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 Ross, Sheldon M.
 2nd ed.  Cambridge ; New York : Cambridge University Press, 2003.
 Description
 Book — xv, 253 p. : ill. ; 24 cm.
 Summary

 1. Probability
 2. Normal random variables
 3. Geometric Brownian motion
 4. Interest rates and present value analysis
 5. Pricing contracts via Arbitrage
 6. The Arbitrage Theorem
 7. The BlackScholes formula
 8. Valuing by expected utility
 9. Exotic options
 10. Beyond geometric Brownian motion models
 11. Autoregressive models and mean reversion
 12. Optimization methods in finance.
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(source: Nielsen Book Data) 9780521814294 20160528
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 Cambridge Core Access limited to one user.
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2. Simulation [1997]
 Ross, Sheldon M.
 2nd ed.  San Diego : Academic Press, c1997.
 Description
 Book — xii, 282 p. : ill. ; 24 cm.
 Summary

 Part 1 Elements of probability: sample space and events axioms of probability conditional probability and independence random variables expectation variance Chebyshev's inequality and the laws of large numbers some discrete random variables continuous random variables conditional expectation and conditional variance problems.
 Part 2 Random numbers: pseudorandom number generation using random numbers to evaluate integrals.
 Part 3 Generating discrete random variables: the inverse transform method generating a Poisson random variable generating binomial random variables the acceptancerejection technique the composition approach.
 Part 4 Generating continuous random variables: the inverse transform algorithm the rejection method the polar method for generating normal random variables generating a Poisson process generating a nonhomogeneous Poisson process.
 Part 5 The discrete event simulation approach: simulation via discrete events a single server queueing system a queueing system with two servers in series a queueing system with two parallel servers an inventory model a repair problem exercising a stock option verification of the simulation model problems.
 Part 6 Statistical analysis of simulated data: the sample means and sample variance interval estimates of a population mean the bootstrapping technique for estimating mean square errors.
 Part 7 Variance reduction techniques: the use of antipathetic variables the use of control variates variance reduction by conditioning stratified sampling importance sampling using common random numbers.
 Part 8 Statistical validation techniques: goodness of fit tests goodness of fit tests when some parameters are unspecified the twosample problem validating the assumption of a nonhomogeneous Poisson process.
 Part 9 Markov chain Monte Carlo methods: Markov chains the HastingsMetropolis algorithm the Gibbs sampler simulated annealing the sampling importance resampling algorithm.
 Part 10 Some additional topics: the alias method for generating discrete random variables simulating a twodimensional Poisson process simulation applications of an identity for sums of Bernoulli random variables estimating probabilities and expected first passage times by using random hazards appendix.
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(source: Nielsen Book Data) 9780125984102 20160528
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QA273 .R82 1997  Unknown 
3. A first course in probability [2019]
 Ross, Sheldon M., author.
 Tenth edition.  Boston : Pearson, 2018.
 Description
 Book — xii, 505 pages : illiustrations ; 26 cm
 Summary

 Combinatorial analysis
 Axioms of probability
 Conditional probability and independence
 Random variables
 Continuous random variables
 Jointly distributed random variables
 Properties of expectation
 Limit theorems
 Additional topics in probability
 Simulation
 Common discrete distributions
 Common continuous distributions.
(source: Nielsen Book Data) 9780134753119 20180924
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MATH15101
 Course
 MATH15101  Introduction to Probability Theory
 Instructor(s)
 Kwan, Matthew
4. Introductory statistics [2017]
 Ross, Sheldon M., author.
 Fourth edition.  London ; San Diego, CA : Academic Press is an imprint of Elsevier, [2017]
 Description
 Book — xxvii, 796 pages ; 25 cm
 Summary

