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Discrete Probability Models and Methods : Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding / / by Pierre Brémaud
| Discrete Probability Models and Methods : Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XIV, 559 p. 92 illus.) |
| Disciplina | 519.2 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Computer science - Mathematics Mathematical statistics Graph theory Coding theory Information theory Computer networks Probability Theory Probability and Statistics in Computer Science Graph Theory Coding and Information Theory Computer Communication Networks |
| ISBN | 3-319-43476-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- 1.Events and probability -- 2.Random variables -- 3.Bounds and inequalities -- 4.Almost-sure convergence -- 5.Coupling and the variation distance -- 6.The probabilistic method -- 7.Codes and trees -- 8.Markov chains -- 9.Branching trees -- 10.Markov fields on graphs -- 11.Random graphs -- 12.Recurrence of Markov chains -- 13.Random walks on graphs -- 14.Asymptotic behaviour of Markov chains -- 15.Monte Carlo sampling -- 16. Convergence rates -- Appendix -- Bibliography. |
| Record Nr. | UNINA-9910254294203321 |
Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fourier Analysis and Stochastic Processes / / by Pierre Brémaud
| Fourier Analysis and Stochastic Processes / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XIII, 385 p. 2 illus.) : online resource |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Fourier analysis Probability Theory and Stochastic Processes Fourier Analysis |
| ISBN | 3-319-09590-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fourier analysis of functions -- Fourier theory of probability distributions -- Fourier analysis of stochastic processes -- Fourier analysis of time series -- Power spectra of point processes. |
| Record Nr. | UNINA-9910299981903321 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Introduction to Applied Probability
| An Introduction to Applied Probability |
| Autore | Brémaud Pierre |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing AG, , 2024 |
| Descrizione fisica | 1 online resource (498 pages) |
| Collana | Texts in Applied Mathematics Series |
| ISBN | 3-031-49306-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Part I: The Elementary Calculus -- Part II: The Essential Theory -- Part III: The Important Models -- Contents -- Chapter 1 Basic Notions -- 1.1 Outcomes and Events -- 1.2 Probability of Events -- 1.3 Independence and Conditioning -- 1.4 Counting Models -- 1.5 Exercises -- Chapter 2 Discrete Random Variables -- 2.1 Probability Distribution and Expectation -- Independence and Conditional Independence -- Expectation -- Markov's Inequality -- Jensen's Inequality -- Moment Bounds -- Product Rule for Expectation -- 2.2 Remarkable Discrete Distributions -- Uniform -- Binomial -- Geometric -- Poisson -- Hypergeometric -- Multinomial -- 2.3 Generating Functions -- Moments from the Generating Function -- Random Sums -- Branching Trees -- 2.4 Conditional Expectation I -- 2.5 Exercises -- Chapter 3 Continuous Random Vectors -- 3.1 Random Variables with Real Values -- Expectation -- Mean and Variance -- Remarkable Continuous Random Variables -- Characteristic Functions -- Laplace Transforms -- Random Vectors -- 3.2 Continuous Random Vectors -- Product Formula for Expectations -- Freeze and Integrate -- Characteristic Functions and Laplace Transforms of Random Vectors -- Characteristic Function Test for Independence -- Random Sums and Wald's Identity -- Smooth Change of Variables -- Order Statistics -- Sampling a Distribution -- 3.3 Square-integrable Random Variables -- Inner Product and Schwarz's Inequality -- The Correlation Coefficient -- Covariance Matrices -- Linear Regression -- 3.4 Gaussian Vectors -- Mixed Moments of Gaussian Vectors -- Independence and Non-Correlation -- Probability Density of a Non-degenerate Gaussian Vector -- Empirical Mean and Variance of the Gaussian Distribution -- 3.5 Conditional Expectation II -- Properties of the Conditional Expectation -- Bayesian Tests of Hypotheses -- 3.6 Exercises.
