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Probability, Random Variables and Stochastic Processes
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Papoulis
The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, ...
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The fractal geometry of nature
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Benoit B. Mandelbrot
Clouds are not spheres, mountains are not cones, and lightening does not travel in a straight line. The complexity of nature's shapes differs in kind, not merely degree, from that of the shapes of ordinary geometry, the geometry of fractal shapes. Now that the field has expanded greatly with many active researchers, Mandelbrot presents the ...
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Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers
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Roy D Yates, David J Goodman
Applications of probability theory appear throughout modern society, such as state lotteries, weather forecasts, insurance prices. Professionals use probability theory as an astute tool for decision making. Electrical and computer engineers use probability to design computer networks, test integrated circuits, and evaluate communications systems. ...
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Probability and Random Processes
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Geoffrey Grimmett
This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor of more advanced work, by suitable choice of material. The book begins with basic material commonly covered in first-year undergraduate ...
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Schaum's Outline of Probability, Random Variables, and Random Processes
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Hwei Hsu, PH.D.
Designed for students in various disciplines of engineering, science, mathematics, management and business, this effective study tool includes hundreds of problems with step-by-step solutions and another 150 problems with hints or delayed answers. The solved problems illustrate and strongly reinforce vital theory and techniques. Topics taught ...
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Probability and Random Processes for Electrical Engineering
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Alberto Leon-Garcia
This applications oriented book features coverage of Markov chains and queuing theory which is of particular interest to communications professionals--a newer area where many professionals will need an update or refresher. It also features computer-based methods and exercises providing the most up-to-date training for those in the fields of ...
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Probability and Random Processes with Applications to Signal Processing
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Henry Stark, John W Woods
Provides users with an accessible, yet mathematically solid, treatment of probability and random processes. Many computer examples integrated throughout, including random process examples in MATLAB. Includes expanded discussions of fundamental principles, especially basic probability. Includes new problems which deal with applications of basic ...
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Struck by Lightning: The Curious World of Probabilities
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Jeffrey S Rosenthal
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Stochastic Processes
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Sheldon M. Ross
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute ...
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Meta Math!: The Quest for Omega
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Gregory Chaitin
Gregory Chaitin, one of the world's foremost mathematicians, leads us on a spellbinding journey, illuminating the process by which he arrived at his groundbreaking theory. Chaitin's revolutionary discovery, the Omega number, is an exquisitely complex representation of unknowability in mathematics. His investigations shed light on what we can ...
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Chance and Chaos
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David Ruelle
How do scientists look at chance, or randomness, and chaos in physical systems? In answering this question for a general audience, Ruelle has produced an authoritative and elegant book--a model of clarity, succinctness, and with humor bordering on the sardonic. Ruelle is a professor of theoretical physics in France.
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Problems in probability theory, mathematical statistics and theory of random functions
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A. A. Sveshnikov
Approximately 1,000 problems (with answers and solutions at the back) illustrate such topics as random events, random variables, limit theorems, Markov processes, etc.
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An introduction to stochastic modeling
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by
Howard M Taylor
Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes. The objectives of the text are to introduce ...
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Stochastic Processes
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Emanuel Parzen
This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, and economics, to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions. Originally ...
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Optimal Control and Estimation
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Robert F Stengel
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
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Random Data: Analysis and Measurement Procedures
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Julius S Bendat
The classic reference on the theory and application of random data analysis-now expanded and revised. This eagerly awaited new edition of the bestselling random data analysis book continues to provide first-rate, practical tools for scientists and engineers who investigate dynamic data as well as those who use statistical methods to solve ...
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Econometric Modelling of Financial Time Series
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by
Terence C Mills
This volume provides a detailed coverage of the variety of models that are currently in use for empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques in the field.
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Introduction to Stochastic Calculus with Applications
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Fima C Klebaner
This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an ...
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Stochastic Processes
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Joseph L Doob
The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in ...
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Randomized Algorithms
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Rajeev Motwani, Prabhakar Raghavan
Presents basic tools from probability theory used in algorithmic applications, with concrete examples.
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The art of modeling dynamic systems forecasting for chaos, randomness and determinism
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Morrison
In the coverage of dynamics, there is a definite gap between ``picture-book'' popularizations and the technical literature. This work fills that gap. Shows engineers and scientists how, by the application of statistical methods, coordinate transformations and mathematical analysis, any complex, unpredictable dynamical system can be mapped- ...
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A First Course in Stochastic Processes
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Howard E Taylor, Samuel Karlin
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other. The authors have made three main kinds of changes. First, they have enlarged on the topics ...
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Elements of Applied Stochastic Processes
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U Narayan Bhat
Fundamentals of Queueing Theory, 2nd Edition Donald Gross and Carl M. Harris A graduate text and reference treating queueing theory from the development of standard models to applications. The emphasis is on real analysis of queueing systems, applications, and problem solving. It has been brought up-to-date by modernizing older treatments. 1985 (0 ...
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Introduction to stochastic control theory
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by
Karl J. °Aström
Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition.
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Introduction to the theory of random processes
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by
Iosif Il'ich Gikhman, A. V. Skorokhod
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. Introduction. Bibliography. 1969 edition.
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