Algorithmic Probability: A Collection of Problems, 1st Edition (Hardback) book cover

Algorithmic Probability

A Collection of Problems, 1st Edition

By Marcel F. Neuts

Chapman and Hall/CRC

472 pages

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Hardback: 9780412996917
pub: 1995-07-01

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This unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or engineering literature, Algorithmic Probability emphasizes correct interpretation of numerical results and visualization of the dynamics of stochastic processes.

A significant contribution to the field of applied probability, Algorithmic Probability is ideal both as a secondary text in probability courses and as a reference. Engineers and operations analysts seeking solutions to practical problems will find it a valuable resource, as will advanced undergraduate and graduate students in mathematics, statistics, operations research, industrial and electrical engineering, and computer science.

Table of Contents


Computational Probability: An Introduction

Solving Equations

Functions of Random Variables

Discrete-Time Markov Chains

Continuous-Time Markov Chains

Experimentation and Visualization


Appendix 1: Some Topics from Matrix Analysis

Appendix 2: Phase-Type Distibutions

Appendix 3: The Markovian Arrival Process

Solution to Selected Problems


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Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / Bayesian Analysis