Documents disponibles dans la collection

From elementary probability to stochastic differential equations / Sasha Cyganowski ; Peter E. Kloeden ; Jerzy Ombach

Public ISBD Titre : From elementary probability to stochastic differential equations : with MAPLE Type de document : texte imprimé Auteurs : Sasha Cyganowski, Auteur ; Peter E. Kloeden, Auteur ; Jerzy Ombach, Auteur Editeur : Berlin : Springer Année de publication : 2002 Collection : Universitext, ISSN 0172-5939 Importance : XVI-310 p. Format : 24 cm ISBN/ISSN/EAN : 978-3-540-42666-0 Note générale : Bibliogr. p. [305]-306. Index Langues : Anglais (eng) Mots-clés : Maple  (Computer  file) Probabilities Stochastic  differential  equations Maple  (logiciel) Équations  différentielles  stochastiques Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations. Note de contenu : Contents *Probality basics *Measures and Integral *Randon Variables and Distributions *Parameters of Probability distributions *A Tour of Important Distributions *Numerical Simulations and Statistical Inference *Stochastic Processes *Stochastic Calculus *Stochastic Differential Equations *Numerical Methods for SDEs From elementary probability to stochastic differential equations : with MAPLE [texte imprimé] / Sasha Cyganowski, Auteur ; Peter E. Kloeden, Auteur ; Jerzy Ombach, Auteur . - Springer, 2002 . - XVI-310 p. ; 24 cm. - (Universitext, ISSN 0172-5939) . ISBN : 978-3-540-42666-0 Bibliogr. p. [305]-306. Index Langues : Anglais (eng) Mots-clés : Maple  (Computer  file) Probabilities Stochastic  differential  equations Maple  (logiciel) Équations  différentielles  stochastiques Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations. Note de contenu : Contents *Probality basics *Measures and Integral *Randon Variables and Distributions *Parameters of Probability distributions *A Tour of Important Distributions *Numerical Simulations and Statistical Inference *Stochastic Processes *Stochastic Calculus *Stochastic Differential Equations *Numerical Methods for SDEs

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité	Etat_Exemplaire
047731	519.21 CYG	Papier	Bibliothèque Centrale	Génie Civil	Disponible

Introduction to game theory / Morris, Peter

Public ISBD Titre : Introduction to game theory Type de document : texte imprimé Auteurs : Morris, Peter, Auteur Editeur : Berlin : Springer Année de publication : 1994 Collection : Universitext, ISSN 0172-5939 Importance : XVI-230 p. Présentation : ill. Format : 24 cm ISBN/ISSN/EAN : 978-0-387-94284-1 Note générale : Bibliogr. (p. [223]-225). Index Langues : Anglais (eng) Mots-clés : Game  theory Théorie  des  jeux Index. décimale : 51-8 Jeux mathématiques et divertissements basés sur les mathématiques Résumé : This is a textbook for a course in the theory of games. It is intended for advanced undergraduates and graduate students in mathematics and other quantitative disciplines, e.g., statistics, operations research, etc. It treats the central topics in game theory and is meant to give students a basis from which they can go on to more advanced topics. The subject matter is approached in a mathematically rigorous way, but , within this constraint, an effort is made to keep it interesting and lively. New definitions and topics are motivated as thoroughly as possible. The mathematical prerequisites for understanding the book are modest: basic probability together with a little calculus and linear algebra. Among others, two topics of great current interest are discussed in this book. The idea of iterated Prisoner's Dilemma (super games) is considered. It is specially of great interest to biologists, sociologists and others who use it in studying the evolution of cooperative behavior both in nature and in human society. Also covered are challenging game-playing computer programs. Note de contenu : * Games in Extensive Form * Two-Person Zero-Sum Games * Linear Programming * Solving Matrix Games * Non-Zero-Sum Games * N-Person Cooperative Games * Game Playing Programs * Appendix: Solutions Introduction to game theory [texte imprimé] / Morris, Peter, Auteur . - Springer, 1994 . - XVI-230 p. : ill. ; 24 cm. - (Universitext, ISSN 0172-5939) . ISBN : 978-0-387-94284-1 Bibliogr. (p. [223]-225). Index Langues : Anglais (eng) Mots-clés : Game  theory Théorie  des  jeux Index. décimale : 51-8 Jeux mathématiques et divertissements basés sur les mathématiques Résumé : This is a textbook for a course in the theory of games. It is intended for advanced undergraduates and graduate students in mathematics and other quantitative disciplines, e.g., statistics, operations research, etc. It treats the central topics in game theory and is meant to give students a basis from which they can go on to more advanced topics. The subject matter is approached in a mathematically rigorous way, but , within this constraint, an effort is made to keep it interesting and lively. New definitions and topics are motivated as thoroughly as possible. The mathematical prerequisites for understanding the book are modest: basic probability together with a little calculus and linear algebra. Among others, two topics of great current interest are discussed in this book. The idea of iterated Prisoner's Dilemma (super games) is considered. It is specially of great interest to biologists, sociologists and others who use it in studying the evolution of cooperative behavior both in nature and in human society. Also covered are challenging game-playing computer programs. Note de contenu : * Games in Extensive Form * Two-Person Zero-Sum Games * Linear Programming * Solving Matrix Games * Non-Zero-Sum Games * N-Person Cooperative Games * Game Playing Programs * Appendix: Solutions

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité	Etat_Exemplaire
052151	51-8 MOR	Papier	Bibliothèque Centrale	Mathématiques	Disponible