Lectures On Contemporary Probability
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Lectures on Contemporary Probability
Author | : Gregory F. Lawler,Lester Noel Coyle |
Publsiher | : American Mathematical Soc. |
Total Pages | : 113 |
Release | : 1999 |
Genre | : Probabilities |
ISBN | : 9780821820292 |
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This volume is based on classes in probability for advanced undergraduates held at the IAS/Park City Mathematics Institute. It is derived from both lectures (Chapters 1-10) and computer simulations (Chapters 11-13) that were held during the program. The material is coordinated so that some of the major computer simulations relate to topics covered in the first ten chapters. The goal is to present topics that are accessible to advanced undergraduates, yet are areas of current research in probability. The combination of the lucid yet informal style of the lectures and the hands-on nature of the simulations allows readers to become familiar with some interesting and active areas of probability. The first four chapters discuss random walks and the continuous limit of random walks: Brownian motion. Chapters 5 and 6 consider the fascinating mathematics of card shuffles, including the notions of random walks on a symmetric group and the general idea of random permutations. Chapters 7 and 8 discuss Markov chains, beginning with a standard introduction to the theory. Chapter 8 addresses the recent important application of Markov chains to simulations of random systems on large finite sets: Markov Chain Monte Carlo. Random walks and electrical networks are covered in Chapter 9. Uniform spanning trees, as connected to probability and random walks, are treated in Chapter 10. The final three chapters of the book present simulations. Chapter 11 discusses simulations for random walks. Chapter 12 covers simulation topics such as sampling from continuous distributions, random permutations, and estimating the number of matrices with certain conditions using Markov Chain Monte Carlo. Chapter 13 presents simulations of stochastic differential equations for applications in finance. (The simulations do not require one particular piece of software. They can be done in symbolic computation packages or via programming languages such as $\bold C$.) The volume concludes with a number of problems ranging from routine to very difficult. Of particular note are the problems that are typical of simulation problems given to students by the authors when teaching undergraduate probability.
Lectures in Probability and Statistics
Author | : Guido Del Pino,Rolando Rebolledo |
Publsiher | : Springer |
Total Pages | : 496 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540470922 |
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With contributions by numerous experts
Lectures on Probability Theory and Statistics
Author | : Evarist Gine,Geoffrey Grimmett,L. Saloff-Coste |
Publsiher | : Unknown |
Total Pages | : 424 |
Release | : 1997 |
Genre | : Electronic Book |
ISBN | : OCLC:637720875 |
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Lectures on Probability Theory and Statistics
Author | : M. Bernard Pierre Emery,A. Nemirovski,D. Voiculescu |
Publsiher | : Unknown |
Total Pages | : 374 |
Release | : 2014-01-15 |
Genre | : Electronic Book |
ISBN | : 3662189704 |
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Lectures on Probability Theory
Author | : Philippe Biane,Richard Durrett |
Publsiher | : Springer |
Total Pages | : 217 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540494027 |
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This book contains two of the three lectures given at the Saint-Flour Summer School of Probability Theory during the period August 18 to September 4, 1993.
Lectures on probability theory
Author | : P. Briane |
Publsiher | : Unknown |
Total Pages | : 206 |
Release | : 1995 |
Genre | : Electronic Book |
ISBN | : OCLC:903621707 |
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Lectures in Probability and Statistics
Author | : Guido Del Pino,Rolando Rebolledo |
Publsiher | : Unknown |
Total Pages | : 500 |
Release | : 2014-09-01 |
Genre | : Electronic Book |
ISBN | : 3662197065 |
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Lectures on Probability Theory
Author | : Dominique Bakry,Richard D. Gill,Stanislav A. Molchanov,Pierre Bernard |
Publsiher | : Springer Verlag |
Total Pages | : 419 |
Release | : 1994-08-26 |
Genre | : Mathematics |
ISBN | : 3540582088 |
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This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.