499,99 zł

Fundamentals Of Applied Probability And Random Processes

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Probability & statistics

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269,99 zł

Probability And Random Processes

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Applied mathematics>StochasticsKsiążki Obcojęzyczne>Angielskie>...

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458,25 zł

Probability, Random Processes, and Statistical Analysis Cambridge University Press

Książki / Literatura obcojęzyczna

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum

Sklep: Libristo.pl

323,99 zł

Probability Theory and Stochastic Processes Springer Nature Switzerland AG

Książki / Literatura obcojęzyczna

The ultimate objective of this book is to present a panoramic view of the main stochastic processes with an impact on applications including complete proofs and exercises. Random processes play a central role in the applied sciences such as operations research, insurance, finance, biology, physics, computer and communications networks and signal processing, among others. In order to help the reader to reach the level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive for the applications oriented student. One can distinguish three parts in this book. The first four chapters are about probability theory, Chapters 5 to 8 about random sequences, or discrete-time stochastic processes, and the rest of the book about stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

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479,99 zł

Random Processes By Example

Książki Obcojęzyczne>Angielskie>Mathematics & science>Mathematics>Applied mathematics>StochasticsKsiążki Obcojęzyczne>Angielskie>...

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367,91 zł

Introduction to Probability Models, ISE Elsevier Science Publishing Co Inc

Książki / Literatura obcojęzyczna

Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a first undergraduate course in applied probability. It provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries. A new section (3.7) on COMPOUND RANDOM VARIABLES, that can be used to establish a recursive formula for computing probability mass functions for a variety of common compounding distributions. A new section (4.11) on HIDDDEN MARKOV CHAINS, including the forward and backward approaches for computing the joint probability mass function of the signals, as well as the Viterbi algorithm for determining the most likely sequence of states. Simplified Approach for Analyzing Nonhomogeneous Poisson processes Additional results on queues relating to the (a) conditional distribution of the number found by an M/M/1 arrival who spends a time t in the system; (b) inspection paradox for M/M/1 queues (c) M/G/1 queue with server breakdown Many new examples and exercises.

Sklep: Libristo.pl

730,60 zł

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes Springer International Publishing AG

Książki / Literatura obcojęzyczna

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method" it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Lévy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory.§This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory.

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739,14 zł

Fundamentals of Queueing Theory, Fifth Edition John Wiley & Sons Inc

Książki / Literatura obcojęzyczna

The definitive guide to queueing theory and its practical applications--features numerous real-world examples of scientific, engineering, and business applicationsThoroughly updated and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fifth Edition presents the statistical principles and processes involved in the analysis of the probabilistic nature of queues. Rather than focus narrowly on a particular application area, the authors illustrate the theory in practice across a range of fields, from computer science and variousengineering disciplines to business and operations research. Critically, the text also provides a numericalapproach to understanding and making estimations with queueing theory and provides comprehensivecoverage of both simple and advanced queueing models.As with all preceding editions, this latest update of the classic text features a unique blend of thetheoretical and timely real-world applications. The introductory section has been reorganized withexpanded coverage of qualitative/non-mathematical approaches to queueing theory, including ahigh-level description of queues in everyday life. New sections on non-stationary fluid queues,fairness in queueing, and Little's Law have been added, as has expanded coverage of stochasticprocesses, including the Poisson process and Markov chains.Each chapter provides a self-contained presentation of key concepts and formulas, to allow readers to focus independently on topics relevant to their interestsA summary table at the end of the book outlines the queues that have been discussed and the types of results that have been obtained for each queueExamples from a range of disciplines highlight practical issues often encountered when applying the theory to real-world problemsA companion website features QtsPlus, an Excel-based software platform that provides computer-based solutions for most queueing models presented in the book.Featuring chapter-end exercises and problems--all of which have been classroom-tested and refined by the authors in advanced undergraduate and graduate-level courses--Fundamentals of Queueing Theory, Fifth Edition is an ideal textbook for courses in applied mathematics, queueing theory, probability and statistics, and stochastic processes. This book is also a valuable reference for practitioners in applied mathematics, operations research, engineering, and industrial engineering.John F. Shortle, PhD, is Professor in the Department of Systems Engineering and Operations Research at George Mason University.James M. Thompson is an Enterprise Architect at the Federal Home Loan Mortgage Corporation.Donald Gross, PhD, is Professor emeritus, The George Washington University, and was Distinguished Research Professor of Operations Research and Engineering at George Mason University.The Late Carl M. Harris, PhD, was BDM International Professor and the founding chair of the Systems Engineering and Operations Research Department at George Mason University.