Chapter 4 The Lebesgue Integral -- 4.1 Measurable Functions and Measures -- Measurable Functions -- Measure -- μ-negligible sets -- Cumulative Distribution Function -- Caratheodory's Theorem -- 4.2 The Integral -- 4.3 Basic Properties of the Integral -- Beppo Levi, Fatou and Lebesgue -- Differentiation under the Integral Sign -- 4.4 The Big Theorems -- The Image Measure Theorem -- The Radon-Nikod´ym Theorem -- The Fubini-Tonelli Theorem -- The Formula of Integration by Parts -- Lp-spaces and the Riesz-Fischer Theorem -- 4.5 Exercises -- 4.6 Solutions -- Chapter 5 From Integral to Expectation -- 5.1 Translation -- 5.2 The Distribution of a Random Element -- 5.3 Characteristic Functions -- 5.4 Independence -- The Product Formula -- 5.5 Conditional Expectation III -- 5.6 General Theory of Conditional Expectation -- A Special Case -- Properties of the Conditional Expectation -- The L2-theory of Conditional Expectation -- Nonlinear Regression -- 5.7 Exercises -- 5.8 Solutions -- Chapter 6 Convergence Almost Sure -- 6.1 A Sufficient Condition and a Criterion -- The Borel-Cantelli Lemma -- A Sufficient Condition -- A Criterion -- 6.2 The Strong Law of Large Numbers -- Kolmogorov's Strong Law of Large Numbers -- Large Deviations from the Strong Law of Large Numbers -- 6.3 Kolmogorov's Zero-one Law -- 6.4 Related Types of Convergence -- Convergence in Probability -- Convergence in the Quadratic Mean -- 6.5 Uniform Integrability -- 6.6 Exercises -- Chapter 7 Convergence in Distribution -- 7.1 Paul Lévy's Criterion -- Bochner's Theorem -- 7.2 The Central Limit Theorem -- Confidence Intervals -- 7.3 Convergence in Variation -- 7.4 The Rank of Convergence in Distribution -- A Stability Property of the Gaussian Distribution -- Skorokhod's Theorem -- 7.5 Exercises -- Chapter 8 Martingales -- 8.1 The Martingale Property -- Convex Functions of Martingales. Martingale Transforms and Stopped Martingales -- 8.2 Martingale Inequalities -- Kolmogorov's Inequality -- Doob's Inequality -- Hoeffding's Inequality -- 8.3 The Optional Sampling Theorem -- Wald's Formulas -- 8.4 The Martingale Convergence Theorem -- The Upcrossing Inequality -- Backwards (or Reverse) Martingales -- The Robbins-Sigmund Theorem -- 8.5 Square-integrable Martingales -- Doob's decomposition -- The Martingale Law of Large Numbers -- 8.6 Exercises -- Chapter 9 Markov Chains -- 9.1 The Transition Matrix -- First-step Analysis -- Communication and Period -- Stationary Distributions -- Reversible Chains -- The Strong Markov Property -- The Cycle Independence Property -- 9.2 Recurrence -- The Potential Matrix Criterion -- Invariant Measure -- The Stationary Distribution Criterion of Positive Recurrence -- Birth-and-Death Markov Chain -- Foster's Theorem -- 9.3 Long-run Behavior -- The Markov Chain Ergodic Theorem -- The Markov Chain Convergence Theorem -- 9.4 Absorption -- Before Absorption -- Time to Absorption -- Final Destination -- 9.5 The Markov Property on Graphs -- Gibbs Distributions -- The Hammersley-Clifford Theorem -- 9.6 Monte Carlo Markov Chains -- Simulation of Random Fields -- The Propp-Wilson Algorithm -- 9.7 Exercises -- Chapter 10 Poisson Processes -- 10.1 Poisson Processes on the Line -- The Counting Process of an HPP -- Competing Poisson Processes -- 10.2 Generalities on Point Processes -- Independent Point Processes -- Marked Point Processes -- Point Process Integrals -- The Intensity Measure -- Campbell's Formula -- The Laplace Functional -- 10.3 Spatial Poisson Processes -- Doubly Stochastic Poisson Processes -- The Covariance Formula -- The Exponential Formula -- Marked Spatial Poisson Processes -- 10.4 Operations on Poisson Processes -- Thinning and Coloring -- Transportation -- Poisson Shot Noise -- 10.5 Exercises. Chapter 11 Brownian Motion -- 11.1 Continuous-time Stochastic Processes -- Second-order Stochastic Processes -- Wide-sense Stationarity -- 11.2 Gaussian Processes -- The Wiener Process -- Pathology -- The Brownian Bridge -- Gauss-Markov Processes -- 11.3 The Wiener-Doob Integral -- Gaussian Subspaces -- Construction of the Wiener-Doob Integral -- A Formula of Integration by Parts Theorem 11.3.6 -- 11.4 Two Applications -- Langevin's Equation -- The Cameron-Martin Formula -- 11.5 Fractal Brownian Motion -- 11.6 Exercises -- Chapter 12 Wide-sense Stationary Processes -- 12.1 The Power Spectral Measure -- The General Case -- Special Cases -- 12.2 Filtering of WSS Sochastic Processes -- White Noise -- 12.3 The Cramér-Khinchin Decomposition -- A Plancherel-Parseval Formula -- Linear Operations on WSS Stochastic Processes -- Stochastic Processes -- Linear Transformations of Gaussian Processes -- 12.4 Multivariate WSS Stochastic Processes -- Band-pass Stochastic Processes -- 12.5 Exercises -- Appendix A: A Review of Hilbert Spaces -- Basic Definitions -- Schwarz's Inequality -- Isometric Extension -- Orthogonal Projection -- Bibliography -- Index. |