 1. Preface
 2. Introduction to Statistics
 3. Describing Data Sets Using Statistics to Summarize
 4. Data Sets Probability
 5. Discrete Random Variables
 6. Normal Random Variables
 7. Distributions of Sampling
 8. Statistics Estimation Testing
 9. Statistical Hypotheses
 10. Hypothesis Tests Concerning Two Populations
 11. Analysis of Variance Linear Regression
 12. ChiSquared Goodness of Fit Tests
 13. Nonparametric Hypotheses
 14. Tests
 15. Quality Control
 16. Appendices.
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(source: Nielsen Book Data) 9780128043172 20180828
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5. A first course in probability [2014]
 Ross, Sheldon M.
 Ninth edition.  Upper Saddle River, New Jersey : Pearson Education, Inc., [2014]
 Description
 Book — xi, 467 pages ; 26 cm.
 Online
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6. Introduction to probability models [2014]
 Ross, Sheldon M., author.
 Eleventh edition.  Oxford : Academic Press is an imprint of Elsevier, 2014.
 Description
 Book — xv, 767 pages ; 24 cm
 Summary

Sheldon Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a first undergraduate course in applied probability. It introduces elementary probability theory and stochastic processes, and shows how probability theory can be applied fields such as engineering, computer science, management science, the physical and social sciences, and operations research. The hallmark features of this renowned text remain in this eleventh edition: superior writing style; excellent exercises and examples covering the wide breadth of coverage of probability topic; and realworld applications in engineering, science, business and economics. The 65% new chapter material includes coverage of finite capacity queues, insurance risk models, and Markov chains, as well as updated data. * Updated data, and a list of commonly used notations and equations, instructor's solutions manual* Offers new applications of probability models in biology and new material on Point Processes, including the Hawkes process* Introduces elementary probability theory and stochastic processes, and shows how probability theory can be applied in fields such as engineering, computer science, management science, the physical and social sciences, and operations research* Covers finite capacity queues, insurance risk models, and Markov chains * Contains compulsory material for new Exam 3 of the Society of Actuaries including several sections in the new exams* Appropriate for a full year course, this book is written under the assumption that students are familiar with calculus.
(source: Nielsen Book Data) 9780124079489 20160612
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MS&E22101
 Course
 MS&E22101  Stochastic Modeling
 Instructor(s)
 Glynn, Peter W
7. Simulation [2013]
 Ross, Sheldon M.
 Fifth edition.  Amsterdam : Academic Press, 2013.
 Description
 Book — 1 online resource (xii, 310 pages) : illustrations Digital: data file.
 Summary

 Elements of probability
 Random numbers
 Generating discrete random variables
 Generating continuous random variables
 The multivariate normal distribution and copulas
 The discrete event simulation approach
 Statistical analysis of simulated data
 Variance reduction techniques
 Additional variance reduction techniques
 Statistical validation techniques
 Markov chain Monte Carlo methods.
(source: Nielsen Book Data) 9780124158252 20161114
 Online
8. Simulation [electronic resource] [2013]
 Ross, Sheldon M.
 5th ed.  San Diego : Academic Press, c2013.
 Description
 Book — 1 online resource.
 Summary

The 5th edition of Ross's Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This latest edition features allnew material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis. Additionally, the 5th edition expands on Markov chain monte carlo methods, and offers unique information on the alias method for generating discrete random variables. By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, Ross's Simulation, 5th edition presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model. * Additional material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis* Additional material and examples on Markov chain Monte Carlo methods* Unique material on the alias method for generating discrete random variables* Additional material on generating multivariate normal vectors.
(source: Nielsen Book Data) 9780124158252 20161114
 Online

 www.sciencedirect.com ScienceDirect
 Google Books (Full view)
 Ross, Sheldon M.
 Cambridge : Cambridge University Press, 2011.
 Description
 Book — 1 online resource (322 p.) : digital, PDF file(s).
 Summary

 1. Probability
 2. Normal random variables
 3. Geometric Brownian motion
 4. Interest rates and present value analysis
 5. Pricing contracts via arbitrage
 6. The Arbitrage Theorem
 7. The BlackScholes formula
 8. Additional results on options
 9. Valuing by expected utility
 10. Stochastic order relations
 11. Optimization models
 12. Stochastic dynamic programming
 13. Exotic options
 14. Beyond geometric motion models
 15. Autoregressive models and mean reversion.
 (source: Nielsen Book Data)
(source: Nielsen Book Data) 9780521192538 20160610
 Online

 Cambridge Core Access limited to one user.
 Google Books (Full view)
10. A first course in probability [2010]
 Ross, Sheldon M.
 8th ed.  Upper Saddle River, N.J. : Pearson Prentice Hall, c2010.
 Description
 Book — xiii, 530 p. : ill. ; 26 cm.
 Summary

