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9781441971661: Applied Probability

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Inhaltsangabe

Basic Notions of Probability Theory.- Calculation of Expectations.- Convexity, Optimization, and Inequalities.- Combinatorics.- Combinatorial Optimization.- Poisson Processes.- Discrete-Time Markov Chains.- Continuous-Time Markov Chains.- Branching Processes.- Martingales.- Diffusion Processes.- Asymptotic Methods.- Numerical Methods.- Poisson Approximation.- Number Theory.- Appendix: Mathematical Review.

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Review

From the reviews of the second edition:

“Like the first edition, the new edition presents additional probability background material with applications to graduate students studying mathematical statistics, mathematical biology, engineering and applied mathematics. ... one important feature of this edition is that it includes a more extensive list of exercises. I think both instructors and students will appreciate this welcome addition. Further, the new edition offers more than 200 important references. ... researchers and graduate students in mathematical sciences with a host of backgrounds will find this new edition a useful reference.” (Technometrics, Vol. 53 (1), February, 2011)

“This text contributes to bridging the increasing gap between sophisticated mathematical themes in probability theory and pragmatic, application-oriented concepts in statistics and data analysis. ... A large number of exercises, many of which are newly included in this edition, facilitates the usage of the book for teaching purposes.” (Thorsten Dickhaus, Zentralblatt MATH, Vol. 1216, 2011)

About the Author

Kenneth Lange is the Rosenfeld Professor of Computational Genetics in the Departments of Biomathematics and Human Genetics at the UCLA School of Medicine and the Chair of the Department of Human Genetics. His research interests include human genetics, population modeling, biomedical imaging, computational statistics, high-dimensional optimization, and applied stochastic processes. Springer previously published his books Mathematical and Statistical Methods for Genetic Analysis, 2nd ed., Numerical Analysis for Statisticians, 2nd ed., and Optimization. He has written over 200 research papers and produced with his UCLA colleague Eric Sobel the computer program Mendel, widely used in statistical genetics.

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