Computational probability is a set of stochastic methods that has emerged over the past decade that allow researchers and students to solve problems that require exact probability calculations previously considered arduous or intractable.
Computational Probability is the first book that examines and organizes these computational methods into a systematic treatment. The book is structured around the two categories of problems: (1) Algorithms for Continuous Random Variables has chapters on data structures and algorithms, transformations of random variables, and products of independent random variables. (2) Algorithms for Discrete Random Variables includes data structures and algorithms, sums of independent random variables, and order statistics. The book includes three chapters that emphasize survival analysis and simulation applications. The APPL computational modeling language that gives probabilists a strong software resource for non-trivial problems is available at www.APPLsoftware.com.
Computational Probability is the first book that examines and organizes these computational methods into a systematic treatment. The book is structured around the two categories of problems: (1) Algorithms for Continuous Random Variables has chapters on data structures and algorithms, transformations of random variables, and products of independent random variables. (2) Algorithms for Discrete Random Variables includes data structures and algorithms, sums of independent random variables, and order statistics. The book includes three chapters that emphasize survival analysis and simulation applications. The APPL computational modeling language that gives probabilists a strong software resource for non-trivial problems is available at www.APPLsoftware.com.
From the reviews:
"The monograph is devoted to the use of a computer algebra system to solve problems in operations research and probability. ... The presented monograph will be of interest for all researchers and specialists that are working in the mathematical sciences ... . It will be very useful for the lecturers, which could use it for the preparation of special topics courses in computational probability ... . The intended audience for the presented monograph includes researchers, MS students, PhD students, and advanced practitioners ... ." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1145, 2008)
"The text is ... an introduction to a computer language called A Probability Programming Language (APPL), specially created by the authors to make it easy for statisticians and operational researchers to carry out complex manipulations involving probability distributions. ... I would recommend this book to anyone working with probability distributions. ... the book could certainly be of use to operational research practitioners working in 'hard' OR fields where complex probabilistic models are needed." (John Smith, Journal of the Operational Research society, Vol. 60 (7), 2009)
"The monograph is devoted to the use of a computer algebra system to solve problems in operations research and probability. ... The presented monograph will be of interest for all researchers and specialists that are working in the mathematical sciences ... . It will be very useful for the lecturers, which could use it for the preparation of special topics courses in computational probability ... . The intended audience for the presented monograph includes researchers, MS students, PhD students, and advanced practitioners ... ." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1145, 2008)
"The text is ... an introduction to a computer language called A Probability Programming Language (APPL), specially created by the authors to make it easy for statisticians and operational researchers to carry out complex manipulations involving probability distributions. ... I would recommend this book to anyone working with probability distributions. ... the book could certainly be of use to operational research practitioners working in 'hard' OR fields where complex probabilistic models are needed." (John Smith, Journal of the Operational Research society, Vol. 60 (7), 2009)