Probability and stochastic modeling / Vladimir I. Rotar.
By: Rotarʹ, V. I. (Vladimir Ilʹich) [author.].
Material type:
TextPublisher: Boca Raton : CRC Press, Taylor & Francis Group, [2012]Copyright date: ©2013Description: xvii, 490 pages : Rs. 995.00 illustrations ; 27 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9781439872062 (pbk.); 1439872066 (hardback).Subject(s): Probabilities -- Textbooks | Stochastic models -- Textbooks | MATHEMATICS / Probability & Statistics / Bayesian Analysis | TECHNOLOGY & ENGINEERING / Operations ResearchDDC classification: 519.2 Other classification: MAT029010 | TEC029000 Online resources: Cover image Summary: "Preface: This book is intended as a first course in probability with an emphasis on stochastic modeling. Distinctive features of the book concern its contents and format as well. The Contents. The exposition is rigorous; with rare exceptions, all assertions are proven; almost every topic found in a traditional introductory probability course is covered. On the other hand, the book pays substantial attention to stochastic modeling, which is atypical for first-course textbooks on Probability. Cases in point are Markov chains, birth-death processes (including queuing processes), reliability models, and other topics, both theoretical and applied. We also consider a number of concrete models (for example, a model of financial markets, or the principal components scheme); sometimes, even with real world data. The goal here is not to teach particular models or numerical methods but rather help the student to better appreciate general concepts and theoretical results, and demonstrate practical possibilities and restrictions of different approaches under consideration. The same concerns examples and exercises with use of Excel. Besides the traditional material, we also pay attention to topics usually skipped (or almost skipped) in introductory courses, though in the author's opinion, they are becoming increasingly important. In particular, this concerns martingales, classification of dependency structures, and risk evaluation. The format of the book. The material is presented in the form of two nested "routes". Route 1 contains the basic material designed for a one semester course. This material is self-contained and has a moderate level of difficulty. Route 2 contains all of Route 1, offers a more complete exposition, and is suited for a two-semester course or self-study"-- Provided by publisher.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| Book | Chennai Mathematical Institute General Stacks | 519.2 ROT (Browse shelf) | Available | 10377 |
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| 519.2 ROS A first course in probability / | 519.2 ROS Simulation / | 519.2 ROS Simulation / | 519.2 ROT Probability and stochastic modeling / | 519.2 SCH Stochastic and integral geometry / | 519.2 SOL Geometric probability / | 519.2 STR Mathematics of probability / |
Includes bibliographical references (pages 471-474) and index.
"Preface: This book is intended as a first course in probability with an emphasis on stochastic modeling. Distinctive features of the book concern its contents and format as well. The Contents. The exposition is rigorous; with rare exceptions, all assertions are proven; almost every topic found in a traditional introductory probability course is covered. On the other hand, the book pays substantial attention to stochastic modeling, which is atypical for first-course textbooks on Probability. Cases in point are Markov chains, birth-death processes (including queuing processes), reliability models, and other topics, both theoretical and applied. We also consider a number of concrete models (for example, a model of financial markets, or the principal components scheme); sometimes, even with real world data. The goal here is not to teach particular models or numerical methods but rather help the student to better appreciate general concepts and theoretical results, and demonstrate practical possibilities and restrictions of different approaches under consideration. The same concerns examples and exercises with use of Excel. Besides the traditional material, we also pay attention to topics usually skipped (or almost skipped) in introductory courses, though in the author's opinion, they are becoming increasingly important. In particular, this concerns martingales, classification of dependency structures, and risk evaluation. The format of the book. The material is presented in the form of two nested "routes". Route 1 contains the basic material designed for a one semester course. This material is self-contained and has a moderate level of difficulty. Route 2 contains all of Route 1, offers a more complete exposition, and is suited for a two-semester course or self-study"-- Provided by publisher.