Download or read book Advances in Probability and Mathematical Statistics written by Daniel Hernández‐Hernández and published by Springer Nature. This book was released on 2021-11-14 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Mérida-Yucatán, México. They represent well the wide set of topics on probability and statistics that was covered at this congress, and their high quality and variety illustrates the rich academic program of the conference.
Download or read book Teaching and Learning Stochastics written by Carmen Batanero and published by Springer. This book was released on 2018-03-01 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of selected papers that represent the current variety of research on the teaching and learning of probability. The respective chapters address a diverse range of theoretical, empirical and practical aspects underpinning the teaching and learning of probability, curricular issues, probabilistic reasoning, misconceptions and biases, as well as their pedagogical implications. These chapters are divided into THREE main sections, dealing with: TEACHING PROBABILITY, STUDENTS' REASONING AND LEARNING AND EDUCATION OF TEACHERS. In brief, the papers presented here include research dealing with teachers and students at different levels and ages (from primary school to university) and address epistemological and curricular analysis, as well as the role of technology, simulations, language and visualisation in teaching and learning probability. As such, it offers essential information for teachers, researchers and curricular designers alike.
Download or read book Topics in Advanced Econometrics written by Phoebus J. Dhrymes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.
Download or read book Probability for Statistics and Machine Learning written by Anirban DasGupta and published by Springer Science & Business Media. This book was released on 2011-05-17 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in an extremely accessible style, with elaborate motivating discussions and numerous worked out examples and exercises. The book has 20 chapters on a wide range of topics, 423 worked out examples, and 808 exercises. It is unique in its unification of probability and statistics, its coverage and its superb exercise sets, detailed bibliography, and in its substantive treatment of many topics of current importance. This book can be used as a text for a year long graduate course in statistics, computer science, or mathematics, for self-study, and as an invaluable research reference on probabiliity and its applications. Particularly worth mentioning are the treatments of distribution theory, asymptotics, simulation and Markov Chain Monte Carlo, Markov chains and martingales, Gaussian processes, VC theory, probability metrics, large deviations, bootstrap, the EM algorithm, confidence intervals, maximum likelihood and Bayes estimates, exponential families, kernels, and Hilbert spaces, and a self contained complete review of univariate probability.
Download or read book Problems in Probability written by Albert N. Shiryaev and published by Springer Science & Business Media. This book was released on 2012-08-07 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises. Most of the material in this book consists of exercises created by Shiryaev, collected and compiled over the course of many years while working on many interesting topics. Many of the exercises resulted from discussions that took place during special seminars for graduate and undergraduate students. Many of the exercises included in the book contain helpful hints and other relevant information. Lastly, the author has included an appendix at the end of the book that contains a summary of the main results, notation and terminology from Probability Theory that are used throughout the present book. This Appendix also contains additional material from Combinatorics, Potential Theory and Markov Chains, which is not covered in the book, but is nevertheless needed for many of the exercises included here.
Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Download or read book Advances in Probability Distributions with Given Marginals written by G. Dall'aglio and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi - ... - si j'avait su comment en rcvenir. One service mathematics has rendered the je n'y serais point alle.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canistcr labelled 'discarded non sense'. The scries is divergent; therefore we may be Eric T. Bell able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Download or read book Advanced Probability Theory Second Edition written by Janos Galambos and published by CRC Press. This book was released on 1995-08-08 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.;College or university bookstores may order five or more copies at a special student price which is available upon request from Marcel Dekker, Inc.
Download or read book Understanding Probability written by Henk Tijms and published by Cambridge University Press. This book was released on 2007-07-26 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this fully revised second edition of Understanding Probability, the reader can learn about the world of probability in an informal way. The author demystifies the law of large numbers, betting systems, random walks, the bootstrap, rare events, the central limit theorem, the Bayesian approach and more. This second edition has wider coverage, more explanations and examples and exercises, and a new chapter introducing Markov chains, making it a great choice for a first probability course. But its easy-going style makes it just as valuable if you want to learn about the subject on your own, and high school algebra is really all the mathematical background you need.
Download or read book Applied Probability written by Kenneth Lange and published by Springer Science & Business Media. This book was released on 2008-01-17 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite the fears of university mathematics departments, mathematics educat,ion is growing rather than declining. But the truth of the matter is that the increases are occurring outside departments of mathematics. Engineers, computer scientists, physicists, chemists, economists, statis- cians, biologists, and even philosophers teach and learn a great deal of mathematics. The teaching is not always terribly rigorous, but it tends to be better motivated and better adapted to the needs of students. In my own experience teaching students of biostatistics and mathematical bi- ogy, I attempt to convey both the beauty and utility of probability. This is a tall order, partially because probability theory has its own vocabulary and habits of thought. The axiomatic presentation of advanced probability typically proceeds via measure theory. This approach has the advantage of rigor, but it inwitably misses most of the interesting applications, and many applied scientists rebel against the onslaught of technicalities. In the current book, I endeavor to achieve a balance between theory and app- cations in a rather short compass. While the combination of brevity apd balance sacrifices many of the proofs of a rigorous course, it is still cons- tent with supplying students with many of the relevant theoretical tools. In my opinion, it better to present the mathematical facts without proof rather than omit them altogether.
Download or read book Probability Theory written by Vivek S. Borkar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.
Download or read book Topics in Probability written by Narahari Umanath Prabhu and published by World Scientific. This book was released on 2011 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent research in probability has been concerned with applications such as data mining and finance models. Some aspects of the foundations of probability theory have receded into the background. Yet, these aspects are very important and have to be brought back into prominence.
Download or read book Ruin Probabilities written by S?ren Asmussen and published by World Scientific. This book was released on 2010 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.
Download or read book Classical Potential Theory and Its Probabilistic Counterpart written by J. L. Doob and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 865 pages. Available in PDF, EPUB and Kindle. Book excerpt: Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on.
Download or read book Probability in Physics written by Yemima Ben-Menahem and published by Springer Science & Business Media. This book was released on 2012-01-25 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is the role and meaning of probability in physical theory, in particular in two of the most successful theories of our age, quantum physics and statistical mechanics? Laws once conceived as universal and deterministic, such as Newton‘s laws of motion, or the second law of thermodynamics, are replaced in these theories by inherently probabilistic laws. This collection of essays by some of the world‘s foremost experts presents an in-depth analysis of the meaning of probability in contemporary physics. Among the questions addressed are: How are probabilities defined? Are they objective or subjective? What is their explanatory value? What are the differences between quantum and classical probabilities? The result is an informative and thought-provoking book for the scientifically inquisitive.
Download or read book Quantum Probability and Related Topics written by L. Accardi and published by World Scientific. This book was released on 1993 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum Probability and Related Topics is a series of volumes based on material discussed at the various QP conferences. It aims to provide an update on the rapidly growing field of classical probability, quantum physics and functional analysis.
Download or read book Stochastic Analysis and Applications written by Mark A. Pinsky and published by CRC Press. This book was released on 2020-10-14 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.
