An Advanced Course in Probability and Stochastic Processes

Kroese, Dirk P., Botev, Zdravko

  • 出版商: CRC
  • 出版日期: 2023-12-15
  • 售價: $4,140
  • 貴賓價: 9.5$3,933
  • 語言: 英文
  • 頁數: 358
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 103232046X
  • ISBN-13: 9781032320465
  • 下單後立即進貨 (約2~4週)

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商品描述

An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Fundamental stochastic processes are explored in considerable depth

商品描述(中文翻譯)

《概率與隨機過程高級課程》是一本以現代且嚴謹的方式,針對概率理論和隨機過程進行高年級本科和研究生水平的教材。本書深入探討了基礎的隨機過程。

作者簡介

Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics at The University of Queensland. He has published over 140 articles and seven books in a wide range of areas in applied probability, mathematical statistics, data science, machine learning, and Monte Carlo methods. He is a pioneer of the well-known Cross-Entropy method--an adaptive Monte Carlo technique, which is being used around the world to help solve difficult estimation and optimization problems in science, engineering, and finance.

Zdravko Botev, PhD, teaches Computational Statistics and Applied Probability at the University of New South Wales in Sydney, Australia. He is the recipient of the 2018 Christopher Heyde Medal of the Australian Academy of Science for distinguished research in the Mathematical Sciences and the 2019 Gavin Brown prize for his work on kernel density estimation, for which he is the author of one of the most widely used Matlab software scripts.

作者簡介(中文翻譯)

Dirk P. Kroese, PhD,是昆士蘭大學的數學和統計學教授。他在應用概率、數理統計、數據科學、機器學習和蒙特卡羅方法等領域發表了超過140篇文章和七本書。他是著名的交叉熵方法的先驅者,這是一種自適應的蒙特卡羅技術,被世界各地用於解決科學、工程和金融中的困難估計和優化問題。

Zdravko Botev, PhD,在澳大利亞悉尼的新南威爾士大學教授計算統計學和應用概率。他獲得了澳大利亞科學院2018年Christopher Heyde獎章,以表彰他在數學科學領域的傑出研究,並因其在核密度估計方面的工作而獲得了2019年Gavin Brown獎。他是最廣泛使用的Matlab軟件腳本之一的作者。