# probability and stochastic modeling

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## Probability And Stochastic Modeling

**Author :**Vladimir I. Rotar

**ISBN :**9781439872062

**Genre :**Mathematics

**File Size :**41. 34 MB

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A First Course in Probability with an Emphasis on Stochastic Modeling Probability and Stochastic Modeling not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability texts, the book also focuses on increasingly important areas, such as martingales, classification of dependency structures, and risk evaluation. Numerous examples, exercises, and models using real-world data demonstrate the practical possibilities and restrictions of different approaches and help students grasp general concepts and theoretical results. The text is suitable for majors in mathematics and statistics as well as majors in computer science, economics, finance, and physics. The author offers two explicit options to teaching the material, which is reflected in "routes" designated by special "roadside" markers. The first route contains basic, self-contained material for a one-semester course. The second provides a more complete exposition for a two-semester course or self-study.

## Concepts In Probability And Stochastic Modeling

**Author :**James J. Higgins

**ISBN :**UOM:39015033980346

**Genre :**Mathematics

**File Size :**56. 77 MB

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This text stresses modern ideas, including simulation and interpretation of results. It focuses on the aspects of probability most relevant to applications, such as stochastic modeling, Markov chains, reliability, and queuing.

## Stochastic Models

**Author :**José González-Barrios

**ISBN :**0821856715

**Genre :**Mathematics

**File Size :**81. 29 MB

**Format :**PDF, Docs

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The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.

## An Introduction To Stochastic Modeling

**Author :**Howard M. Taylor

**ISBN :**9781483220444

**Genre :**Mathematics

**File Size :**80. 35 MB

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An Introduction to Stochastic Modeling, Revised Edition provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

## Introduction To Stochastic Models

**Author :**Roe Goodman

**ISBN :**9780486450377

**Genre :**Mathematics

**File Size :**27. 83 MB

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Newly revised by the author, this undergraduate-level text introduces the mathematical theory of probability and stochastic processes. Using both computer simulations and mathematical models of random events, it comprises numerous applications to the physical and biological sciences, engineering, and computer science. Subjects include sample spaces, probabilities distributions and expectations of random variables, conditional expectations, Markov chains, and the Poisson process. Additional topics encompass continuous-time stochastic processes, birth and death processes, steady-state probabilities, general queuing systems, and renewal processes. Each section features worked examples, and exercises appear at the end of each chapter, with numerical solutions at the back of the book. Suggestions for further reading in stochastic processes, simulation, and various applications also appear at the end.

## Applied Probability And Stochastic Processes Second Edition

**Author :**Frank Beichelt

**ISBN :**9781482257656

**Genre :**Business & Economics

**File Size :**87. 90 MB

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Applied Probability and Stochastic Processes, Second Edition presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. It covers the theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates applications through the analysis of numerous practical examples. The author draws on his 50 years of experience in the field to give your students a better understanding of probability theory and stochastic processes and enable them to use stochastic modeling in their work. New to the Second Edition Completely rewritten part on probability theory—now more than double in size New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections Additional examples, exercises, and figures Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.

## Identifiability In Stochastic Models

**Author :**Gerard Meurant

**ISBN :**9780128015261

**Genre :**Mathematics

**File Size :**66. 50 MB

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The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.

## Stochastic Modeling Of Microstructures

**Author :**Kazimierz Sobczyk

**ISBN :**9781461201212

**Genre :**Mathematics

**File Size :**90. 63 MB

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This book is for a general scientific and engineering audience as a guide to current ideas, methods, and models for stochastic modeling of microstructures. It is a reference for professionals in material modeling, mechanical engineering, materials science, chemical, civil, environmental engineering and applied mathematics.

## Stochastic Models In Reliability

**Author :**Terje Aven

**ISBN :**0387986332

**Genre :**Mathematics

**File Size :**28. 98 MB

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This monograph gives a modern presentation of some of the classical areas of reliability using the modern theory of stochastic processes. It will be of interest to researchers and graduate students in probability theory and reliability engineering.

## Probability Metrics And The Stability Of Stochastic Models

**Author :**Svetlozar Todorov Rachev

**ISBN :**UOM:39015019835670

**Genre :**Mathematics

**File Size :**55. 6 MB

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Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.