Algorithmic probability: a collection of problems
This unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or engineering literature, Algorithmic Probability emphasizes correct interpretation of numerical results and visualization of the dynamics of stochastic processes. An overview of the required background material …
Read More ↓Title Statements
- Full title :Algorithmic probability : a collection of problems / Marcel F. Neuts.
Summary
This unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or engineering literature, Algorithmic Probability emphasizes correct interpretation of numerical results and visualization of the dynamics of stochastic processes. An overview of the required background material is followed by problem sets based on practical models, most of which require structural insight incorporated into computer routines to evaluate distributions of interest.
A significant contribution to the field of applied probability, Algorithmic Probability is ideal both as a secondary text in probability courses and as a reference. Engineers and operations analysts seeking solutions to practical problems will find it a valuable resource, as will advanced undergraduate and graduate students in mathematics, statistics, operations research, industrial and electrical engineering and computer science.
Edition Statements
- Publication Date:1995.
- Edition:1st ed
Publication Statements
- Publisher(s):Chapman & Hall
- Place of Publication:London
- Language:eng
- Publication Date:1995.
The Physical Object
- Description:xii, 465 pages : : illustrations ; : 24 cm.
Edition Identifiers
- ISBN:041299691X, 9780412996917
- oclc:ocm31288123
- LC Classification:T57.35
- Dewey Decimal:519.2
Table of Contents
Ch. 1. Computational Probability: An Introduction -- Ch. 2. Solving Equations -- Ch. 3. Functions of Random Variables -- Ch. 4. Discrete-Time Markov Chains -- Ch. 5. Continuous-Time Markov Chains -- Ch. 6. Experimentation and Visualization -- Appendix 1. Some Topics from Matrix Analysis -- Appendix 2. Phase -- Type Distributions -- Appendix 3. The Markovian Arrival Process.
Read More ↓Subjects
Writers
No reviews yet. Be the first to rate this work.
Related Works
more →
Files & Downloads
-
Algorithmic Probability: A Collection of Problems…
DJVU · 3.3 MB · updated
Rate & Review