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Mathematics
Probability Theory


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Probability: A Very Short Introduction (Very Short Introductions)
Probability: A Very Short Introduction (Very Short Introductions)
by John Haigh, Dr
Publisher Comments
Making good decisions under conditions of uncertainty requires a sound appreciation of the way random chance works. It requires, in short, an understanding of probability. In this Very Short Introduction, John Haigh introduces the ideas of probability... (read more)

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Digital Dice: Computational Solutions to Practical Probability Problems (New in Paperback) (Princeton Puzzlers)
Digital Dice: Computational Solutions to Practical Probability Problems (New in Paperback) (Princeton Puzzlers)
by Paul J. Nahin
Publisher Comments
"Paul Nahin's Digital Dice is a marvelous book, one that is even better than his Duelling Idiots. Nahin presents twenty-one great probability problems, from George Gamow's famous elevator paradox (as corrected by Donald Knuth) to a bewildering puzzle... (read more)

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Lecture Notes in Mathematics / Seminaire de Probabilites #2006: Seminaire de Probabilites XLIII
Lecture Notes in Mathematics / Seminaire de Probabilites #2006: Seminaire de Probabilites XLIII
by Catherine Donati Martin
Publisher Comments
This is a new volume of the Séminaire de Probabilité which was started in the 60's. Following the tradition, this volume contains up to 20 original research and survey articles on several topics related to stochastic analysisThis volume contains J... (read more)

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Chances Are . . .: Adventures in Probability
Chances Are . . .: Adventures in Probability
by Michael Kaplan and Ellen Kaplan
Publisher Comments
A compelling journey through history, mathematics, and philosophy, charting humanity’s struggle against randomness Our lives are played out in the arena of chance. However little we recognize it in our day-to-day existence, we are always riding the... (read more)

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International Series in Operations Research & Management Science #171: Hamiltonian Cycle Problem and Markov Chains
International Series in Operations Research & Management Science #171: Hamiltonian Cycle Problem and Markov Chains
by Vivek S Borkar
Publisher Comments
This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian cycle and the Travelling Salesman problems - into convex domains where continuum analysis... (read more)

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Lady Luck: The Theory of Probability
Lady Luck: The Theory of Probability
by Warren Weaver
Publisher Comments
"Should I take my umbrella?" "Should I buy insurance?" "Which horse should I bet on?" Every day ― in business, in love affairs, in forecasting the weather or the stock market questions arise which cannot be answered by a simple "yes" or "no." Many... (read more)

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Stochastic Averaging and Stochastic Extremum Seeking (Communications and Control Engineering)
Stochastic Averaging and Stochastic Extremum Seeking (Communications and Control Engineering)
by Shu Jun Liu
Publisher Comments
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse... (read more)

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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
by Vasile Dragan
Publisher Comments
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real... (read more)

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Gaussian Processes, Function Theory, and the Inverse Spectral Problem
Gaussian Processes, Function Theory, and the Inverse Spectral Problem
by H Dym
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This book deals with the relation between the past and the future of a real, one-dimensional, stationary Gaussian process. Kolmogorov and Wiener showed how best to predict the future knowing the whole past. The more difficult problem, when only a finite... (read more)

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Cime Summer Schools #42: Some Aspects of Diffusion Theory: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Varenna (Como),
Cime Summer Schools #42: Some Aspects of Diffusion Theory: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Varenna (Como),
by A Pignedoli
Publisher Comments
V.C.A. Ferraro: Diffusion of ions in a plasma with applications to the ionosphere.- P.C. Kendall: On the diffusion in the atmosphere and ionosphere.-F. Henin: Kinetic equations and Brownian motion.- T. Kahan:Théorie des réacteurs nucléaires: méthodes... (read more)

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A Philosophical Essay on Probabilities
A Philosophical Essay on Probabilities
by Marquis De Laplace
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A classic of science, this famous essay by "the Newton of France" introduces lay readers to the concepts and uses of probability theory. It is of especial interest today as an application of mathematical techniques to problems in social and biological... (read more)

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Grundlehren Der Mathematischen Wissenschaften #345: Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
Grundlehren Der Mathematischen Wissenschaften #345: Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation
by Tomasz Komorowski
Publisher Comments
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional... (read more)

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Noncommutative Probability and Random Matrices at Saint-Flour (Probability at Saint-Flour)
Noncommutative Probability and Random Matrices at Saint-Flour (Probability at Saint-Flour)
by Philippe Biane
Publisher Comments
Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in... (read more)

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Probability Demystified
Probability Demystified
by Allan G. Bluman
Publisher Comments
Many people do not understand the basic concepts of probability, as evidenced by the proliferation of those participating in lotteries, horse racing, and gambling at casinos. But probability and statistics are becoming increasingly important in todays... (read more)

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Markov Chains
Markov Chains
by Wai Ki Ching
Publisher Comments
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with... (read more)

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Continuous-Time Markov Jump Linear Systems (Probability and Its Applications)
Continuous-Time Markov Jump Linear Systems (Probability and Its Applications)
by Oswaldo L. V. Costa
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It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a high-integrity systems or a safety-critical system. Such systems can be found in... (read more)

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Probability Statistics & Truth 2ND Edition
Probability Statistics & Truth 2ND Edition
by Richard Von Mises
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This comprehensive study of probability, its relation to statistics, and its truth-finding value considers the approaches of Pascal, Laplace, Poisson, and others. It also discusses Laws of Large Numbers, the theory of errors, and other relevant topics... (read more)

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Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals and Estimation
by Venkataram Krishnan
Publisher Comments
Most useful for graduate students in engineering and finance who have a basic knowledge of probability theory, this volume is designed to give a concise understanding of martingales, stochastic integrals, and estimation. It emphasizes applications. Many... (read more)

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Introduction To Probability (93 Edition)
Introduction To Probability (93 Edition)
by John E. Freund
Publisher Comments
Thorough, lucid coverage of permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, binomial distribution, geometric distribution, standard... (read more)

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Stochastic Modelling and Applied Probability #37: Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach
Stochastic Modelling and Applied Probability #37: Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach
by George G Yin
Publisher Comments
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of... (read more)

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