Description
Book SynopsisProbability comes of age with this, the first dictionary of probability and its applications in English, which supplies a guide to the concepts and vocabulary of this rapidly expanding field. Besides the basic theory of probability and random processes, applications covered here include financial and insurance mathematics, operations research (including queueing, reliability, and inventories), decision and game theory, optimization, time series, networks, and communication theory, as well as classic problems and paradoxes. The dictionary is reliable, stable, concise, and cohesive. Each entry provides a rigorous definition, a sketch of the context, and a reference pointing the reader to the wider literature. Judicious use of figures makes complex concepts easier to follow without oversimplifying. As the only dictionary on the market, this will be a guiding reference for all those working in, or learning, probability together with its applications.
Trade Review'To construct a dictionary about such an enormous field is a daunting task, and David Stirzaker deserves high praise, first for even attempting to do so, and second for the success he has achieved. A dictionary's usefulness depends on its organisation as well as on the quality of the individual entries, and this book's structure is simple and logical: two initial pages list the abbreviations and symbols, then the main body of 3000-odd entries with easy-to-use cross-referencing, ending with an appendix of probability distributions … I shall be delighted to possess this authoritative tome. It will sit alongside Abramowitz and Steguns' Handbook of Mathematical Functions as a reliable source of enlightenment.' John Haigh, University of Sussex
Table of ContentsPreface; Table of distributions; The dictionary.
