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Elementary applications of probability theory : with an introduction to stochastic differential equations / Henry C. Tuckwell.

By: Tuckwell, Henry C. (Henry Clavering), 1943-.
Material type: materialTypeLabelBookSeries: Texts in statistical science.Publisher: London : Chapman & Hall, 1995Edition: 2nd ed.Description: xv,292p. ; 23 cm. + pbk.ISBN: 0412576201.Subject(s): Probabilities | Mathematical statisticsDDC classification: 519.2
Contents:
A review of basic probability theory -- Geometric probability -- Some applications of the hypergeometric and Poisson distribution -- Reliability theory -- Simulation and random numbers -- Convergence of sequences of random variables:the central limit theorem and the laws of large numbers -- Simple random walks -- Popuation genetics and Markov chains -- Population growth 1: birth and death processes -- Popualtion growth 2: branching processes -- Stochastic processes and an introduction to stochastic differential equations -- Diffusion processes, stochastic differential equations and applications.
Holdings
Item type Current library Call number Copy number Status Barcode
General lending MTU Bishopstown Library Lending 519.2 (Browse shelf(Opens below)) 1 Available 00013842
Total holds: 0

Enhanced descriptions from Syndetics:

This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering.

The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth.

This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.

Includes bibliographical references and index.

A review of basic probability theory -- Geometric probability -- Some applications of the hypergeometric and Poisson distribution -- Reliability theory -- Simulation and random numbers -- Convergence of sequences of random variables:the central limit theorem and the laws of large numbers -- Simple random walks -- Popuation genetics and Markov chains -- Population growth 1: birth and death processes -- Popualtion growth 2: branching processes -- Stochastic processes and an introduction to stochastic differential equations -- Diffusion processes, stochastic differential equations and applications.

Reviews provided by Syndetics

CHOICE Review

In this very interesting and useful book Tuckwell presents with great clarity numerous powerful techniques of probability theory, explaining many difficult and abstract concepts through carefully selected illustrative examples, most from biological sciences and engineering. The book is aimed at undergraduates who have taken an introductory course in probability and statistics, and have knowledge of first-order differential equations. After first reviewing basic probability theory, Tuckwell deals with random variables and their applications, including topics such as interplay between geometry and probability, and computer simulation. He then discusses sequence of random variables (and their convergence in distribution and convergence in probability); random processes (which include simple random walks and Markov Chains); birth and death processes; and the theory of branching processes. There are end-of-chapter references and many interesting exercises. A nice blend of probability theory and its applications. Highly recommended for undergraduate libraries. D. V. Chopra New Jersey Institute of Technology

Author notes provided by Syndetics

Tuckwell\, Henry C.
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