LEADER 03585nam 2200589I 450 001 9910828396403321 005 20230801234500.0 010 $a0-429-10963-6 010 $a1-4398-7207-4 035 $a(CKB)3710000000391403 035 $a(EBL)1562077 035 $a(SSID)ssj0001459747 035 $a(PQKBManifestationID)12485277 035 $a(PQKBTitleCode)TC0001459747 035 $a(PQKBWorkID)11464298 035 $a(PQKB)10787312 035 $a(MiAaPQ)EBC1562077 035 $a(Au-PeEL)EBL1562077 035 $a(CaPaEBR)ebr11166886 035 $a(OCoLC)908078208 035 $a(EXLCZ)993710000000391403 100 $a20180611d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aProbability and stochastic modeling /$fby Vladimir I. Rotar 205 $aFirst edition. 210 1$aBoca Raton, FL :$cChapman and Hall/CRC, an imprint of Taylor and Francis,$d2012. 215 $a1 online resource (504 p.) 300 $aDescription based upon print version of record. 311 $a1-4398-7206-6 320 $aIncludes bibliographical references. 327 $aFront Cover; Decation; Preface; Contents; Introduction; Chapter 1. Basic Notions; Chapter 2. Independence and Conditional Probability; Chapter 3. Discrete Random Variables; Chapter 4. Generating Functions. Branching Processes. Random Walk Revisited; Chapter 5. Markov Chains; Chapter 6. Continuous Random Variables; Chapter 7. Distributions in the General Case. Simulation; Chapter 8. Moment Generating Functions; Chapter 9. The Central Limit Theorem for Independent Random Variables; Chapter 10. Covariance Analysis. The Multivariate Normal Distribution. The Multivariate Central Limit Theorem 327 $aChapter 11. Maxima and Minima of Random Variables. Elements of Reliability Theory. Hazard Rate and Survival ProbabilitiesChapter 12. Stochastic Processes: Preliminaries; Chapter 13. Counting and Queuing Processes. Birth and Death Processes: A General Scheme; Chapter 14. Elements of Renewal Theory; Chapter 15. Martingales in Discrete Time; Chapter 16. Brownian Motion and Martingales in Continuous Time; Chapter 17. More on Dependency Structures; Chapter 18. Comparison of Random Variables. Risk Evaluation; Appendix. Tables. Some Facts from Calculus and the Theory of Interest; References 327 $aAnswers to Exercises 330 3 $aA First Course in Probability with an Emphasis on Stochastic ModelingProbability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability texts, the book also focuses on increasingly important areas, such as martingales, classification of dependency structures, and risk evaluation. Numerous examples, exercises, and models using real-world data demonstrate the practical possibilities and restrictions of different approaches and help students grasp general concepts and theoretical results. 606 $aProbabilities$vTextbooks 606 $aStochastic models$vTextbooks 615 0$aProbabilities 615 0$aStochastic models 676 $a519.2 686 $aMAT029010$aTEC029000$2bisacsh 700 $aRotar$b Vladimir I.$0480496 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910828396403321 996 $aProbability and stochastic modeling$93994606 997 $aUNINA