Iu.A. Rozanov

Probability Theory

A Concise Course

• Broschiertes Buch

Produktbeschreibung

This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with answers.

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Produktdetails

• Dover Books on Mathema 1.4tics
• Verlag: Dover Publications Inc.
• Seitenzahl: 148
• Erscheinungstermin: 28. März 2003
• Englisch
• Abmessung: 208mm x 144mm x 8mm
• Gewicht: 208g
• ISBN-13: 9780486635446
• ISBN-10: 0486635449
• Artikelnr.: 21604113

Inhaltsangabe

1 BASIC CONCEPTS 1. Probability and Relative Frequency 2. Rudiments of
Combinatorial Analysis Problems 2 COMBINATION OF EVENTS 3. Elementary
Events. The Sample Space 4. The Addition Law for Probabilities Problems 3
DEPENDENT EVENTS 5. Conditional Probability 6. Statistical Independence
Problems 4 RANDOM VARIABLES 7. Discrete and Continuous Random Variables.
Distribution Functions 8. Mathematical Expectation 9. Chebyshev's
Inequality. The Variance and Correlation Coefficient Problems 5 THREE
IMPORTANT PROBABILITY DISTRIBUTIONS 10. Bernoulli Trials. The Binomial and
Poisson Distributions 11. The De Moivre-Laplace Theorem. The Normal
Distribution Problems 6 SOME LIMIT THEOREMS 12. The Law of Large Numbers
13. Generating Functions. Weak Convergence of Probability Distributions 14.
Characteristic Functions. The Central Limit Theorem Problems 7 MARKOV
CHAINS 15. Transition Probabilities 16. Persistent and Transient States 17.
Limiting Probabilities. Stationary Distributions Problems 8 CONTINUOUS
MARKOV PROCESSES 18. Definitions. The Sojourn Time 19. The Kolmogorov
Equations 20. More on Limiting Probabilities. Erlang's Formula Problems
APPENDIX 1 INFORMATION THEORY APPENDIX 2 GAME THEORY APPENDIX 3 BRANCHING
PROCESSES APPENDIX 4 PROBLEMS OF OPTIMAL CONTROL BIBLIOGRAPHY INDEX