Probability and Random Processes

A mathematical and intuitive approach to probability, statistics, and stochastic processesThis textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Reade

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scat

In a textbook on probability and random numbers for students who have completed first-year university calculus, Sugita presents well-known basic theorems with proofs that are not seen in usual prob

This book is aimed at graduate students and researchers who are interested in the probability limit theory of random matrices and random partitions. It mainly consists of three parts. Part I is a brie

An intuitive, yet precise introduction to probability theory, stochastic processes, statistical inference, and probabilistic models used in science, engineering, economics, and related fields. This is

This lively introduction to measure-theoretic probability theory covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion.

This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the

This book provides a basic grounding in the use of probability to model random financial phenomena of uncertainty, and is targeted at an advanced undergraduate and graduate level. It should appeal to

This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random m

Labelled Markov processes are probabilistic versions of labelled transition systems with continuous state spaces. The book covers basic probability and measure theory on continuous state spaces and t

While helping students to develop their problem-solving skills, the author motivates students with practical applications from various areas of ECE that demonstrate the relevance of probability theory

Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors.

"The 4th edition of Ghahramani's book is replete with intriguing historical notes, insightful comments, and well-selected examples/exercises that, together, capture much of the essence of probability.

Eleven types of armors were laboratory tested and their performances concerning the random placements of armors for two different surface slopes of rubble mound breakwater were compared. The three major categories of performance comparison are wave reflection, wave run-up and run-down, and armor stability. Due to the vast differences both in the setups of experiments and in the methodologies of data acquisition and analyses, the multitude of existing literatures yielded extremely scattering results, which are generally quite inconclusive and inconsistent, as well as incomparable. To cope with these problems the present research carries out the following: (1) Factors that affect armor behaviors are detailed and those that are modeled or not are indicated; (2) A real time laboratory system for data acquisition, monitoring, calibration, and analyses is developed, and the integrated program aims to provide accurate, convenient, and automated on-site processes; (3) Based upon the intrinsic

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study o

Reviews fundamental concepts and applications of probability and statistics. After a general overview, it considers special types of random variables, using examples which illustrate their wide variet