Elementary Applications of Probability Theory: With an Introduction to Stochastic Differential Equations

ISBN-13: 9780412576201 / Angielski / Miękka / 1995 / 308 str.

Henry C. Tuckwell; Tuckwell C. Tuckwell

Opis

This textbook deals with the major aspects of this subject in a manner which is mathematically rigorous but not pedantic. Two new chapters on queueing theory and on probability in physics have been added. This book should be of interest to undergraduate statisticians, mathematicians, engineers and operational researchers.

Spis treści

PrefaceA Review of Basic Probability TheoryGeometric ProbabilitySome Applications of the Hypergeometric and Poisson DistributionsReliability TheorySimulation and Random NumbersConvergence of Sequences of Random Variables: The Central Limit Theorem and the Laws of Large NumbersSimple Random WalksPopulation Genetics and Markov ChainsPopulation Growth I: Birth and Death ProcessesPopulation Growth II: Branching ProcessesStochastic Processes and an Introduction to Stochastic Differential EquationsDiffusion Processes, Stochastic Differential Equations and ApplicationsAppendix: Table of Critical Values of the X2-DistributionIndex

O autorze

Tuckwell\, Henry C.