Vladimir I Rotar

Probability and Stochastic Modeling

• Broschiertes Buch

Produktbeschreibung

This book not only covers all the topics found in a traditional introductory probability course, but also emphasizes stochastic modeling, including Markov chains, birth-death processes, and reliability models. Unlike most undergraduate-level probability texts, the book also focuses on increasingly important areas, such as martingales, classification of dependency structures, and risk evaluation. Numerous examples, exercises, and models using real-world data demonstrate the practical possibilities and restrictions of different approaches and help students grasp general concepts and theoretical results. A solutions manual is available with qualifying course adoption.

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Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 508
• Erscheinungstermin: 23. September 2019
• Englisch
• Abmessung: 254mm x 178mm x 25mm
• Gewicht: 857g
• ISBN-13: 9780367380946
• ISBN-10: 0367380943
• Artikelnr.: 57816760

Autorenporträt

Vladimir I. Rotar is a professor in the Department of Mathematics and Statistics at San Diego State University. Dr. Rotar has authored four books and more than 100 scientific papers on probability theory and its applications in leading mathematical journals.

Inhaltsangabe

Basic Notions. Independence and Conditional Probability. Discrete Random
Variables. Generating Functions. Branching Processes. Random Walk
Revisited. Markov Chains. Continuous Random Variables. Distributions in the
General Case. Simulation. Moment Generating Functions. The Central Limit
Theorem for Independent Random Variables. Covariance Analysis. The
Multivariate Normal Distribution. The Multivariate Central Limit Theorem.
Maxima and Minima of Random Variables. Elements of Reliability Theory.
Hazard Rate and Survival Probabilities. Stochastic Processes:
Preliminaries. Counting and Queuing Processes. Birth and Death Processes: A
General Scheme. Elements of Renewal Theory. Martingales in Discrete Time.
Brownian Motion and Martingales in Continuous Time. More on Dependency
Structures. Comparison of Random Variables. Risk Evaluation. Appendix.
References. Answers to Exercises. Index.