Livres / Probabilités

Farid GABTENI
2016

Network Flows
AHUJA, MAGNANTI and ORLIN
Prentice Hall
1993.
The Probabilistic Method
ALON N. and SPENCER J.
Wiley
1991.
Information Theory
ASH R.B.
Dover
1990.
The Poisson Approximation
BARBOUR A., HOLST F. and JANSON S.
Oxford University Press
1993.
Financial Calculus
BAXTER M. and RENNIE A.
Cambridge University Press
1996.
Quantum information theory. Information Theory : 1948-1998. IEEE Trans. Inform Theory
BENNETT C.H., SHOR P.W.
1998.
Neuro-Dynamic Programming.
BERTSEKAS and TSITSIKLIS
Introduction to Linear Optimization.
BERTSIMAS Dimitris and TSITSIKLIS John N.
Introduction to Stochastic Programming.
BIRGE and LOUVEAUX
Random Graphs
BOLLOBÁS B.
Academic Press
1985.
Online Computation and Competitive Analysis
BORODIN Alan and EL-YANIV Ran
Cambridge University Press
1998.
An Introduction to Probabilistic Modeling.
BREMAUD
Time Series: Theory and Methods
BROCKWELL P. and DAVIS R.
Springer-Verlag
1987.
Lecture Notes on Stochastic Calculus.
CARMONA R.
Elementary Probability Theory with Stochastic Processes
CHUNG K.L.
Springer-Verlag
1975
Introduction to Stochastic Processes.
CINLAR E.
Introduction to Algorithms
CORMEN, LEISERSON and RIVEST
MIT Press
1990.
Principles of Information Theory.
COVER T., THOMAS J.
Mathematics of Diffusion, Oxford, second ed.
CRANK J.
1975.
Text Algorithms
CROCHEMORE and RYTTER
Oxford University Press
1994.
Large deviations techniques and applications., 2nd edition
DEMBO A. and ZEITOUNI O.
Springer
1998.
Dynamic Asset Pricing Theory, 2nd ed.
DUFFIE D.
Princeton University Press
1996.
Probability : Theory and Examples
DURRETT R.
Wadsworth
1991.
An Introduction to Probability Theory and Its Applications
FELLER W.
Wiley
1968.
Communication Theory. Cambridge
GOLDIE C.M. and PINCH R.J.E.
Cambridge University Press
1991.
Probability, an Introduction, 2nd edition
GRIMMETT G.R. and WELSH D.J.A.
1992.
Probability and Random Processes, 2nd edition, Oxford
GRIMMETT G.R., and STIRZAKER D.R.
Clarendon Press
1992.
Quantum Computing. London
GRUSKA J.
Mc Graw-Hill
1999.
Algorithms on Strings, Trees and Sequences
GUSFIELD
Cambridge University Press
1997.
A First Course in Coding Theory
HILL R.
1986.
Random Walks and Random Environments, Vol. 1, Oxford
HUGHES Barry
1996.
Options, Futures, and Other Derivative Securities.
HULL J.
Foundations of Modern Probability
KALLENBERG O.
Springer
1997.
Lectures on the Mathematics of Finance, CRM Monograph Series, Vol.8, American Mathematical Society
KARATZAS I.
1997.
Brownian Motion and Stochastic Calculus.
KARATZAS I. and SHREVE J.
A Second Course in Stochastic Processes
KARLIN S. and TAYLOR H.
Academic Press
1981.
A First Course in Stochastic Processes.
KARLIN S. & TAYLOR H.
Stochastic networks : theory and applications. Royal Statistical Society lecture note series, Oxford
KELLY F.P., ZACHARY S., and ZIEDINS I., editors.
1996.
Quantum computations: algorithms and error corrections. Russian Math. Surveys, no 6, 1191-1249.
KITAEV A.Yu.
1997
Introduction to Stochastic Calculus Applied to Finance
LAMBERTON D. and LAPEYRE B.
Chapman and Hall
1996.
Randomized Algorithms
MOTWANI and RAGHAVAN, Introduction to Stochastic Calculus Applied to Finance, Chapman and Hall, 1996.
Cambridge University Press
1995.
Martingale Methods in Financial Modelling
MUSIELA M. and RUTKOWSKI M.
Springer-Verlag
1997.
Quantum Entropy and Its Use. Berlin
OHYA M. and PETZ D.
Springer-Verlag
1993.
Stochastic Differential Equations: an introduction with applications
OKSENDAL B.
Springer
1992.
Markov Decision Processes.
PUTERMAN
Adventures in Stochastic Processes
RESNICK S.
Birkhäuser Verlag
1994.
Continuous Martingales and Brownian Motion
REVUZ D. and YOR M.
Springer
1991.
The Fokker-Planck Equation, second ed.
RISKEN H.
Springer
1989.
Diffusions, Markov processes, and Martingales, Vol. I (2nd edition)
ROGERS L.C.G. and WILLIAMS D.
Wiley
1994.
A First Course in Probability
ROSS S.
Prentice-Hall
1994.
Introduction to Probability Models, 4th edition
ROSS S.M.
Academic Press
1989.
Stochastic Processes, 2nd edition
ROSS S.
Wiley
1996.
A First Course in Probability, 5th Edition.
SHELDON Ross
Quantum computing. Proc. Int. Congr. Math. Vol. I (Berlin, 1998). Doc. Math., Extra vol. I, 467-486
SHOR P.W.
1998.
Large deviations for performance analysis : queues, communications and computing
SHWARTZ A. and WEISS A.
Chapman and Hall
1995.
Introduction to Percolation Theory, second ed.
STAUFFER D. and AHARONY A.
Taylor & Francis
1992.
Probability Theory and Combinatorial Optimization, CBMS-NSF Regional Conference Series in Applied Mathematics, SIAM.
STEELE J.M.
1997
Elementary Probability
STIRZAKER D.
Cambridge University Press
1994.
Probabilty Theory: an analytic view
STROOCK D.W.
1994.
Random Fields: Analysis and Synthesis.
VANMARCKE E.H.
Codes and Cryptography
WELSH D.J.A.
Oxford University Press
1989.
Probability with Martingales
WILLIAMS D.
Cambridge University Press
1991.