Elementary Probability
axioms of probabilityconditional probabilityexpectationindependenceMarkov chainsmartingalesrandom variablesWiener process
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of probability theory (60A99) Combinatorial probability (60C05) Gaussian processes (60G15) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60) Brownian motion (60J65)
See Zbl 0784.60002 for a review of the first edition (1994). The book consists of ten chapters and the material in the book can be grouped into three main parts, each consisting of two chapters, and four chapters with additional material. It now starts with a (new) zeroth chapter, where the basic ideas of probability and everyday experience with chance are discussed in an informal way. This chapter also presents a brief account of the history of the subject. In the next two chapters (Part 1) the fundamental concepts of probability, conditional probability, and independence are introduced. Chapter 3 is on counting, i.e., on combinatorial methods in probability. The next two chapters (Part 2) treat discrete random variables, mass functions, and expectation. Chapter 6 presents the use of probability (and other) generating functions. The next two chapters (Part 3) consider continuous random variables. The last chapter introduces the basic theory of Markov chains in discrete and continuous time. An appendix contains solutions and hints for selected exercises. As in the first edition, a large number of examples and exercises accompany the material in each chapter. Also, each chapter now has a section entitled `Review and checklist'. Further, some additional topics have been included: elementary introductions to martingales, Brownian motion, diffusion, and the Wiener process, as well as optional stopping and its applications in the context of these important stochastic models. As the first edition, the book is very well written, in a clear, detailed and readable style. It is accessible for undergraduate students and would make a good textbook for first courses on probability or for self-study.
- Using theorem proving to verify expectation and variance for discrete random variables
- Colonization and collapse on homogeneous trees
- Deciding when to quit the gambler's ruin game with unknown probabilities
- Probability. An introduction
- Probability. An introduction.
- scientific article; zbMATH DE number 5818301 (Why is no real title available?)
- scientific article; zbMATH DE number 5370496 (Why is no real title available?)
- Elementary Probability for Applications
- scientific article; zbMATH DE number 50445 (Why is no real title available?)
- scientific article; zbMATH DE number 53570 (Why is no real title available?)
- scientific article; zbMATH DE number 1237740 (Why is no real title available?)
- Particle filters with random resampling times
- scientific article; zbMATH DE number 493076 (Why is no real title available?)
- Discrete probability
- Finitely additive, modular, and probability functions on pre-semirings
- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
- A first course in probability and Markov chains
- Elementary probability theory. With stochastic processes and an introduction to mathematical finance.
- The principle of stationary action in the calculus of variations
- The Weighted Coupon Collector’s Problem and Applications
- Probability: a lively introduction
- Non-intrusive uncertainty quantification with sparse grids for multivariate peridynamic simulations
- Probability-2
- Bayesian Integrals on Toric Varieties
- Probability theory. A comprehensive course
- Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization
- A forensic statistical analysis of fraud in the federal food stamp program
- An Information Geometry Approach to Robustness Analysis for the Uncertainty Quantification of Computer Codes
- Designing learning intervention studies: identifiability of heterogeneous hidden Markov models
- Uniform dispersion in growth models on homogeneous trees
This page was built for publication: Elementary Probability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4821331)
