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An introduction to applied probability

Brémaud, Pierre

eBook Springer <editore> 2024

Abstract

This book provides the elements of probability and stochastic processes of direct interest to the applied sciences where probabilistic models play an important role, most notably in the information and communications sciences, computer sciences, operations research, and electrical engineering, but also in fields like epidemiology, biology, ecology, physics, and the earth sciences [...]. [...]
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Descrizione An *introduction to applied probability / Pierre Brémaud. - Cham : Springer, 2024. - 1 testo elettronico (xiii, 492 p. : ill.)
ISBN E-Book 9783031493065
Collana Texts in applied mathematics , 77
Primo Autore
Brémaud, Pierre
Soggetti 28-XX - Measure and integration [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60F05 - Central limit and other weak theorems [MSC 2020]
60G15 - Gaussian processes [MSC 2020]
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
62-XX - Statistics [MSC 2020]
94-XX - Information and communication theory, circuits [MSC 2020]
Parole chiave Brownian Motion
Conditional Expectation
Continuous-Time Stochastic Processes
Convergence of Random Variables
Discrete Random Variables
Markov Chains
Markov Fields
Martingales
Poisson processes
Probability
Random vectors
Simulation Algorithms
Stochastic Integrals
Wide-sense Stationary Processes
Wiener process
Luogo pubblicazione Cham
Editori Springer <editore>
Anno pubblicazione 2024
Thesauri 28-XX
60-XX
60F05
60G15
60G55
60J10
62-XX
94-XX
Central limit and other weak theorems [MSC 2020]
Gaussian processes [MSC 2020]
Information and communication theory, circuits [MSC 2020]
Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
Measure and integration [MSC 2020]
Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
Probability theory and stochastic processes [MSC 2020]
Statistics [MSC 2020]