 1. Combinatorial Analysis
 2. Axioms of Probability
 3. Conditional Probability and Independence
 4. Random Variables
 5. Continuous Random Variables
 6. Jointly Distributed Random Variables
 7. Properties of Expectation
 8. Limit Theorems
 9. Additional Topics in Probability
 10. Simulation Appendix A. Answers to Selected Problems Appendix B. Solutions to SelfTest Problems and Exercises Index.
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(source: Nielsen Book Data) 9780136079095 20160527
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Engineering Library (Terman), Science Library (Li and Ma)
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11. Introduction to probability models [2010]
 Ross, Sheldon M.
 10th ed.  Amsterdam ; Boston : Elsevier/Academic Press, c2010.
 Description
 Book — xv, 784 p. : ill. ; 24 cm.
 Summary

Ross' classic bestseller, "Introduction to Probability Models", has been used extensively by professionals and as the primary text for a first undergraduate course in applied probability. It provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries. New to this Edition are 65 per cent new chapter material including coverage of finite capacity queues, insurance risk models and Markov chains. It contains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new exams. It has updated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, test bank, and companion website. it includes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field. Hallmark features: superior writing style; excellent exercises and examples covering the wide breadth of coverage of probability topics; and realworld applications in engineering, science, business and economics.
(source: Nielsen Book Data) 9780123756862 20160528
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MS&E22101
 Course
 MS&E22101  Stochastic Modeling
 Instructor(s)
 Glynn, Peter W
12. Introductory statistics [2010]
 Ross, Sheldon M.
 3rd ed.  Burlington, MA : Academic Press/Elsevier, ©2010.
 Description
 Book — 1 online resource (xxi, 818 pages) : illustrations.
 Summary

 Preface Introduction to Statistics Describing Data Sets Using Statistics to Summarize Data Sets Probability Discrete Random Variables Normal Random Variables Distributions of Sampling Statistics Estimation Testing Statistical Hypotheses Hypothesis Tests Concerning Two Populations Analysis of Variance Linear Regression ChiSquared Goodness of Fit Tests Nonparametric Hypotheses Tests Quality Control Appendices.
 (source: Nielsen Book Data)
(source: Nielsen Book Data) 9780123743886 20170626
13. Introductory statistics [2010]
 Ross, Sheldon M.
 3rd ed.  Amsterdam ; Boston : Academic Press/Elsevier, c2010.
 Description
 Book — xxi, 818 p. : ill. ; 25 cm.
 Summary

 Preface Introduction to Statistics Describing Data Sets Using Statistics to Summarize Data Sets Probability Discrete Random Variables Normal Random Variables Distributions of Sampling Statistics Estimation Testing Statistical Hypotheses Hypothesis Tests Concerning Two Populations Analysis of Variance Linear Regression ChiSquared Goodness of Fit Tests Nonparametric Hypotheses Tests Quality Control Appendices.
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(source: Nielsen Book Data) 9780123743886 20170626
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 Ross, Sheldon M.
 4th ed.  Amsterdam ; Boston : Academic Press, c2009.
 Description
 Book — xv, 664 p. : ill. (some col.) ; 25 cm. + 1 CDROM (4 3/4 in.)
 Summary

This updated text provides a superior introduction to applied probability and statistics for engineering or science majors. It emphasizes the manner in which probability yields insight into statistical problems; ultimately resulting in an intuitive understanding of the statistical procedures most often used by practicing engineers and scientists. Real data sets are incorporated in a wide variety of exercises and examples throughout the book, and this emphasis on data motivates the probability coverage. As with the previous editions, this text has tremendously clear exposition, plus realdata examples and exercises throughout the text. Numerous exercises, examples, and applications apply probability theory to everyday statistical problems and situations. New to the 4th Edition: new chapter on Simulation, Bootstrap Statistical Methods, and Permutation Tests; 20% new updated problem sets and applications, that demonstrate updated applications to engineering as well as biological, physical and computer science; new real data examples that use significant real data from actual studies across life science, engineering, computing and business; and, new end of chapter review material that emphasizes key ideas as well as the risks associated with practical application of the material.
(source: Nielsen Book Data) 9780123704832 20160604
Engineering Library (Terman), Science Library (Li and Ma)
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TA340 .R67 2009  Unknown 
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15. Introduction to probability models [2007]
 Ross, Sheldon M.
 9th ed.  Amsterdam ; Boston : Elsevier/Academic Press, c2007.
 Description
 Book — xviii, 782 p. : ill. ; 24 cm.
 Summary

