a course in probability theory probability and mathematical statistics 21

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A Course In Probability Theory

Author : Kai Lai Chung
ISBN : 9780080570402
Genre : Mathematics
File Size : 54. 28 MB
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This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.

Weighing The Odds

Author : David Williams
ISBN : 052100618X
Genre : Mathematics
File Size : 82. 89 MB
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Advanced textbook; many examples and exercises, often with hints or solutions; code provided for computational examples and simulations.

Problems In Probability Theory Mathematical Statistics And Theory Of Random Functions

Author : A. A. Sveshnikov
ISBN : 9780486137568
Genre : Mathematics
File Size : 69. 14 MB
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Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

The Theory Of Probability

Author : Santosh S. Venkatesh
ISBN : 9781107024472
Genre : Mathematics
File Size : 49. 8 MB
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From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.

A Basic Course In Probability Theory

Author : Rabi Bhattacharya
ISBN : 9783319479743
Genre : Mathematics
File Size : 55. 64 MB
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This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

Elementary Probability Theory With Stochastic Processes

Author : K. L. Chung
ISBN : 9781475751147
Genre : Mathematics
File Size : 51. 68 MB
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In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a central role in the mathematization of various applied sciences such as statistics, opera tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's classic treatise (see [Feller l]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.

Probability Theory With Applications

Author : Malempati M. Rao
ISBN : 9780387277318
Genre : Mathematics
File Size : 26. 31 MB
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This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

Introduction To Probability

Author : John E. Freund
ISBN : 9780486158433
Genre : Mathematics
File Size : 53. 72 MB
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Featured topics include permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, much more. Exercises with some solutions. Summary. 1973 edition.

Probability Theory

Author : Y. A. Rozanov
ISBN : 9780486321141
Genre : Mathematics
File Size : 72. 28 MB
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This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with answers.

Probability Theory

Author : Werner Linde
ISBN : 9783110466195
Genre : Mathematics
File Size : 71. 46 MB
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This book is intended as an introduction to Probability Theory and Mathematical Statistics for students in mathematics, the physical sciences, engineering, and related fields. It is based on the author’s 25 years of experience teaching probability and is squarely aimed at helping students overcome common difficulties in learning the subject. The focus of the book is an explanation of the theory, mainly by the use of many examples. Whenever possible, proofs of stated results are provided. All sections conclude with a short list of problems. The book also includes several optional sections on more advanced topics. This textbook would be ideal for use in a first course in Probability Theory. Contents: Probabilities Conditional Probabilities and Independence Random Variables and Their Distribution Operations on Random Variables Expected Value, Variance, and Covariance Normally Distributed Random Vectors Limit Theorems Mathematical Statistics Appendix Bibliography Index

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