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1111,68 zł

Theory of Open Quantum Systems Oxford University Press

Książki / Literatura obcojęzyczna

This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation the text begins with a survey of classical probability theory and with an introduction into the foundations of quantum mechanics with particular emphasis on its statistical interpretation. The fundamentals of density matrix theory, quantum Markov processes and dynamical semigroups are developed. The most important master equations used in quantum optics and in the theory of quantum Brownian motion are applied to the study of many examples. Special attention is paid to the theory of environment induced decoherence, its role in the dynamical description of the measurement process and to the experimental observation of decohering Schrodinger cat states. The book includes the modern formulation of open quantum systems in terms of stochastic processes in Hilbert space. Stochastic wave function methods and Monte Carlo algorithms are designed and applied to important examples from quantum optics and atomic physics, such as Levy statistics in the laser cooling of atoms, and the damped Jaynes-Cummings model.The basic features of the non-Markovian quantum behaviour of open systems are examined on the basis of projection operator techniques.In addition, the book expounds the relativistic theory of quantum measurements and discusses several examples from a unified perspective, e.g. non-local measurements and quantum teleportation. Influence functional and super-operator techniques are employed to study the density matrix theory in quantum electrodynamics and applications to the destruction of quantum coherence are presented. The text addresses graduate students and lecturers in physics and applied mathematics, as well as researchers with interests in fundamental questions in quantum mechanics and its applications. Many analytical methods and computer simulation techniques are developed and illustrated with the help of numerous specific examples. Only a basic understanding of quantum mechanics and of elementary concepts of probability theory is assumed.

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365,60 zł

Theory of Open Quantum Systems Oxford University Press

Książki / Literatura obcojęzyczna

This book treats the central physical concepts and mathematical techniques used to investigate the dynamics of open quantum systems. To provide a self-contained presentation the text begins with a survey of classical probability theory and with an introduction into the foundations of quantum mechanics with particular emphasis on its statistical interpretation. The fundamentals of density matrix theory, quantum Markov processes and dynamical semigroups are developed. The most important master equations used in quantum optics and in the theory of quantum Brownian motion are applied to the study of many examples. Special attention is paid to the theory of environment induced decoherence, its role in the dynamical description of the measurement process and to the experimental observation of decohering Schrodinger cat states. The book includes the modern formulation of open quantum systems in terms of stochastic processes in Hilbert space. Stochastic wave function methods and Monte Carlo algorithms are designed and applied to important examples from quantum optics and atomic physics, such as Levy statistics in the laser cooling of atoms, and the damped Jaynes-Cummings model.The basic features of the non-Markovian quantum behaviour of open systems are examined on the basis of projection operator techniques.In addition, the book expounds the relativistic theory of quantum measurements and discusses several examples from a unified perspective, e.g. non-local measurements and quantum teleportation. Influence functional and super-operator techniques are employed to study the density matrix theory in quantum electrodynamics and applications to the destruction of quantum coherence are presented. The text addresses graduate students and lecturers in physics and applied mathematics, as well as researchers with interests in fundamental questions in quantum mechanics and its applications. Many analytical methods and computer simulation techniques are developed and illustrated with the help of numerous specific examples. Only a basic understanding of quantum mechanics and of elementary concepts of probability theory is assumed.

