Filename: introduction-to-stochastic-processes-with-r.pdf
ISBN: 9781118740705
Release Date: 2016-03-29
Number of pages: 504
Author: Robert P. Dobrow
Publisher: John Wiley & Sons

Download and read online Introduction to Stochastic Processes with R in PDF and EPUB An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: More than 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion web site that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

Filename: introduction-to-stochastic-processes-with-r.pdf
ISBN: 9781118740651
Release Date: 2016-03-07
Number of pages: 504
Author: Robert P. Dobrow
Publisher: John Wiley & Sons

Download and read online Introduction to Stochastic Processes with R in PDF and EPUB An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical freeware R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: Over 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and interesting supplemental topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black-Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion website that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

Filename: introduction-to-stochastic-processes-with-r.pdf
ISBN: 9781118740729
Release Date: 2016-04-06
Number of pages: 504
Author: Robert P. Dobrow
Publisher: John Wiley & Sons

Download and read online Introduction to Stochastic Processes with R in PDF and EPUB An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probability theory in the natural and social sciences. The use of simulation, by means of the popular statistical software R, makes theoretical results come alive with practical, hands-on demonstrations. Written by a highly-qualified expert in the field, the author presents numerous examples from a wide array of disciplines, which are used to illustrate concepts and highlight computational and theoretical results. Developing readers’ problem-solving skills and mathematical maturity, Introduction to Stochastic Processes with R features: More than 200 examples and 600 end-of-chapter exercises A tutorial for getting started with R, and appendices that contain review material in probability and matrix algebra Discussions of many timely and stimulating topics including Markov chain Monte Carlo, random walk on graphs, card shuffling, Black–Scholes options pricing, applications in biology and genetics, cryptography, martingales, and stochastic calculus Introductions to mathematics as needed in order to suit readers at many mathematical levels A companion web site that includes relevant data files as well as all R code and scripts used throughout the book Introduction to Stochastic Processes with R is an ideal textbook for an introductory course in stochastic processes. The book is aimed at undergraduate and beginning graduate-level students in the science, technology, engineering, and mathematics disciplines. The book is also an excellent reference for applied mathematicians and statisticians who are interested in a review of the topic.

Filename: an-introduction-to-stochastic-processes-in-physics.pdf
ISBN: 080186867X
Release Date: 2002-05-21
Number of pages: 110
Author: Don S. Lemons
Publisher: JHU Press

Download and read online An Introduction to Stochastic Processes in Physics in PDF and EPUB "Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work." -- American Journal of Physics

Filename: introduction-to-stochastic-processes.pdf
ISBN: 9781478608998
Release Date: 1986-12-01
Number of pages: 203
Author: Paul G. Hoel
Publisher: Waveland Press

Download and read online Introduction to Stochastic Processes in PDF and EPUB An excellent introduction for computer scientists and electrical and electronics engineers who would like to have a good, basic understanding of stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.

Filename: introduction-to-probability-with-r.pdf
ISBN: 142006522X
Release Date: 2008-01-24
Number of pages: 384
Author: Kenneth Baclawski
Publisher: CRC Press

Download and read online Introduction to Probability with R in PDF and EPUB 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 phenomena from a probabilistic point of view. Although the R programs are small in length, they are just as sophisticated and powerful as longer programs in other languages. This brevity makes it easy for students to become proficient in R. This calculus-based introduction organizes the material around key themes. One of the most important themes centers on viewing probability as a way to look at the world, helping students think and reason probabilistically. The text also shows how to combine and link stochastic processes to form more complex processes that are better models of natural phenomena. In addition, it presents a unified treatment of transforms, such as Laplace, Fourier, and z; the foundations of fundamental stochastic processes using entropy and information; and an introduction to Markov chains from various viewpoints. Each chapter includes a short biographical note about a contributor to probability theory, exercises, and selected answers. The book has an accompanying website with more information.

Filename: introduction-to-stochastic-programming.pdf
ISBN: 9781461402374
Release Date: 2011-06-15
Number of pages: 485
Author: John R. Birge
Publisher: Springer Science & Business Media

Download and read online Introduction to Stochastic Programming in PDF and EPUB The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Filename: an-introduction-to-stochastic-modeling.pdf
ISBN: 9781483220444
Release Date: 2014-05-10
Number of pages: 578
Author: Howard M. Taylor
Publisher: Academic Press

Download and read online An Introduction to Stochastic Modeling in PDF and EPUB 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.

Filename: introduction-to-stochastic-integration.pdf
ISBN: 0817633863
Release Date: 1990-01-01
Number of pages: 278
Author: Kai L. Chung
Publisher: Springer Science & Business Media

Download and read online Introduction to Stochastic Integration in PDF and EPUB This is a substantial expansion of the first edition. The last chapter on stochastic differential equations is entirely new, as is the longish section §9.4 on the Cameron-Martin-Girsanov formula. Illustrative examples in Chapter 10 include the warhorses attached to the names of L. S. Ornstein, Uhlenbeck and Bessel, but also a novelty named after Black and Scholes. The Feynman-Kac-Schrooinger development (§6.4) and the material on re flected Brownian motions (§8.5) have been updated. Needless to say, there are scattered over the text minor improvements and corrections to the first edition. A Russian translation of the latter, without changes, appeared in 1987. Stochastic integration has grown in both theoretical and applicable importance in the last decade, to the extent that this new tool is now sometimes employed without heed to its rigorous requirements. This is no more surprising than the way mathematical analysis was used historically. We hope this modest introduction to the theory and application of this new field may serve as a text at the beginning graduate level, much as certain standard texts in analysis do for the deterministic counterpart. No monograph is worthy of the name of a true textbook without exercises. We have compiled a collection of these, culled from our experiences in teaching such a course at Stanford University and the University of California at San Diego, respectively. We should like to hear from readers who can supply VI PREFACE more and better exercises.

