Name: Introduction to Probability and Stochastic Processes With Applications
Availability: OutOfStock
Author: Liliana Blanco Castaneda; Viswanathan Arunachalam; Selvamuthu Dharmaraja
ISBN: 9781118294406

portada Introduction to Probability and Stochastic Processes With Applications

Introduction to Probability and Stochastic Processes With Applications

Formato

Libro Físico

Editorial

John Wiley & Sons Inc

Autor

Liliana Blanco Castaneda; Viswanathan Arunachalam; Selvamuthu Dharmaraja

Categoría

Ciencia y Matemáticas

Año

2012

Idioma

Inglés

N° páginas

614

Encuadernación

Tapa Dura

ISBN

1118294408

ISBN13

9781118294406

N° edición

Introduction to Probability and Stochastic Processes With Applications

Liliana Blanco Castaneda; Viswanathan Arunachalam; Selvamuthu Dharmaraja (Autor) · John Wiley & Sons Inc · Tapa Dura

Sin Stock

Reseña del libro "Introduction to Probability and Stochastic Processes With Applications "

An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Ito integrals, martingales, and sigma algebras. Additional topical coverage includes: * Distributions of discrete and continuous random variables frequently used in applications * Random vectors, conditional probability, expectation, and multivariate normal distributions * The laws of large numbers, limit theorems, and convergence of sequences of random variables * Stochastic processes and related applications, particularly in queueing systems * Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.