**Applied Probability**

by Paul E Pfeiffer

**Publisher**: Connexions 2008**ISBN/ASIN**: B005JZZMXQ**Number of pages**: 634

**Description**:

This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.

Download or read it online for free here:

**Download link**

(6.2MB, PDF)

Download mirrors:**Mirror 1**

## Similar books

**Almost None of the Theory of Stochastic Processes**

by

**Cosma Rohilla Shalizi**-

**Carnegie Mellon University**

Text for a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will study stochastic processes within the framework of measure-theoretic probability.

(

**12208**views)

**Lecture Notes on Free Probability**

by

**Vladislav Kargin**-

**arXiv**

Contents: Non-commutative Probability Spaces; Distributions; Freeness; Asymptotic Freeness of Random Matrices; Asymptotic Freeness of Haar Unitary Matrices; Free Products of Probability Spaces; Law of Addition; Limit Theorems; Multivariate CLT; etc.

(

**8152**views)

**Advanced Topics in Probability**

by

**S.R.S. Varadhan**-

**New York University**

Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.

(

**10394**views)

**Probability: Theory and Examples**

by

**Rick Durrett**-

**Cambridge University Press**

An introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It concentrates on the results that are the most useful for applications.

(

**15066**views)