Filename: probability.pdf
ISBN: 9781118589441
Release Date: 2013-10-16
Number of pages: 520
Author: Robert P. Dobrow
Publisher: John Wiley & Sons

Download and read online Probability in PDF and EPUB An introduction to probability at the undergraduate level Chance and randomness are encountered on a daily basis. Authored by a highly qualified professor in the field, Probability: With Applications and R delves into the theories and applications essential to obtaining a thorough understanding of probability. With real-life examples and thoughtful exercises from fields as diverse as biology, computer science, cryptology, ecology, public health, and sports, the book is accessible for a variety of readers. The book’s emphasis on simulation through the use of the popular R software language clarifies and illustrates key computational and theoretical results. Probability: With Applications and R helps readers develop problem-solving skills and delivers an appropriate mix of theory and application. The book includes: Chapters covering first principles, conditional probability, independent trials, random variables, discrete distributions, continuous probability, continuous distributions, conditional distribution, and limits An early introduction to random variables and Monte Carlo simulation and an emphasis on conditional probability, conditioning, and developing probabilistic intuition An R tutorial with example script files Many classic and historical problems of probability as well as nontraditional material, such as Benford’s law, power-law distributions, and Bayesian statistics A topics section with suitable material for projects and explorations, such as random walk on graphs, Markov chains, and Markov chain Monte Carlo Chapter-by-chapter summaries and hundreds of practical exercises Probability: With Applications and R is an ideal text for a beginning course in probability at the undergraduate level.

Filename: stochastic-processes.pdf
ISBN: 9781420099805
Release Date: 2009-10-09
Number of pages: 232
Author: Peter Watts Jones
Publisher: CRC Press

Download and read online Stochastic Processes in PDF and EPUB Based on a highly popular, well-established course taught by the authors, Stochastic Processes: An Introduction, Second Edition discusses the modeling and analysis of random experiments using the theory of probability. It focuses on the way in which the results or outcomes of experiments vary and evolve over time. The text begins with a review of relevant fundamental probability. It then covers several basic gambling problems, random walks, and Markov chains. The authors go on to develop random processes continuous in time, including Poisson, birth and death processes, and general population models. While focusing on queues, they present an extended discussion on the analysis of associated stationary processes. The book also explores reliability and other random processes, such as branching processes, martingales, and a simple epidemic. The appendix contains key mathematical results for reference. Ideal for a one-semester course on stochastic processes, this concise, updated textbook makes the material accessible to students by avoiding specialized applications and instead highlighting simple applications and examples. The associated website contains Mathematica® and R programs that offer flexibility in creating graphs and performing computations.

Filename: introduction-to-stochastic-processes-second-edition.pdf
ISBN: 158488651X
Release Date: 2006-05-16
Number of pages: 248
Author: Gregory F. Lawler
Publisher: CRC Press

Download and read online Introduction to Stochastic Processes Second Edition in PDF and EPUB Emphasizing fundamental mathematical ideas rather than proofs, Introduction to Stochastic Processes, Second Edition provides quick access to important foundations of probability theory applicable to problems in many fields. Assuming that you have a reasonable level of computer literacy, the ability to write simple programs, and the access to software for linear algebra computations, the author approaches the problems and theorems with a focus on stochastic processes evolving with time, rather than a particular emphasis on measure theory. For those lacking in exposure to linear differential and difference equations, the author begins with a brief introduction to these concepts. He proceeds to discuss Markov chains, optimal stopping, martingales, and Brownian motion. The book concludes with a chapter on stochastic integration. The author supplies many basic, general examples and provides exercises at the end of each chapter. New to the Second Edition: Expanded chapter on stochastic integration that introduces modern mathematical finance Introduction of Girsanov transformation and the Feynman-Kac formula Expanded discussion of Itô's formula and the Black-Scholes formula for pricing options New topics such as Doob's maximal inequality and a discussion on self similarity in the chapter on Brownian motion Applicable to the fields of mathematics, statistics, and engineering as well as computer science, economics, business, biological science, psychology, and engineering, this concise introduction is an excellent resource both for students and professionals.

Filename: introduction-to-stochastic-processes.pdf
ISBN: 9780486276328
Release Date: 2013-02-20
Number of pages: 416
Author: Erhan Cinlar
Publisher: Courier Corporation

Download and read online Introduction to Stochastic Processes in PDF and EPUB Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

Filename: stochastic-processes.pdf
ISBN: 9781107435315
Release Date: 2013-12-12
Number of pages: 568
Author: Robert G. Gallager
Publisher: Cambridge University Press

Download and read online Stochastic Processes in PDF and EPUB This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

Filename: stochastic-process-limits.pdf
ISBN: 9780387217482
Release Date: 2006-04-11
Number of pages: 602
Author: Ward Whitt
Publisher: Springer Science & Business Media

Download and read online Stochastic Process Limits in PDF and EPUB From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews