Mathematics
Probability Theory


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Monte Carlo Principles and Neutron Transport Problems
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Monte Carlo Principles and Neutron Transport Problems
by Jerome Spanier

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This exposition examines fundamentals of Monte Carlo methods plus discrete and continuous random walk processes and standard variance reduction techniques. It focuses on methods of superposition and reciprocity, illustrating applications that...
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Probability & Random Processes 3RD Edition
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Probability & Random Processes 3RD Edition
by Geoffrey R Grimmett

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This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor of more advanced work, by suitable choice of...
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Probability
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Probability
by Davar Khoshnevisan

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Designed for a cohesive undergraduate one-semester course in measure-theoretic probability for students whose schedules of study may not accommodate a one-year course. The brevity and conciseness with which this is written nevertheless covers the...
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Stochastic Processes
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Stochastic Processes
by S R S Varadhan

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This is a brief introduction to stochastic processes for studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments, as well as a brief look at Markov processes...
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Applied Stochastic Processes & Control F
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Applied Stochastic Processes & Control F
by Floyd B Hanson

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This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time...
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Foundations of Probability
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Foundations of Probability
by Alfred Renyi

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Introducing many innovations in content and methods, this book involves the foundations, basic concepts, and fundamental results of probability theory. Geared toward readers seeking a firm basis for study of mathematical statistics or information...
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Lady Luck: The Theory of Probability
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Lady Luck: The Theory of Probability
by Warren Weaver

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Everyday questions such as "Should I take my umbrella?" involve probability, a topic important in daily life and in science. This witty, nontechnical introduction to the subject elucidates such concepts as permutations, independent events...
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Introduction to the Theory of Random Processes (Dover Books on Mathematics)
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Introduction to the Theory of Random Processes (Dover Books on Mathematics)
by I I Gikhman

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Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas and...
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Probability & Stochastic Processes: A Friendly Introduction for Electrical & Computer Engineers
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Probability & Stochastic Processes: A Friendly Introduction for Electrical & Computer Engineers
by Roy D Yates

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What Does Winning the Lottery Have To do with Engineering? Whether you're trying to win millions in the lottery or designing a complex computer network, you're applying probability theory. Although you encounter probability applications everywhere, the...
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Probability : Graduate Course (05 Edition)
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Probability : Graduate Course (05 Edition)
by Allan Gut

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"I know it's trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of many mathematicians toward the surrounding world. The point of departure of this book is the opposite. This textbook on the...
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Introduction to Probability
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Introduction to Probability
by George G Roussas

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Roussas's Introduction to Probability features exceptionally clear explanations of the mathematics of probability theory and explores its diverse applications through numerous interesting and motivational examples. It provides a thorough introduction to...
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Concepts of Probability Theory 2ND Edition Rev
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Concepts of Probability Theory 2ND Edition Rev
by Paul E Pfeiffer

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Using the simple conceptual framework of the Kolmogorov model, this textbook discusses random variables and probability distributions, sums and integrals, mathematical expectation, sequence and sums of random variables, random processes. For college...
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Introduction To Stochastic Models 2ND Edition
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Introduction To Stochastic Models 2ND Edition
by Roe Goodman

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Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional...
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Markov Chain Monte Carlo in Practice
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Markov Chain Monte Carlo in Practice
by W R Gilks

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In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in...
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Introduction to Probability with R
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Introduction to Probability with R
by Kenneth Baclawski

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Based on a popular course taught by the late Gian-Carlo Rota of MIT, with many new topics covered as well, Introduction to Probability with R presents R programs and animations to provide an intuitive yet rigorous understanding of how to model natural...
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Creating Modern Probability: Its Mathematics, Physics and Philosophy in Historical Perspective (Cambridge Studies in Probability, Induction & Decision Theory)
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Creating Modern Probability: Its Mathematics, Physics and Philosophy in Historical Perspective (Cambridge Studies in Probability, Induction & Decision Theory)
by Jan Von Plato

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Includes bibliographical references (p. 289-316) and indexes....
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Optimization in Operations Research
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Optimization in Operations Research
by Ronald L Rardin

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This book is specifically designed to change the way deterministic optimization is taught to introductory students. Toward this end, it exposes students to the broad scope of the topic, reinforces the basic principles, sparks students' enthusiasm about...
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Intro. To Stochastic Integration (06 Edition)
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Intro. To Stochastic Integration (06 Edition)
by Kuo

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The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background....
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Studies in Fuzziness and Soft Computing #154: Uncertainty Theory
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Studies in Fuzziness and Soft Computing #154: Uncertainty Theory
by Baoding Liu

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Uncertainty theory is a branch of mathematics based on normality, monotonicity, self-duality, and countable subadditivity axioms. The goal of uncertainty theory is to study the behavior of uncertain phenomena such as fuzziness and randomness. The main...
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Monte Carlo Methods
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Monte Carlo Methods
by Neal Madras

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From an October 1998 workshop in Toronto, 15 invited and poster papers promote discussions of the methods among researchers in physics, statistics, and probability, emphasizing those methods that are widely applicable, new methods, practical...
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