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Probability and Stochastic Modeling.

Basic NotionsSample Space and EventsProbabilitiesCounting TechniquesIndependence and Conditional ProbabilityIndependenceConditioningThe Borel-Cantelli TheoremDiscrete Random VariablesRandom Variables and VectorsExpected ValueVariance and Other Moments. Inequalities for DeviationsSome Basic Distribut...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rotar, Vladimir I.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : CRC Press, 2012.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Decation; Preface; Contents; Introduction; Chapter 1. Basic Notions; Chapter 2. Independence and Conditional Probability; Chapter 3. Discrete Random Variables; Chapter 4. Generating Functions. Branching Processes. Random Walk Revisited; Chapter 5. Markov Chains; Chapter 6. Continuous Random Variables; Chapter 7. Distributions in the General Case. Simulation; Chapter 8. Moment Generating Functions; Chapter 9. The Central Limit Theorem for Independent Random Variables; Chapter 10. Covariance Analysis. The Multivariate Normal Distribution. The Multivariate Central Limit Theorem.
  • Chapter 11. Maxima and Minima of Random Variables. Elements of Reliability Theory. Hazard Rate and Survival ProbabilitiesChapter 12. Stochastic Processes: Preliminaries; Chapter 13. Counting and Queuing Processes. Birth and Death Processes: A General Scheme; Chapter 14. Elements of Renewal Theory; Chapter 15. Martingales in Discrete Time; Chapter 16. Brownian Motion and Martingales in Continuous Time; Chapter 17. More on Dependency Structures; Chapter 18. Comparison of Random Variables. Risk Evaluation; Appendix. Tables. Some Facts from Calculus and the Theory of Interest; References.