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Probability by Surprise - Contains class notes and applets for teaching an introductory probability class to engineers.
 
Section on Applied Probability - A subdivision of the Institute for Operations Research and the Management Sciences (INFORMS) concerned with the application of probability theory to systems that involve random phenomena, for example, manufacturing, communication network, computer network, service, and financial systems.
 
Steven Shreve's Lectures on Stochastic Calculus and Finance - Notes in probability theory prepared by Prasad Chalasani and Somesh Jha, with a strong bias towards financial modeling and option pricing.
 
Stochastic Calculus Notes - These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.
 
Stochastic Processes and Stochastic Integration - An online course by Marcus Pivato. Also covers discrete-time Markov processes, Brownian motions, Levy and Poisson processes.
 
The Collector's Problem and the Two-Dimensional Factorial - In finding a new solution to a classic probability problem concerning the collection of items in a set, a new and useful recursive function has been found, the "two-dimensional factorial."
 
The Probability Web - A collection of pages maintained by Bob Dobrow to serve people with interests in probability theory and its applications.
 
Virtual Laboratories in Probability and Statistics - Interactive course by Kyle Siegrist.
 
 

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