Overview
- Une introduction aux probabilités et aux processus stochastiques
- Chapitres thématiques de difficultés diverses
- L'ouvrage comprend de nombreuses applications, illustrations et exercices corrigés
- Includes supplementary material: sn.pub/extras
Part of the book series: Mathématiques et Applications (MATHAPPLIC, volume 75)
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Table of contents (15 chapters)
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Modèles Stochastiques
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Quelques Domaines D’applications
Keywords
About this book
Probability theory and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences: population dynamics, signal and image processing, molecular chemistry,econometrics, actuarial science, financial mathematics, and risk analysis. This book provides an overview of stochastic models and methods for this very active field. Stochastic process theory is a natural extension of dynamic systems to random events. The book covers the modeling of random events in physics, biology, economics and the engineering sciences, while also introducing advanced problem-solving techniques in Bayesian statistics, signal processing and rare event analysis. No scientific background in stochastic process theory is needed.
Authors and Affiliations
Bibliographic Information
Book Title: Modèles et méthodes stochastiques
Book Subtitle: Une introduction avec applications
Authors: Pierre Del Moral, Christelle Vergé
Series Title: Mathématiques et Applications
DOI: https://doi.org/10.1007/978-3-642-54616-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2014
Softcover ISBN: 978-3-642-54615-0Published: 25 April 2014
eBook ISBN: 978-3-642-54616-7Published: 14 April 2014
Series ISSN: 1154-483X
Series E-ISSN: 2198-3275
Edition Number: 1
Number of Pages: XXIV, 487
Number of Illustrations: 71 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Algorithms, Applications of Mathematics