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Computational Probability

Algorithms and Applications in the Mathematical Sciences

  • John H. Drew
  • Diane L. Evans
  • Andrew G. Glen
  • Lawrence M. Leemis

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 246)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Introduction

    1. Front Matter
      Pages 1-1
    2. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 3-11
    3. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 13-30
  3. Algorithms for Continuous Random Variables

    1. Front Matter
      Pages 31-31
    2. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 33-45
    3. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 47-56
    4. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 57-72
    5. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 73-86
  4. Algorithms for Discrete Random Variables

    1. Front Matter
      Pages 87-87
    2. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 89-109
    3. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 111-138
    4. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 139-151
  5. Applications

    1. Front Matter
      Pages 153-153
    2. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 155-190
    3. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 191-208
    4. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 209-240
    5. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 241-275
    6. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 277-300
    7. John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
      Pages 301-321
  6. Back Matter
    Pages 323-336

About this book

Introduction

This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed techniques address problems that require exact probability calculations, many of which have been considered intractable in the past. The book addresses the plight of the probabilist by providing algorithms to perform calculations associated with random variables. 

Computational Probability: Algorithms and Applications in the Mathematical Sciences, 2nd Edition begins with an introductory chapter that contains short examples involving the elementary use of APPL. Chapter 2 reviews the Maple data structures and functions necessary to implement APPL. This is followed by a discussion of the development of the data structures and algorithms (Chapters 3–6 for continuous random variables and Chapters 7–9 for discrete random variables) used in APPL. The book concludes with Chapters 10–15 introducing a sampling of various applications in the mathematical sciences. This book should appeal to researchers in the mathematical sciences with an interest in applied probability and instructors using the book for a special topics course in computational probability taught in a mathematics, statistics, operations research, management science, or industrial engineering department.

Keywords

APPL Computational Probability Continuous Random Variables Discrete Random Variables Maple Multicriteria Models Probability Theory Stochastic Simulation Survival Analysis Univariate Random Variables

Authors and affiliations

  • John H. Drew
    • 1
  • Diane L. Evans
    • 2
  • Andrew G. Glen
    • 3
  • Lawrence M. Leemis
    • 4
  1. 1.Dept. of MathematicsThe College of William and MaryWilliamsburgUSA
  2. 2.Rose-Hulman Institute of Technology Dept. MathematicsTerre HauteUSA
  3. 3.United State Military Academy Dept. Mathematical SciencesWest PointUSA
  4. 4.Dept. of MathematicsThe College of William and MaryWilliamsburgUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-43323-3
  • Copyright Information Springer International Publishing AG 2017
  • Publisher Name Springer, Cham
  • eBook Packages Business and Management
  • Print ISBN 978-3-319-43321-9
  • Online ISBN 978-3-319-43323-3
  • Series Print ISSN 0884-8289
  • Series Online ISSN 2214-7934
  • Buy this book on publisher's site
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