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Probability Theory

by

Probability Theory Cover

 

Table of Contents

1 BASIC CONCEPTS

  1. Probability and Relative Frequency

  2. Rudiments of Combinatorial Analysis

    Problems

2 COMBINATION OF EVENTS

  3. Elementary Events. The Sample Space

  4. The Addition Law for Probabilities

    Problems

3 DEPENDENT EVENTS

  5. Conditional Probability

  6. Statistical Independence

    Problems

4 RANDOM VARIABLES

  7. Discrete and Continuous Random Variables. Distribution Functions

  8. Mathematical Expectation

  9. Chebyshev's Inequality. The Variance and Correlation

    Coefficient

    Problems

5 THREE IMPORTANT PROBABILITY DISTRIBUTIONS

  10. Bernoulli Trials. The Binomial and Poisson Distributions

  11. The De Moivre-Laplace Theorem. The Normal Distribution

    Problems

6 SOME LIMIT THEOREMS

  12. The Law of Large Numbers

  13. Generating Functions. Weak Convergence of Probability Distributions

  14. Characteristic Functions. The Central Limit Theorem

    Problems

7 MARKOV CHAINS

  15. Transition Probabilities

  16. Persistent and Transient States

  17. Limiting Probabilities. Stationary Distributions

    Problems

8 CONTINUOUS MARKOV PROCESSES

  18. Definitions. The Sojourn Time

  19. The Kolmogorov Equations

  20. More on Limiting Probabilities. Erlang's Formula

    Problems

  APPENDIX 1 INFORMATION THEORY

  APPENDIX 2 GAME THEORY

  APPENDIX 3 BRANCHING PROCESSES

  APPENDIX 4 PROBLEMS OF OPTIMAL CONTROL

  BIBLIOGRAPHY

  INDEX

Product Details

ISBN:
9780486635446
Translator:
Silverman, Richard A.
Publisher:
Dover Publications
Translator:
Silverman, Richard A.
Author:
Rozanov, Iu A.
Author:
Rozanov, Y. A.
Author:
Mathematics
Location:
New York :
Subject:
General
Subject:
Mathematics
Subject:
Statistics
Subject:
Probabilities
Subject:
Probability & Statistics - General
Subject:
General Mathematics
Subject:
Mathematics | Probability and Statistics
Copyright:
Edition Number:
Rev. English ed.
Edition Description:
Trade Paper
Series:
Dover Books on Mathematics
Publication Date:
19770631
Binding:
TRADE PAPER
Language:
English
Illustrations:
Yes
Pages:
160
Dimensions:
8.25 x 5.63 in 0.4 lb

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