| Record Nr. | UNINA-9910855382403321 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing AG, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud
| Markov Chains [[electronic resource] ] : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (564 pages) |
| Disciplina | 519.233 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 3-030-45982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index. |
| Record Nr. | UNISA-996418274003316 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud
| Markov Chains : Gibbs Fields, Monte Carlo Simulation and Queues / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (564 pages) |
| Disciplina | 519.233 |
| Collana | Texts in Applied Mathematics |
| Soggetto topico |
Probabilities
Operations research Decision making Electrical engineering Probability Theory and Stochastic Processes Operations Research/Decision Theory Electrical Engineering |
| ISBN | 3-030-45982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1 Probability Review -- 2 Discrete-Time Markov Chains -- 3 Recurrence and Ergodicity -- 4 Long-Run Behavior -- 5 Discrete-Time Renewal Theory -- 6 Absorption and Passage Times -- 7 Lyapunov Functions and Martingales -- 8 Random Walks on Graphs -- 9 Convergence Rates -- 10 Markov Fields on Graphs -- 11 Monte Carlo Markov Chains -- 12 Non-homogeneous Markov Chains -- 13 Continuous-Time Markov Chains -- 14 Markovian Queueing Theory -- Appendices -- Bibliography -- Index. |
| Record Nr. | UNINA-9910483245103321 |
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Brémaud Pierre
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability Theory and Stochastic Processes [[electronic resource] /] / by Pierre Brémaud
| Probability Theory and Stochastic Processes [[electronic resource] /] / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XVII, 713 p. 43 illus.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Statistics Probability Theory and Stochastic Processes Statistical Theory and Methods |
| ISBN | 3-030-40183-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-Warming Up -- Integration Theory for Probability -- Probability and Expectation -- Convergence of random sequences -- Markov Chains -- Martingale Sequences -- Ergodic Sequences -- Generalities on Stochastic Processes -- Poisson Processes -- Continuous-Time Markov Chains -- Renewal Theory in Continuous Time -- Brownian Motion -- Wide-sense Stationary Stochastic Processes -- An Introduction to Itô’s Calculus -- Appenndix: Number Theory and Linear Algebra -- Analysis -- Hilbert Spaces -- Z-Transforms -- Proof of Paul Lévy’s Criterion -- Direct Riemann Integrability -- Bibliography -- Index. . |
| Record Nr. | UNISA-996418184403316 |
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Brémaud Pierre
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||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Probability Theory and Stochastic Processes / / by Pierre Brémaud
| Probability Theory and Stochastic Processes / / by Pierre Brémaud |
| Autore | Brémaud Pierre |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XVII, 713 p. 43 illus.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Statistics Probability Theory and Stochastic Processes Statistical Theory and Methods |
| ISBN | 3-030-40183-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction.-Warming Up -- Integration Theory for Probability -- Probability and Expectation -- Convergence of random sequences -- Markov Chains -- Martingale Sequences -- Ergodic Sequences -- Generalities on Stochastic Processes -- Poisson Processes -- Continuous-Time Markov Chains -- Renewal Theory in Continuous Time -- Brownian Motion -- Wide-sense Stationary Stochastic Processes -- An Introduction to Itô’s Calculus -- Appenndix: Number Theory and Linear Algebra -- Analysis -- Hilbert Spaces -- Z-Transforms -- Proof of Paul Lévy’s Criterion -- Direct Riemann Integrability -- Bibliography -- Index. . |
| Record Nr. | UNINA-9910484660503321 |
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Brémaud Pierre
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||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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