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An Introduction to Probabilistic Modeling - Pierre Bremaud

An Introduction to Probabilistic Modeling

(Autor)

Buch | Softcover
208 Seiten
2012 | Softcover reprint of the original 1st ed. 1988
Springer-Verlag New York Inc.
978-1-4612-6996-0 (ISBN)
CHF 99,95 inkl. MwSt
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and Information Theory.

1 Basic Concepts and Elementary Models.- 1. The Vocabulary of Probability Theory.- 2. Events and Probability.- 3. Random Variables and Their Distributions.- 4. Conditional Probability and Independence.- 5. Solving Elementary Problems.- 6. Counting and Probability.- 7. Concrete Probability Spaces.- Illustration 1. A Simple Model in Genetics: Mendel’s Law and Hardy—Weinberg’s Theorem.- Illustration 2. The Art of Counting: The Ballot Problem and the Reflection Principle.- Illustration 3. Bertrand’s Paradox.- 2 Discrete Probability.- 1. Discrete Random Elements.- 2. Variance and Chebyshev’s Inequality.- 3. Generating Functions.- Illustration 4. An Introduction to Population Theory: Galton—Watson’s Branching Process.- Illustration 5. Shannon’s Source Coding Theorem: An Introduction to Information Theory.- 3 Probability Densities.- I. Expectation of Random Variables with a Density.- 2. Expectation of Functionals of Random Vectors.- 3. Independence.- 4. Random Variables That Are Not Discrete and Do Not Have a pd.- Illustration 6. Buffon’s Needle: A Problem in Random Geometry.- 4 Gauss and Poisson.- 1. Smooth Change of Variables.- 2. Gaussian Vectors.- 3. Poisson Processes.- 4. Gaussian Stochastic Processes.- Illustration 7. An Introduction to Bayesian Decision Theory: Tests of Gaussian Hypotheses.- 5 Convergences.- 1. Almost-Sure Convergence.- 2. Convergence in Law.- 3. The Hierarchy of Convergences.- Illustration 8. A Statistical Procedure: The Chi-Square Test.- Illustration 9. Introduction to Signal Theory: Filtering.- Additional Exercises.- Solutions to Additional Exercises.

Reihe/Serie Undergraduate Texts in Mathematics
Zusatzinfo XVI, 208 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 1-4612-6996-2 / 1461269962
ISBN-13 978-1-4612-6996-0 / 9781461269960
Zustand Neuware
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