» » Elementary Probability Theory With Stochastic Processes. (Undergraduate Texts in Mathematics)

Download Elementary Probability Theory With Stochastic Processes. (Undergraduate Texts in Mathematics) fb2

by Kai Lai Chung
Download Elementary Probability Theory With Stochastic Processes. (Undergraduate Texts in Mathematics) fb2
Mathematics
  • Author:
    Kai Lai Chung
  • ISBN:
    0387903623
  • ISBN13:
    978-0387903620
  • Genre:
  • Publisher:
    Springer Verlag; 3rd edition (December 1, 1978)
  • Pages:
    325 pages
  • Subcategory:
    Mathematics
  • Language:
  • FB2 format
    1349 kb
  • ePUB format
    1589 kb
  • DJVU format
    1647 kb
  • Rating:
    4.6
  • Votes:
    890
  • Formats:
    mobi lrf txt azw


Undergraduate Texts in Mathematics).

The prose is accurate, entertaining, and dense with historical tidbits. Undergraduate Texts in Mathematics).

Mathematics Probability Theory and Stochastic Processes. Undergraduate Texts in Mathematics. Elementary Probability Theory. With Stochastic Processes and an Introduction to Mathematical Finance. Authors: Chung, Kai Lai, AitSahlia, Farid. It provides an excellent foundation to more advanced courses in the subject.

Kai Lai Chung is Professor Emeritus of Mathematics at Stanford University. Farid AitSahlia is a Senior Scientist with DemandTec, where he develops econometric and optimization methods for demand-based pricing models

Kai Lai Chung is Professor Emeritus of Mathematics at Stanford University. Farid AitSahlia is a Senior Scientist with DemandTec, where he develops econometric and optimization methods for demand-based pricing models. He is also a visiting scholar in the department of statistics at Stanford University, where he obtained his P. Скачать (pdf, . 0 Mb) Читать. Epub FB2 mobi txt RTF.

These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems

Start by marking Elementary Probability Theory with Stochastic Processes (Undergraduate Texts in Mathematics) as Want to. .This book provides an elementary introduction to probability theory and its applications.

Start by marking Elementary Probability Theory with Stochastic Processes (Undergraduate Texts in Mathematics) as Want to Read: Want to Read savin. ant to Read. The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples.

Undergraduate Texts in Mathematics (UTM) is a series of undergraduate-level textbooks in mathematics published by Springer-Verlag. The books in this series tend to be written at a more elementary level than the similar Graduate Texts in Mathematics series, although there is a fair amount of overlap between the two series in terms of material covered and difficulty level.

Farid Aitsahlia, John Lai Stillwell, Kai Lai Chung, F Aitsahlia, K L Chung. Textbook publishers or Chegg verified experts (made up of professors, grad students & subject matter experts). Plus, 24/7 expert study help.

L. Chung, Farid AitSahlia . Springer Science & Business Media, 14‏/07‏/2006 - 404 من الصفحات. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance Undergraduate Texts in Mathematics.

Download Now. saveSave Elementary Probability Theory With Stochastic Pr.In probability theory the notion of a set plays a more fundamental role. Furthermore we are interested in very general kinds of sets as well as specic concrete ones

Download Now.Elementary Probability Theory With Stochastic Processes - Chung Kai Lai. Uploaded by. Saul Diaz Infante. Furthermore we are interested in very general kinds of sets as well as specic concrete ones. To begin with the latter kind, consider the following examples: (a) a bushel of apples; (b) fty-ve cancer patients under a certain medical treatment

Elementary Probability Theory with Stochastic Processes

Rarranere
A student desiring of an elementary exposition of probability theory (and its applications) would be
well- served by perusing this publication. The author, a renowned expert in the discipline,
writes with the utmost lucidity, especially tailored to the needs of the undergraduate student.
No prior acquaintance with the topic is assumed. Calculus is used sparingly (see Chapter Four).
Sets, Counting, Random Variables, Distributions and Random Walks, are only a few of the many
topics discussed, specifically with an eye to the novice. See: Section 6.5, Generating Functions and the Like,
a superb ten-page introduction-- being a connection between probability distribution of a non-negative
integer-valued real variable and generating functions ( "a powerful mathematical device, a true gimmick").
Also: Section 7.2, Poisson Process ("...a fundamental stochastic process") and 7.3,"from binomial to normal."
A few words from our author:
"...a probability is a number associated with or assigned to a set in order to measure it in some sense." (Page 21)
"...what we regard as equally likely is a matter outside of the axiomatic formulation." (Page 26)
"...many parts of this book may be read in different orders, back and forth..." (Page 33)
"...how to count...many students find these problems hard, partly because they have been injured in other
mathematics courses to the cookbook variety of problems." (Page 59)
"...from a practical point of view it is the discrete approximations that can be measured, whereas the
continuous density is only a mathematical idealization." (Page 94)
"...Bayes has certainly hit upon a remarkable turn-around for conditional probabilities, but the practical
utility of his formula is limited by our usual lack of knowledge on the various a priori probabilities." (Page 119)
"...the argument can be justified, but it may be more important that you should convince yourself that a
justification is needed at all; this is an instance where advanced mathematics separates from the elementary
kind we are doing mostly in this book." (Page 217)
Three appendices (Borel Fields and Random Variables, Stirling's Formula, Martingales)
provide more detail and derivations than is proffered in the main text.
An abundance of examples permeate the exposition;
exercises provide ample opportunity to check one's understanding.
Hints and answers to most of the exercises are provided.
This is an elementary textbook providing firm foundation toward more advanced literature.
A most welcome addition--if not, a masterpiece-- of the textbook literature of introductory Probability Theory.
Highly Recommended.
Levaq
One of the classics. The book used a lot of simple but interesting examples to interpret deep and abstract prob problems, and did an excellent job. The author is one of the leading scientists in the probability theory.
ZEr0
The book arrived on time. Good book.