 Preface
 1. Introduction to Probability Theory
 2. Random Variables
 3. Conditional Probability and Conditional Expectation
 4. Markov Chains
 5. The Exponential Distribution and the Poisson Process
 6. ContinuousTime Markov Chains
 7. Renewal Theory and Its Applications
 8. Queueing Theory
 9. Reliability Theory
 10. Brownian Motion and Stationary Processes
 11. Simulation Appendix: Solutions to Starred Exercises Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data) 9780125980623 20160528
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Engineering Library (Terman), Science Library (Li and Ma)
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16. Introduction to probability models [2007]
 Ross, Sheldon M.
 9th ed.  Amsterdam ; Boston : Academic Press, ©2007.
 Description
 Book — 1 online resource (xviii, 782 pages) : illustrations
 Summary

 Cover
 Title page
 Copyright page
 Contents
 Preface
 Chapter 1. Introduction to Probability Theory
 1.1. Introduction
 1.2. Sample Space and Events
 1.3. Probabilities Defined on Events
 1.4. Conditional Probabilities
 1.5. Independent Events
 1.6. Bayes' Formula
 Exercises
 References
 Chapter 2. Random Variables
 2.1. Random Variables
 2.2. Discrete Random Variables
 2.3. Continuous Random Variables
 2.4. Expectation of a Random Variable
 2.5. Jointly Distributed Random Variables
 2.6. Moment Generating Functions
 2.7. Limit Theorems
 2.8. Stochastic Processes
 Exercises
 References
 Chapter 3. Conditional Probability and Conditional Expectation
 3.1. Introduction
 3.2. The Discrete Case
 3.3. The Continuous Case
 3.4. Computing Expectations by Conditioning
 3.5. Computing Probabilities by Conditioning
 3.6. Some Applications
 3.7. An Identity for Compound Random Variables
 Exercises
 Chapter 4. Markov Chains
 4.1. Introduction
 4.2. ChapmanKolmogorov Equations
 4.3. Classification of States
 4.4. Limiting Probabilities
 4.5. Some Applications
 4.6. Mean Time Spent in Transient States
 4.7. Branching Processes
 4.8. Time Reversible Markov Chains
 4.9. Markov Chain Monte Carlo Methods
 4.10. Markov Decision Processes
 4.11. Hidden Markov Chains
 Exercises
 References
 Chapter 5. The Exponential Distribution and the Poisson Process
 5.1. Introduction
 5.2. The Exponential Distribution
 5.3. The Poisson Process
 5.4. Generalizations of the Poisson Process
 Exercises
 References
 Chapter 6. ContinuousTime Markov Chains
 6.1. Introduction
 6.2. ContinuousTime Markov Chains
 6.3. Birth and Death Processes
 6.4. The Transition Probability Function Pij(t)
 6.5. Limiting Probabilities
 6.6. Time Reversibility
 6.7. Uniformization
 6.8. Computing the Transition Probabilities
 Exercises
 References
 Chapter 7. Renewal Theory and Its Applications
 7.1. Introduction
 7.2. Distribution of N(t)
 7.3. Limit Theorems and Their Applications
 7.4. Renewal Reward Processes
 7.5. Regenerative Processes
 7.6. SemiMarkov Processes
 7.7. The Inspection Paradox
 7.8. Computing the Renewal Function
 7.9. Applications to Patterns
 7.10. The Insurance Ruin Problem
 Exercises
 References
 Chapter 8. Queueing Theory
 8.1. Introduction
 8.2. Preliminaries
 8.3. Exponential Models
 8.4. Network of Queues
 8.5. The System M/G/1
 8.6. Variations on the M/G/1
 8.7. The Model G/M/1
 8.8. A Finite Source Model
 8.9. Multiserver Queues
 Exercises
 References
 Chapter 9. Reliability Theory
 9.1. Introduction
 9.2. Structur.
17. A second course in probability [2007]
 Ross, Sheldon M.
 Boston : ProbabilityBookstore.com, 2007.
 Description
 Book — 210 pages : illustrations ; 25 cm
 Summary

