Probability Theory Random Processes And Mathematical Statistics

Author : I︠U︡riĭ Anatolʹevich Rozanov
Publisher : Springer
ISBN 13 :
Total Pages : 280 pages
Book Rating : 4.37/5 ( download)

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Download or read book Probability Theory, Random Processes and Mathematical Statistics written by I︠U︡riĭ Anatolʹevich Rozanov and published by Springer. This book was released on 1995-10-31 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second part (Chapters 4-6) provides a foundation of stochastic analysis, gives information on basic models of random processes and tools to study them. Here a certain familiarity with elements of functional analysis is necessary. Important material is presented in the form of examples to keep readers involved. Audience: This is a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern probability, random processes and statistics.

Author : A. A. Sveshnikov
Publisher : Courier Corporation
ISBN 13 : 0486137562
Total Pages : 512 pages
Book Rating : 4.68/5 ( download)

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Download or read book Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions written by A. A. Sveshnikov and published by Courier Corporation. This book was released on 2012-04-30 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Author : Hossein Pishro-Nik
Publisher :
ISBN 13 : 9780990637202
Total Pages : 746 pages
Book Rating : 4.04/5 ( download)

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Download or read book Introduction to Probability, Statistics, and Random Processes written by Hossein Pishro-Nik and published by . This book was released on 2014-08-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Author : Y. Rozanov
Publisher : Springer Science & Business Media
ISBN 13 : 9401104492
Total Pages : 267 pages
Book Rating : 4.94/5 ( download)

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Download or read book Probability Theory, Random Processes and Mathematical Statistics written by Y. Rozanov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability Theory, Theory of Random Processes and Mathematical Statistics are important areas of modern mathematics and its applications. They develop rigorous models for a proper treatment for various 'random' phenomena which we encounter in the real world. They provide us with numerous tools for an analysis, prediction and, ultimately, control of random phenomena. Statistics itself helps with choice of a proper mathematical model (e.g., by estimation of unknown parameters) on the basis of statistical data collected by observations. This volume is intended to be a concise textbook for a graduate level course, with carefully selected topics representing the most important areas of modern Probability, Random Processes and Statistics. The first part (Ch. 1-3) can serve as a self-contained, elementary introduction to Probability, Random Processes and Statistics. It contains a number of relatively sim ple and typical examples of random phenomena which allow a natural introduction of general structures and methods. Only knowledge of elements of real/complex analysis, linear algebra and ordinary differential equations is required here. The second part (Ch. 4-6) provides a foundation of Stochastic Analysis, gives information on basic models of random processes and tools to study them. Here a familiarity with elements of functional analysis is necessary. Our intention to make this course fast-moving made it necessary to present important material in a form of examples.

Author : Robert Shevilevich Lipt︠s︡er
Publisher : Springer Science & Business Media
ISBN 13 : 9783540639282
Total Pages : 428 pages
Book Rating : 4.84/5 ( download)

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Download or read book Statistics of Random Processes II written by Robert Shevilevich Lipt︠s︡er and published by Springer Science & Business Media. This book was released on 2001 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW

Author : Hisashi Kobayashi
Publisher : Cambridge University Press
ISBN 13 : 1139502611
Total Pages : 813 pages
Book Rating : 4.10/5 ( download)

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Download or read book Probability, Random Processes, and Statistical Analysis written by Hisashi Kobayashi and published by Cambridge University Press. This book was released on 2011-12-15 with total page 813 pages. Available in PDF, EPUB and Kindle. Book excerpt: Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.

Author : Leonid Koralov
Publisher : Springer Science & Business Media
ISBN 13 : 3540688293
Total Pages : 346 pages
Book Rating : 4.97/5 ( download)

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Download or read book Theory of Probability and Random Processes written by Leonid Koralov and published by Springer Science & Business Media. This book was released on 2007-08-10 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

Author : V.V. Buldygin
Publisher : Springer Science & Business Media
ISBN 13 : 9780792364139
Total Pages : 322 pages
Book Rating : 4.39/5 ( download)

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Download or read book Geometric Aspects of Probability Theory and Mathematical Statistics written by V.V. Buldygin and published by Springer Science & Business Media. This book was released on 2000-08-31 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates the usefulness of geometric methods in probability theory and mathematical statistics, and shows close relationships between these disciplines and convex analysis. Deep facts and statements from the theory of convex sets are discussed with their applications to various questions arising in probability theory, mathematical statistics, and the theory of stochastic processes. The book is essentially self-contained, and the presentation of material is thorough in detail. Audience: The topics considered in the book are accessible to a wide audience of mathematicians, and graduate and postgraduate students, whose interests lie in probability theory and convex geometry.

Author : Peter Olofsson
Publisher : John Wiley & Sons
ISBN 13 : 1118231325
Total Pages : 573 pages
Book Rating : 4.26/5 ( download)

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Download or read book Probability, Statistics, and Stochastic Processes written by Peter Olofsson and published by John Wiley & Sons. This book was released on 2012-05-04 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Author : A.N. Shiryayev
Publisher : Springer Science & Business Media
ISBN 13 : 902772797X
Total Pages : 618 pages
Book Rating : 4.78/5 ( download)

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Download or read book Selected Works of A. N. Kolmogorov written by A.N. Shiryayev and published by Springer Science & Business Media. This book was released on 1992-02-29 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: The creative work of Andrei N. Kolmogorov is exceptionally wide-ranging. In his studies on trigonometric and orthogonal series, the theory of measure and integral, mathematical logic, approximation theory, geometry, topology, functional analysis, classical mechanics, ergodic theory, superposition of functions, and in formation theory, he solved many conceptual and fundamental problems and posed new questions which gave rise to a great deal of further research. Kolmogorov is one of the founders of the Soviet school of probability theory, mathematical statistics, and the theory of turbulence. In these areas he obtained a number of central results, with many applications to mechanics, geophysics, linguistics and biology, among other subjects. This edition includes Kolmogorov's most important papers on mathematics and the natural sciences. It does not include his philosophical and pedagogical studies, his articles written for the "Bolshaya Sovetskaya Entsiklopediya", his papers on prosody and applications of mathematics or his publications on general questions. The material of this edition was selected and compiled by Kolmogorov himself. The first volume consists of papers on mathematics and also on turbulence and classical mechanics. The second volume is devoted to probability theory and mathematical statistics. The focus of the third volume is on information theory and the theory of algorithms.