability in the real world, this leading textbook engages students with unique problem scenarios and more than 1100 exercises of varying levels of difficulty. The text uses a hands-on, software-oriented approach to the subject of probability. MATLAB and R examples and exercises — complemented by computer code that enables students to create their own simulations — demonstrate the importance of software to solve problems that cannot be obtained analytically. Revised and updated throughout, the textbook covers basic properties of probability, random variables and their probability distributions, a brief introduction to statistical inference, Markov chains, stochastic processes, and signal processing. This new edition is the perfect text for a one-semester course and contains enough additional material for an entire academic year. The blending of theory and application will appeal not only to mathematics and statistics majors but also to engineering students, and quantitative business and social science majors. New to this Edition: Offered as a traditional textbook and in enhanced ePub format, containing problems with show/hide solutions and interactive applets and illustrations Revised and expanded chapters on conditional probability and independence, families of continuous distributions, and Markov chains New problems and updated problem sets throughout Features: Introduces basic theoretical knowledge in the first seven chapters, serving as a self-contained textbook of roughly 650 problems Provides numerous up-to-date examples and problems in R and MATLAB Discusses examples from recent journal articles, classic problems, and various practical applications Includes a chapter specifically designed for electrical and computer engineers, suitable for a one-term class on random signals and noise Contains appendices of statistical tables, background mathematics, and important probability distributions

Author : Kai Lai Chung
Publisher : Springer Science & Business Media
ISBN 13 : 1475717768
Total Pages : 248 pages
Book Rating : 4.61/5 ( download)

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Download or read book Lectures from Markov Processes to Brownian Motion written by Kai Lai Chung and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained.

Author : John E. Havel
Publisher : Waveland Press
ISBN 13 : 1478639350
Total Pages : 252 pages
Book Rating : 4.50/5 ( download)

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Download or read book Introductory Biological Statistics written by John E. Havel and published by Waveland Press. This book was released on 2019-04-30 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: A thorough understanding of biology, no matter which subfield, requires a thorough understanding of statistics. As in previous editions, Havel and Hampton (with new co-author Scott Meiners) ground students in all essential methods of descriptive and inferential statistics, using examples from different biological sciences. The authors have retained the readable, accessible writing style popular with both students and instructors. Pedagogical improvements new to this edition include concept checks in all chapters to assist students in active learning and code samples showing how to solve many of the book's examples using R. Each chapter features numerous practice and homework exercises, with larger data sets available for download at waveland.com.