Elementary Probability for Applications

Erscheinungsjahr 2009
ISBN: 978-0-521-86756-6
Verlag: Cambridge University Press

Buch, Englisch, 254 Seiten, Format (B × H): 208 mm x 260 mm, Gewicht: 775 g

This clear and lively introduction to probability theory concentrates on the results that are the most useful for applications, including combinatorial probability and Markov chains. Concise and focused, it is designed for a one-semester introductory course in probability for students who have some familiarity with basic calculus. Reflecting the author's philosophy that the best way to learn probability is to see it in action, there are more than 350 problems and 200 examples. The examples contain all the old standards such as the birthday problem and Monty Hall, but also include a number of applications not found in other books, from areas as broad ranging as genetics, sports, finance, and inventory management.

Autoren/Hrsg.

Durrett, Rick

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

1. Basic concepts; 2. Combinatorial probability; 3. Conditional probability; 4. Markov chains; 5. Continuous distributions; 6. Limit theorems; 7. Option pricing.

Über Autor(innen)

Durrett, Rick
Rick Durrett received his Ph.D. in operations research from Stanford University in 1976. After nine years at UCLA, he came to Cornell University in 1985, where he is a professor of mathematics. He is the author of 8 books and more than 170 journal articles on a wide variety of topics, and he has supervised more than 40 Ph.D. students. He is a member of the National Academy of Science, American Academy of Arts and Sciences, and a Fellow of the Institute of Mathematical Statistics.