Elementary Applications of Probability Theory (2nd Ed.) With an introduction to stochastic differential equations Chapman & Hall/CRC Texts in Statistical Science Series
Auteur : Tuckwell Henry C.
This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering.
The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth.
This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.
Date de parution : 12-2019
15.6x23.4 cm
Thème d’Elementary Applications of Probability Theory :
Mots-clés :
Random Variable; Distribution Function; Wiener Process; Sample Paths; Stochastic Differential Equations; Poisson Random Variable; Simple Random Walk; Poisson Point Processes; Binomial Random Variable; Poisson Process; Transition Probability Density Function; Standard Wiener Process; Independent Standard Normal Random Variables; Homogeneous Poisson Point Process; Compound Poisson Random Variables; Gaussian Random Variable; Transition Probabilities; Random Process; Joint Distribution Function; Infinitesimal Moments; Continuous Time Markov Chain; Stochastic Integral; Distributed Failure Time; Simple Poisson Process; Absorbing States