Applied Probability: From Random Sequences to Stochastic Processes

by Valérie Girardin, Nikolaos Limnios

Overview

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

Product Details

ISBN-13:	9783319974125
Publisher:	Springer-Verlag New York, LLC
Publication date:	09/12/2018
Sold by:	Barnes & Noble
Format:	eBook
File size:	18 MB
Note:	This product may take a few minutes to download.

About the Author

Valérie Girardin received her Ph.D. in Probability from the Université Paris-Sud in Orsay, France. She teaches analysis, probability and statistics to various levels of students, including future secondary school teachers in mathematics, future engineers and researchers. Her research interests include diverse aspects of stochastic processes, from theory to applied statistics, with a particular interest in information theory and biology.

Nikolaos Limnios graduated from the Aristotle University of Thessaloniki and Polytechnic School of Thesaloniki, Greece. He received his Ph.D. and his Doctorat d’Etat  from the Université de Technologie de Compiègne (UTC), France, where he is now a full professor. He teaches probability,  statistics and stochastic processes to future engineers. His research interests in stochastic processes  and statistics include Markov, semi-Markov processes, branching processes, random evolutions and their applications in biology, reliability, earthquake, population evolutions, among other topics. 

 

Table of Contents

Preface.- Independent Random Sequences.- Conditions and Martingales.- Markov Chains.- Continuous Time Stochastic Processes.- Markov and Semi-Markov Processes.- Further Reading.-

Editorial Reviews

The primary audience of the book are students studying mathematics at a university and Ph.D. students in applied mathematics. It can also be served as a course at master’s and doctoral’s levels in applied probability. And finally, it is conceived as a support for the researchers and engineers dealing with shastic modelling.” (Anatoliy Swishchuk, zbMATH 1434.60002, 2020)

“It is intended for students (at master or PhD level) in applied mathematics as well as researchers and engineers dealing with shastic modeling issues. … Finally, the readers who want to get their hands on the different notions presented in the book will find at the end of each section a series of exercises with their solutions.” (Julien Poisat, Mathematical Reviews, October, 2019)

From the Publisher