Probability and stochastic modeling / / by Vladimir I. Rotar
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| Autore: |
Rotar Vladimir I.
|
| Titolo: |
Probability and stochastic modeling / / by Vladimir I. Rotar
|
| Pubblicazione: | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2012 |
| Edizione: | First edition. |
| Descrizione fisica: | 1 online resource (504 p.) |
| Disciplina: | 519.2 |
| Soggetto topico: | Probabilities |
| Stochastic models | |
| Classificazione: | MAT029010TEC029000 |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | Front 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 |
| Chapter 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 | |
| Answers to Exercises | |
| Sommario/riassunto: | A 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. |
| Titolo autorizzato: | Probability and stochastic modeling |
| ISBN: | 0-429-10963-6 |
| 1-4398-7207-4 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910797036603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |