Overview
- 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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About this book
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.
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Keywords
Table of contents (5 chapters)
Reviews
“It is intended for students (at master or PhD level) in applied mathematics as well as researchers and engineers dealing with stochastic modeling issues. … Finally, the readers who want to get their hands on the different notions presented in the book will find at the end of each section a series of exercises with their solutions.” (Julien Poisat, Mathematical Reviews, October, 2019)
Authors and Affiliations
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.
Bibliographic Information
Book Title: Applied Probability
Book Subtitle: From Random Sequences to Stochastic Processes
Authors: Valérie Girardin, Nikolaos Limnios
DOI: https://doi.org/10.1007/978-3-319-97412-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2018
Hardcover ISBN: 978-3-319-97411-8Published: 22 September 2018
Softcover ISBN: 978-3-030-07352-7Published: 20 December 2018
eBook ISBN: 978-3-319-97412-5Published: 12 September 2018
Edition Number: 1
Number of Pages: XIII, 260
Number of Illustrations: 29 b/w illustrations, 1 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Probability and Statistics in Computer Science, Statistics for Business, Management, Economics, Finance, Insurance, Engineering Mathematics, Epidemiology