1.

Record Nr.

UNINA9910301335603321

Titolo

Documents diplomatiques (Annuel)

Pubbl/distr/stampa

Imprimerie impériale

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Periodico

2.

Record Nr.

UNINA9910300123303321

Autore

Collet Jean-François

Titolo

Discrete Stochastic Processes and Applications / / by Jean-François Collet

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018

ISBN

3-319-74018-0

Edizione

[1st ed. 2018.]

Descrizione fisica

1 online resource (XVII, 220 p. 3 illus.)

Collana

Universitext, , 0172-5939

Disciplina

519.2

Soggetti

Probabilities

Probability Theory and Stochastic Processes

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Preface -- I. Markov processes -- 1. Discrete time, countable space -- 2. Linear algebra and search engines -- 3. The Poisson process -- 4. Continuous time, discrete space -- 5. Examples -- II. Entropy and applications -- 6. Prelude: a user's guide to convexity -- 7. The basic quantities of information theory -- 8. An example of application: binary coding -- A. Some useful facts from calculus -- B. Some useful facts from probability -- C. Some useful facts from linear algebra -- D. An arithmetical lemma -- E. Table of exponential families -- References -- Index.

Sommario/riassunto

This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics



and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.