Florescu / Tudor Handbook of Probability

1. Auflage 2014
ISBN: 978-1-118-59314-1
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 472 Seiten, E-Book

Reihe: Wiley Handbooks in Applied Statistics

THE COMPLETE COLLECTION NECESSARY FOR A CONCRETEUNDERSTANDING OF PROBABILITY
Written in a clear, accessible, and comprehensive manner, theHandbook of Probability presents the fundamentals ofprobability with an emphasis on the balance of theory, application,and methodology. Utilizing basic examples throughout, the handbookexpertly transitions between concepts and practice to allow readersan inclusive introduction to the field of probability.
The book provides a useful format with self-contained chapters,allowing the reader easy and quick reference. Each chapter includesan introduction, historical background, theory and applications,algorithms, and exercises. The Handbook of Probabilityoffers coverage of:
* Probability Space
* Probability Measure
* Random Variables
* Random Vectors in R¯n
* Characteristic Function
* Moment Generating Function
* Gaussian Random Vectors
* Convergence Types
* Limit Theorems
The Handbook of Probability is an ideal resource forresearchers and practitioners in numerous fields, such asmathematics, statistics, operations research, engineering,medicine, and finance, as well as a useful text for graduatestudents.

Autoren/Hrsg.

Florescu, Ionut

Tudor, Ciprian A.

Über Autor(innen)

IONUT FLORESCU, PhD, is Research Associate Professor ofFinancial Engineering and Director of the Hanlon Financial SystemsLab at Stevens Institute of Technology. He has publishedextensively in his areas of research interest, which includestochastic volatility, stochastic partial differential equations,Monte Carlo methods, and numerical methods for stochasticprocesses.
CIPRIAN A. TUDOR, PhD, is Professor of Mathematics at theUniversity of Lille 1, France. His research interests includeBrownian motion, limit theorems, statistical inference forstochastic processes, and financial mathematics. He has over eightyscientific publications in various internationally recognizedjournals on probability theory and statistics. He serves as areferee for over a dozen journals and has spoken at more thanthirty-five conferences worldwide.