The Resource Probability and stochastic processes, Ionut Florescu, Stevens Institute of Technology, Hoboken, NJ

Probability and stochastic processes, Ionut Florescu, Stevens Institute of Technology, Hoboken, NJ

Label
Probability and stochastic processes
Title
Probability and stochastic processes
Statement of responsibility
Ionut Florescu, Stevens Institute of Technology, Hoboken, NJ
Creator
Subject
Language
eng
Cataloging source
DLC
Dewey number
519.2
Index
index present
LC call number
QA273
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Label
Probability and stochastic processes, Ionut Florescu, Stevens Institute of Technology, Hoboken, NJ
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
  • Title Page; Copyright; Dedication; Preface; Acknowledgments; Introduction; Part I: Probability; Chapter 1: Elements of Probability Measure; 1.1 Probability Spaces; 1.2 Conditional Probability; 1.3 Independence; 1.4 Monotone Convergence Properties of Probability; 1.5 Lebesgue Measure on the Unit Interval (0,1]; Problems; Chapter 2: Random Variables; Reduction to R. Random variables; 2.1 Discrete and Continuous Random Variables; 2.2 Examples of Commonly Encountered Random Variables; 2.3 Existence of Random Variables with Prescribed Distribution. Skorohod Representation of a Random Variable
  • 2.4 Independence2.5 Functions of Random Variables. Calculating Distributions; Problems; Chapter 3: Applied Chapter: Generating Random Variables; 3.1 Generating One-Dimensional Random Variables by Inverting the cdf; 3.2 Generating One-Dimensional Normal Random Variables; 3.3 Generating Random Variables. Rejection Sampling Method; 3.4 Generating Random Variables. Importance Sampling; Problems; Chapter 4: Integration Theory; 4.1 Integral of Measurable Functions; 4.2 Expectations; 4.3 Moments of a Random Variable. Variance and the Correlation Coefficient
  • 4.4 Functions of Random Variables. The Transport Formula4.5 Applications. Exercises in Probability Reasoning; 4.6 A Basic Central Limit Theorem: The DeMoivre-LaplaceTheorem:; Problems; Chapter 5: Product Spaces. Conditional Distribution and Conditional Expectation; 5.1 Product Spaces; 5.2 Conditional Distribution and Expectation. Calculation in Simple Cases; 5.3 Conditional Expectation. General Definition; 5.4 Random Vectors. Moments and Distributions; Problems; Chapter 6: Tools to study Probability. Generating Function, Moment Generating Function, Characteristic Function
  • 6.1 Sums of Random Variables. Convolutions6.2 Generating Functions and Applications; 6.3 Moment Generating Function; 6.4 Characteristic Function; 6.5 Inversion and Continuity Theorems; 6.6 Stable Distributions. Lévy Distribution; Problems; Chapter 7: Limit Theorems; Introduction; 7.1 Types of Convergence; 7.2 Relationships between Types of Convergence; 7.3 Continuous Mapping Theorem. Joint Convergence. Slutsky's Theorem; 7.4 The Two Big Limit Theorems: LLN and CLT; 7.5 Extensions of Central Limit Theorem. Limit Theorems for Other Types of Statistics
  • 7.6 Exchanging the Order of Limits and ExpectationsProblems; Chapter 8: Statistical Inference; 8.1 The Classical Problems in Statistics; 8.2 Parameter Estimation Problem; 8.3 Maximum Likelihood Estimation Method; 8.4 The Method of Moments; 8.5 Testing, the Likelihood Ratio Test; 8.6 Confidence Sets; Problems; Part II: Stochastic Processes; Chapter 9: Introduction to Stochastic Processes; 9.1 General Characteristics of Stochastic Processes; 9.2 A Simple Process-The Bernoulli Process; Problems; Chapter 10: The Poisson Process; Introduction; 10.1 Definitions
Control code
ocn879851902
Extent
1 online resource
Form of item
online
Isbn
9781118593134
Lccn
2014019058
Media category
computer
Media MARC source
rdamedia
http://library.link/vocab/ext/overdrive/overdriveId
cl0500000551
http://library.link/vocab/recordID
.b32468155
Specific material designation
remote
System control number
  • (OCoLC)879851902
  • pebcs0470624558

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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