Discrete Stochastics

✍ Scribed by Prof. Dr. Konrad Jacobs (auth.)

Publisher: Birkhäuser Basel
Year: 1992
Tongue: English
Leaves: 286
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Discrete stochastics is the theory of discrete probability spaces. This undergraduate textbook gives a concise introduction into discrete stochastics in general, and into a variety of typical special topics in this field, such as information theory, fluctuation theory, and semigroups of stochastic matrices. The emphasis lies on probability theory rather than on statistical methodology. Motivations, interpretations, and numerous examples and exercises relate the mathematical theory to stochastic experience.

✦ Table of Contents

Front Matter....Pages I-X
Introduction....Pages 1-18
Markovian Dynamics....Pages 19-43
Discrete Probability Spaces....Pages 45-63
Independent Identically Distributed (IID) Random Variables....Pages 65-101
Statistics....Pages 103-118
Markov Processes....Pages 119-154
Elements of Information Theory....Pages 155-183
Fluctuation Theory....Pages 185-218
Optimal Strategies in Casinoes: Red and Black....Pages 219-233
Foundational Problems....Pages 235-255
Back Matter....Pages 256-283

✦ Subjects

Probability Theory and Stochastic Processes

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