Probability Models

Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of pro...

Full description

Bibliographic Details
Main Author: Haigh, John
Format: eBook
Language:English
Published: London Springer London 2002, 2002
Edition:1st ed. 2002
Series:Springer Undergraduate Mathematics Series
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
LEADER 03224nmm a2200265 u 4500
001 EB000616813
003 EBX01000000000000000469895
005 00000000000000.0
007 cr|||||||||||||||||||||
008 140122 ||| eng
020 |a 9781447101697 
100 1 |a Haigh, John 
245 0 0 |a Probability Models  |h Elektronische Ressource  |c by John Haigh 
250 |a 1st ed. 2002 
260 |a London  |b Springer London  |c 2002, 2002 
300 |a VIII, 256 p  |b online resource 
505 0 |a 1. Probability Spaces -- 1.1 Introduction -- 1.2 The Idea of Probability -- 1.3 Laws of Probability -- 1.4 Consequences -- 1.5 Equally Likely Outcomes -- 1.6 The Continuous Version -- 1.7 Intellectual Honesty -- 2. Conditional Probability and Independence -- 2.1 Conditional Probability -- 2.2 Bayes’ Theorem -- 2.3 Independence -- 2.4 The Borel-Cantelli Lemmas -- 3. Common Probability Distributions -- 3.1 Common Discrete Probability Spaces -- 3.2 Probability Generating Functions -- 3.3 Common Continuous Probability Spaces -- 3.4 Mixed Probability Spaces -- 4. Random Variables -- 4.1 The Definition -- 4.2 Discrete Random Variables -- 4.3 Continuous Random Variables -- 4.4 Jointly Distributed Random Variables -- 4.5 Conditional Expectation -- 5. Sums of Random Variables -- 5.1 Discrete Variables -- 5.2 General Random Variables -- 5.3 Records -- 6. Convergence and Limit Theorems -- 6.1 Inequalities -- 6.2 Convergence -- 6.3 Limit Theorems -- 6.4 Summary -- 7. Stochastic Processes in Discrete Time -- 7.1 Branching Processes -- 7.2 Random Walks -- 7.3 Markov Chains -- 8. Stochastic Processes in Continuous Time -- 8.1 Markov Chains in Continuous Time -- 8.2 Queues -- 8.3 Renewal Theory -- 8.4 Brownian Motion: The Wiener Process -- 9. Appendix: Common Distributions and Mathematical Facts -- 9.1 Discrete Distributions -- 9.2 Continuous Distributions -- 9.3 Miscellaneous Mathematical Facts -- Solutions 
653 |a Probability Theory and Stochastic Processes 
653 |a Probabilities 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Springer Undergraduate Mathematics Series 
856 4 0 |u https://doi.org/10.1007/978-1-4471-0169-7?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 519.2 
520 |a Probability Models is designed to aid students studying probability as part of an undergraduate course on mathematics or mathematics and statistics. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of probability via dice and cards, the idea of fairness in games of chance, and the random ways in which, say, birthdays are shared or particular events arise. Applications include branching processes, random walks, Markov chains, queues, renewal theory, and Brownian motion. No specific knowledge of the subject is assumed, only a familiarity with the notions of calculus, and the summation of series. Where the full story would call for a deeper mathematical background, the difficulties are noted and appropriate references given. The main topics arise naturally, with definitions and theorems supported by fully worked examples and some 200 set exercises, all with solutions