An Advanced Course in Probability and Stochastic Processes
$235.86
- Hardcover
358 pages
- Release Date
15 December 2023
Summary
An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Starting with the foundations of measure theory, this book introduces the key concepts of probability theory in an accessible way, providing full proofs and extensive examples and illustrations. Fundamental stochastic processes such as Gaussian processes, Poisson random measures, Lévy processes, Markov …
Book Details
| ISBN-13: | 9781032320465 |
|---|---|
| ISBN-10: | 103232046X |
| Author: | Dirk P. Kroese, Zdravko Botev |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Chapman & Hall/CRC |
| Format: | Hardcover |
| Number of Pages: | 358 |
| Release Date: | 15 December 2023 |
| Weight: | 940g |
| Dimensions: | 178mm x 254mm |
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Dirk P. Kroese
Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics at The University of Queensland. He has published over 140 articles and seven books in a wide range of areas in applied probability, mathematical statistics, data science, machine learning, and Monte Carlo methods. He is a pioneer of the well-known Cross-Entropy method—an adaptive Monte Carlo technique, which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance.
Zdravko Botev, PhD, teaches Computational Statistics and Applied Probability at the University of New South Wales in Sydney, Australia. He is the recipient of the 2018 Christopher Heyde Medal of the Australian Academy of Science for distinguished research in the Mathematical Sciences and the 2019 Gavin Brown prize for his work on kernel density estimation, for which he is the author of one of the most widely used Matlab software scripts.
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