Handbook of Probability (eBook)

Ionut Florescu, Ciprian A. Tudor (Autoren)

eBook Download: PDF

2014 | 1. Auflage
472 Seiten
John Wiley & Sons (Verlag)
978-1-118-59314-1 (ISBN)

Infos

THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE
UNDERSTANDING OF PROBABILITY

Written in a clear, accessible, and comprehensive manner, the
Handbook of Probability presents the fundamentals of
probability with an emphasis on the balance of theory, application,
and methodology. Utilizing basic examples throughout, the handbook
expertly transitions between concepts and practice to allow readers
an inclusive introduction to the field of probability.

The book provides a useful format with self-contained chapters,
allowing the reader easy and quick reference. Each chapter includes
an introduction, historical background, theory and applications,
algorithms, and exercises. The Handbook of Probability
offers coverage of:

* Probability Space

* Probability Measure

* Random Variables

* Random Vectors in R¯n

* Characteristic Function

* Moment Generating Function

* Gaussian Random Vectors

* Convergence Types

* Limit Theorems

The Handbook of Probability is an ideal resource for
researchers and practitioners in numerous fields, such as
mathematics, statistics, operations research, engineering,
medicine, and finance, as well as a useful text for graduate
students.

Autor

IONUT FLORESCU, PhD, is Research Associate Professor of Financial Engineering and Director of the Hanlon Financial Systems Lab at Stevens Institute of Technology. He has published extensively in his areas of research interest, which include stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes. CIPRIAN A. TUDOR, PhD, is Professor of Mathematics at the University of Lille 1, France. His research interests include Brownian motion, limit theorems, statistical inference for stochastic processes, and financial mathematics. He has over eighty scientific publications in various internationally recognized journals on probability theory and statistics. He serves as a referee for over a dozen journals and has spoken at more than thirty-five conferences worldwide.

Rezensionen

"On the whole, the book has two features that set it apart
from similar books: the full solutions and the examples from
finance. It is up to you to decide if that makes it worth your time
checking it out." (Mathematical Association of
America, 1 November 2014)

Produkt-Details

• Erscheint lt. Verlag: 21.8.2014
• Reihe/Serie: Wiley Handbooks in Applied Statistics
• Reihe/Serie: Wiley Handbooks in Applied Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: Angewandte Wahrscheinlichkeitsrechnung u. Statistik • Applied Probability & Statistics • Probability & Mathematical Statistics • Statistics • Statistics - Text & Reference • Statistik • Statistik / Lehr- u. Nachschlagewerke • Wahrscheinlichkeit • Wahrscheinlichkeitsrechnung • Wahrscheinlichkeitsrechnung u. mathematische Statistik
• ISBN-10: 1-118-59314-6 / 1118593146
• ISBN-13: 978-1-118-59314-1 / 9781118593141