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512,72 zł

Stochastic Calculus, 1 Birkhäuser

Książki / Literatura obcojęzyczna

This work focuses on analyzing and presenting solutions for a wide range of stochastic problems that are encountered in applied mathematics, probability, physics, engineering, finance, and economics. The approach used reduces the gap between the mathematical and engineering literature. Stochastic problems are defined by algebraic, differential or integral equations with random coefficients and/or input. However, it is the type, rather than the particular field of application, that is used to categorize these problems.§An introductory chapter outlines the types of stochastic problems under consideration in this book and illustrates some of their applications. A user friendly, systematic exposition unfolds as follows: The essentials of probability theory, random processes, stochastic integration, and Monte Carlo simulation are developed in chapters 2--5. The Monte Carlo method is used extensively to illustrate difficult theoretical concepts and solve numerically some of the stochastic problems in chapters 6--9.§Key features:§Computational skills developed as needed to solve realistic stochastic problems §Classical mathematical notation used, and essential theoretical facts boxed §Numerous examples from applied sciences and engineering §Complete proofs given; if too technical, notes clarify the idea and/or main steps §Problems at the end of each chapter reinforce applications; hints given. §Good bibliography at the end of every chapter §Comprehensive index§This work is unique, self-contained, and far from a collection of facts and formulas. The analytical and numerical methods approach for solving stochastic problems may be used for self-study by a variety of researchers, and in the classroom by first year graduate students.§

Sklep: Libristo.pl

190,42 zł

Tools for Computational Finance 4e Springer Verlag

Medycyna > English Division

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering. "In an increasingly crowded field of financial engineering titles, Seydel's Tools for Computational Finance stands out as filling an unmet need. It is an intermediate level text with an extremely practical focus. ... This is the kind of book you can read quickly, gaining a broad understanding of practical techniques of financial engineering. On the other hand, you can go through it slowly, working through all the examples and exercises in order to gain indepth practical knowledge you can use on the job. " www.riskbook.com "Remarkably, Seydel addresses students of both mathematics and business, presumes only minimal background in either subject, yet ventures deep into the subject in little more than 200 pages. Compare the longer books Mathematics of Financial Markets, by R.J. Elliott and P.E. Kopp (1999), or Methods of Mathematical Finance, by I. Karatzas and S.E. Shreve (1998), which presume research-level preparation in probability theory, delve deeper into theoretical issues, but ignore numerics. On the mathematical side, Seydel covers stochastic processes, random number generation, stochastic differential equations, finite differences, and finite elements. On the financial side, he treats put and call options of so-called American, European, and Asian types. A Web site provides additional material, including colored figures. Summing Up: Highly recommended. " CHOICE "Seydel has sought a compromise between justifying his results and avoiding formal proofs. I think he has struck a healthy balance, and I enjoyed reading the book. ... Hull's book teaches how to write the equations and Seydel's teaches how to solve them" Physics Today "In my opinion, this book is mainly tailored to financial researchers and practitioners with an applied mathematics or engineering background. Various methods are introduced from a problem-solving point of view, been eventually formulated and summarised as algorithms which are offered for straightforward implementation in computer programmes. This expository style, which is similar to Kloeden's and Platen's 'Numerical Solutions of SDEs through computer experiments', makes the book unique among others and will definitely attract a broad range of readers coming from the financial academia or practice. Quant Notes "This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering." SIAM review (46, 2004) From the reviews of the third edition: "Tools for Computational Finance is a book on numerical methods for pricing financial derivative products. ! the author concentrates on how to provide numerical solutions to the problem of pricing. Exercises are provided at the end of each chapter and they follow and complement the text very well. In my opinion the book is more for practitioners ! . it does guide us in a right direction and I think it could be valuable even for an academic." (Ita Cirovic Doney, MathDL-online, October, 2006)

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