Probability Theory

A Concise Course

AvY. A. Rozanov

Häftad, Engelska, 2003

Del i serien Dover Books on Mathema 1.4tics

99 kr

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Beskrivning

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, a detailed treatment of Markov chains, continuous Markov processes, and more. Includes 150 problems, many with answers. Indispensable to mathematicians and natural scientists alike.

Produktinformation

Utgivningsdatum:2003-03-28
Mått:143 x 210 x 10 mm
Vikt:160 g
Format:Häftad
Språk:Engelska
Serie:Dover Books on Mathema 1.4tics
Antal sidor:160
Förlag:Dover Publications Inc.
ISBN:9780486635446

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Innehållsförteckning

1 BASIC CONCEPTS1. Probability and Relative Frequency2. Rudiments of Combinatorial AnalysisProblems2 COMBINATION OF EVENTS3. Elementary Events. The Sample Space4. The Addition Law for ProbabilitiesProblems3 DEPENDENT EVENTS5. Conditional Probability6. Statistical IndependenceProblems4 RANDOM VARIABLES7. Discrete and Continuous Random Variables. Distribution Functions8. Mathematical Expectation9. Chebyshev's Inequality. The Variance and CorrelationCoefficientProblems5 THREE IMPORTANT PROBABILITY DISTRIBUTIONS10. Bernoulli Trials. The Binomial and Poisson Distributions11. The De Moivre-Laplace Theorem. The Normal DistributionProblems6 SOME LIMIT THEOREMS12. The Law of Large Numbers13. Generating Functions. Weak Convergence of Probability Distributions14. Characteristic Functions. The Central Limit TheoremProblems7 MARKOV CHAINS15. Transition Probabilities16. Persistent and Transient States17. Limiting Probabilities. Stationary DistributionsProblems8 CONTINUOUS MARKOV PROCESSES18. Definitions. The Sojourn Time19. The Kolmogorov Equations20. More on Limiting Probabilities. Erlang's FormulaProblemsAPPENDIX 1 INFORMATION THEORYAPPENDIX 2 GAME THEORYAPPENDIX 3 BRANCHING PROCESSESAPPENDIX 4 PROBLEMS OF OPTIMAL CONTROLBIBLIOGRAPHYINDEX