 1. Measure Theory and Laws of Large Numbers
 Introduction
 A NonMeasurable Event
 Countable and Uncountable Sets
 Probability Spaces
 Random Variables
 Expected Value
 Almost Sure Convergence and the Dominated Convergence Theorem
 Convergence in Probablitiy and in Distribution
 Law of Large Numbers and Ergodic Theorem
 Exercises
 2. Stein's Method and Central Limit Theorems
 Introduction
 Coupling
 Poisson Approximation and Le Cam's Theorem
 The SteinChen Method
 Stein's Method for the Geometric Distribution
 Stein's Method for the Normal Distribution
 Exercises
 3. Conditional Expectation and Martingales
 Introduction
 Conditional Expectation
 Martingales
 The Martingale Stopping Theorem
 The HoeffdingAzuma Inequality
 Submartingales, Supermartingales, and a Convergence Theorem
 Exercises
 4. Bounding Probabilities and Expectations
 Introduction
 Jensen's Inequality
 Probability Bounds via the Importance Sampling Identity
 Chernoff Bounds
 Second Moment and Conditional Expectation Inequalities
 The MinMax Identity and Bounds on the Maximum
 Stochastic Orderings
 Exercises
 5. Markov Chains
 Introduction
 The Transition Matrix
 The Strong Markov Property
 Classification of States
 Stationary and Limiting Distributions
 Time Reversibility
 A Mean Passage Time Bound
 Exercises
 6. Renewal Theory
 Introduction
 Some Limit Theorems of Renewal Theory
 Renewal Reward Processes
 6.3.1 Queueing Theory Applications of Renewal Reward Processes
 Blackwell's Theorem
 The Poisson Process
 Exercises
 7. Brownian Motion
 Introduction
 Continuous Time Martingales
 Construction Brownian Motion
 Embedding Variables in Brownian Motion
 The Central Limit Theorem
 Exercises.
 Online
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18. A first course in probability [2006]
 Ross, Sheldon M.
 7th ed.  Upper Saddle River, N.J. : Pearson Prentice Hall, c2006.
 Description
 Book — x, 565 p. : ill. ; 25 cm.
 Summary

 1. Combinatorial Analysis.
 2. Axioms of Probability.
 3. Conditional Probability and Independence.
 4. Random Variables.
 5. Continuous Random Variables.
 6. Jointly Distributed Random Variables.
 7. Properties of Expectation.
 8. Limit Theorems.
 9. Additional Topics in Probability.
 10. Simulation. Appendix A. Answers to Selected Problems. Appendix B. Solutions to SelfTest Problems and Exercises. Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data) 9780132018173 20160527
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Engineering Library (Terman), Science Library (Li and Ma)
19. Simulation [2006]
 Ross, Sheldon M.
 4th ed.  Amsterdam ; Boston : Elsevier Academic Press, ©2006.
 Description
 Book — 1 online resource (xiii, 298 pages) : illustrations
 Summary

 Front Cover; Title Page; Copyright page; Table of Contents; Preface;
 1. Introduction;
 2. Elements of Probability;
 3. Random Numbers;
 4. Generating Discrete Random Variables;
 5. Generating Continuous Random Variables;
 6. The Discrete Event Simulation Approach;
 7. Statistical Analysis of Simulated Data;
 8. Variance Reduction Techniques;
 9. Statistical Validation Techniques;
 10. Markov Chain Monte Carlo Methods;
 11. Some Additional Topics; Index.
20. Simulation [2006]
 Ross, Sheldon M.
 4th ed.  Amsterdam ; Boston : Elsevier Academic Press, c2006.
 Description
 Book — xiii, 298 p. : ill. ; 24 cm.
 Summary

 Preface Introduction Elements of Probability Random Numbers Generating Discrete Random Variables Generating Continuous Random Variables The Discrete Event Simulation Approach Statistical Analysis of Simulated Data Variance Reduction Techniques Statistical Validation Techniques Markov Chain Monte Carlo Methods Some Additional Topics Exercises References Index.
 (source: Nielsen Book Data)
(source: Nielsen Book Data) 9780125980630 20160528
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