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Applied Probability

From Random Sequences to Stochastic Processes

  • Valérie Girardin
  • Nikolaos Limnios

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Valérie Girardin, Nikolaos Limnios
    Pages 1-57
  3. Valérie Girardin, Nikolaos Limnios
    Pages 59-111
  4. Valérie Girardin, Nikolaos Limnios
    Pages 113-173
  5. Valérie Girardin, Nikolaos Limnios
    Pages 175-214
  6. Valérie Girardin, Nikolaos Limnios
    Pages 215-252
  7. Back Matter
    Pages 253-260

About this book

Introduction

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

Keywords

Probability Random sequences Random processes Markov chains Semi-Markov processes Martingales Stochastic topology Central limit theorem Law of large numbers Statistical distributions Stopping time theorem Conditional expectation Stochastic processes

Authors and affiliations

  • Valérie Girardin
    • 1
  • Nikolaos Limnios
    • 2
  1. 1.Laboratoire de Mathématiques Nicolas OresmeUniversité de Caen NormandieCaenFrance
  2. 2.Laboratoire de Mathématiques Appliquées de CompiègneUniversité de Technologie de CompiègneCompiègneFrance

Bibliographic information

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