Applied Probability

From Random Sequences to Stochastic Processes

Authors: Girardin, Valérie, Limnios, Nikolaos

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  • Presents a comprehensive course on applied stochastic processes
  • Includes a wealth of exercises with detailed solutions
  • Provides numerous examples in reliability, information theory, production, risk, and other areas
  • Builds a bridge between regular textbooks on probability theory and advanced monographs
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eBook 59,49 €
price for Spain (gross)
  • ISBN 978-3-319-97412-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 72,79 €
price for Spain (gross)
  • ISBN 978-3-319-97411-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this Textbook

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.



About the authors

Valérie Girardin received her Ph.D. in Probability from the Université Paris-Sud in Orsay, France. She teaches analysis, probability and statistics to various levels of students, including future secondary school teachers in mathematics, future engineers and researchers. Her research interests include diverse aspects of stochastic processes, from theory to applied statistics, with a particular interest in information theory and biology.

Nikolaos Limnios graduated from the Aristotle University of Thessaloniki and Polytechnic School of Thesaloniki, Greece. He received his Ph.D. and his Doctorat d’Etat  from the Université de Technologie de Compiègne (UTC), France, where he is now a full professor. He teaches probability,  statistics and stochastic processes to future engineers. His research interests in stochastic processes  and statistics include Markov, semi-Markov processes, branching processes, random evolutions and their applications in biology, reliability, earthquake, population evolutions, among other topics. 

 

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Table of contents (5 chapters)

  • Independent Random Sequences

    Girardin, Valérie (et al.)

    Pages 1-57

    Preview Buy Chapter 30,19 €
  • Conditioning and Martingales

    Girardin, Valérie (et al.)

    Pages 59-111

    Preview Buy Chapter 30,19 €
  • Markov Chains

    Girardin, Valérie (et al.)

    Pages 113-173

    Preview Buy Chapter 30,19 €
  • Continuous Time Stochastic Processes

    Girardin, Valérie (et al.)

    Pages 175-214

    Preview Buy Chapter 30,19 €
  • Markov and Semi-Markov Processes

    Girardin, Valérie (et al.)

    Pages 215-252

    Preview Buy Chapter 30,19 €

Buy this book

eBook 59,49 €
price for Spain (gross)
  • ISBN 978-3-319-97412-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 72,79 €
price for Spain (gross)
  • ISBN 978-3-319-97411-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Applied Probability
Book Subtitle
From Random Sequences to Stochastic Processes
Authors
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-319-97412-5
DOI
10.1007/978-3-319-97412-5
Hardcover ISBN
978-3-319-97411-8
Edition Number
1
Number of Pages
XIII, 260
Number of Illustrations
29 b/w illustrations, 1 illustrations in colour
Topics