Stroock D.W. An Introduction to Markov Processes

  1. Файлы
  2. Академическая и специальная литература
  3. Математика
  4. Теория вероятностей и математическая статистика
  5. Теория случайных процессов
Теория вероятностей и математическая статистика
  • формат pdf
  • размер 7.73 МБ
  • добавлен 22 января 2012 г.
Stroock D.W. An Introduction to Markov Processes
Учебник, Springer 1st edition (2005), 185 pages.

This book is based on the lectures given by the author at the Massachusetts Institute of Technology to a mixed audience consisting not only of mathematicians, but also of students interested in concrete applications of the theory of Markov processes. This explains the choice of the presentation level, which is deemed accessible to non-mathematicians as well as to mathematicians.
Смотрите также

Bertsekas D.P., Tsitsiklis J.N. Introduction to Probability

  • формат pdf
  • размер 2.07 МБ
  • добавлен 29 января 2011 г.
MIT, 2000. - 284 pages. An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for "Probabilistic Systems Analysis, " an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals...

Bobrowski A. Functional Analysis for Probability and Stochastic Processes: An Introduction

  • формат pdf
  • размер 2.2 МБ
  • добавлен 18 декабря 2011 г.
Cambridge University Press, 2005, Pages: 393. This text is designed both for students of probability and stochastic processes and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that help understand ideas from prob...

Davison A.C. Statistical Models

  • формат pdf
  • размер 5.05 МБ
  • добавлен 15 октября 2011 г.
Cambridge University Press, 2008. - 738 pages. Models and likelihood are the backbone of modern statistics and data analysis. The coverage is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics. Anthony...

Feller W. An Introduction to Probability Theory and Its Applications. Volume 1

  • формат djvu
  • размер 4.92 МБ
  • добавлен 11 декабря 2010 г.
Wiley, 1968. - 528 pages. Major changes in this edition include the substitution of probabilistic arguments for combinatorial artifices, and the addition of new sections on branching processes, Markov chains, and the De Moivre-Laplace theorem. Contents Introduction: The Nature of Probability Theory. The Sample Space. Elements of Combinatorial Analysis. Fluctuations in Coin Tossing and Random Walks. Combination of Events. Conditional Probability....

Gnedenko B.V. The Theory of Probability

  • формат djvu
  • размер 15.1 МБ
  • добавлен 29 марта 2011 г.
This classic book is intended to be the first introduction to probability and statistics written with an emphasis on the analytic approach to the problems discussed. Topics include the axiomatic setup of probability theory, polynomial distribution, finite Markov chains, distribution functions and convolution, the laws of large numbers (weak and strong), characteristic functions, the central limit theorem, infinitely divisible distributions, and M...

Grinstead C.M., Snell J.L. Introduction to probability

  • формат pdf
  • размер 2.64 МБ
  • добавлен 12 марта 2011 г.
1997. 565 pp. Electronic publication. Полностью распознано. Contents: Discrete Probability Distributions. Simulation of Discrete Probabilities. Discrete Probability Distributions. Continuous Probability Densities. Simulation of Continuous Probabilities. Continuous Density Functions. Combinatorics. Permutations. Combinations. Card Shuffling. Conditional Probability. Discrete Conditional Probability. Continuous Conditional Probability. Paradoxes. D...

Grinstead C.M., Snell J.L.Introduction to probability

  • формат djvu
  • размер 1.69 МБ
  • добавлен 12 марта 2011 г.
1999. 510 pp. Electronic publication. Contents: Discrete Probability Distributions. Simulation of Discrete Probabilities. Discrete Probability Distributions. Continuous Probability Densities. Simulation of Continuous Probabilities. Continuous Density Functions. Combinatorics. Permutations. Combinations. Card Shuffling. Conditional Probability. Discrete Conditional Probability. Continuous Conditional Probability. Paradoxes. Distributions and Densi...

Sheldon M. Introduction to Probability Models

  • формат pdf
  • размер 3.17 МБ
  • добавлен 29 июня 2011 г.
Book 2007, 782p, ISBN-13: 978-0-12-598062-3 Ninth Edition content Introduction to Probability Theory Introduction to Probability Theory Conditional Probability and Conditional Expectation Markov Chains The Exponential Distribution and the Poisson Process Continuous-Time Markov Chains Renewal Theory and Its Applications Queueing Theory Reliability Theory Brownian Motion and Stationary Processes Simulation Appendix: Solutions to Starred Exercises

Suhov Y., Kelbert M. Probability and Statistics by Example. Volume 2. Markov Chains: A Primer in Random Processes and their Applications

  • формат pdf
  • размер 2.64 МБ
  • добавлен 03 декабря 2011 г.
Cambridge University Press, 2008. - 504 Pages. Probability and Statistics are as much about intuition and problem solving as they are about theorem proving. Because of this, students can find it very difficult to make a successful transition from lectures to examinations to practice, since the problems involved can vary so much in nature. Since the subject is critical in many modern applications such as mathematical finance, quantitative manage...

Tavar? S., Zeitouni O. Lectures on Probability Theory and Statistics

  • формат pdf
  • размер 2.12 МБ
  • добавлен 04 января 2011 г.
Springer, 2008. - 315 pages. This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavar?’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on...
  • 2008 — 2024 «СтудМед»