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"Problems in probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds-from students to researchers-will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary text to a course in probability theory, control, and mathematical finance. The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader's basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking. Other problems are meant to develop additional theoretical concepts and tools or to familiarize the reader with various facts that are not necessarily covered in mainstream texts. Additional problems are related to the passage from random walk to Brownian motions and Brownian bridges. The appendix contains a summary of the main results, notation and terminology that are used throughout the book. It also contains additional material from combinatorics, potential theory and Markov chains-subjects that are not covered in the book, but are nevertheless needed for many of the exercises included here."

"Probability with statistical applications offers a practical introduction to probability at all levels with different backgrounds and views towards applications. It also introduces mathematical statistics."

"Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs."

"This study estimates the banking efficiency in the Province of West Sumatera for the years of 2007-2008. Using 19 samples of commercial banks, the estimation applies the Stochastic Frontier Approach (SFA) model in order to analyze the cost efficiency of commercial banks. This study finds that the bank's cost function is significantly affected by price of labors, price of funds, and loans. The results of the banking efficiency estimation show that in annually almost banks have more than 80 percent of the efficiency level. In the average estimation, it also shows the same result. By dividing banks into groups, the estimation shows that the government bank is more efficient than the national private bank."

"A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces."

"Penelitian kinerja efisiensi perbankan ini menggunakan 28 perusahaan perbankan yang terdaftar di Bursa Efek Indonesia untuk data periode 2006 sampai 2007. Kredit yang diberikan adalah sebagai variabel output, sedangkan total dana pihak ketiga (DPK), jumlah karyawan serta total modal adalah sebagai variabel inputnya. Penggunaan Stochastic Frontier Analysis diharapkan dapat memberikan estimasi pengukuran efisiensi yang lebih baik, karena tidak menggunakan salah satu perusahaan sebagai benchmark. Pengolahan data dan analisis data dilakukan dengan bantuan software Frontier 4.1. Beberapa kesimpulan yang dapat ditarik dari penelitian ini adalah bank publik yang memiliki tingkat efisiensi tertinggi untuk periode 2007 adalah Bank Niaga dan Bank Rakyat Indonesia menempatkan posisi terefisien untuk periode 2006. Bank dengan kategori BUMN memiliki tingkat mean (rata-rata) yang lebih tinggi dibandingkan dengan kategori Non BUMN.

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These research on efficiency performance have been conducted on 28 banks listed in Indonesia Stock Exchange for the period of 2006 ? 2007. Loan Granted by Banks as the output variable and third party fund, numbers of employees and total capital as the input variables. In addition, these research also examines the efficiency performance based on the Government Banks and Non Government Banks and to its individual banks. The measurement, which using Stochastic Frontier Analysis is expected to be more adequate than other method, due to benchmarking is not relevan on this method. From this studies, we can conclude that overall Bank Niaga is the most efficient bank in 2007 while Bank Rakya Indonesia is the most efficient bank in 2006. Seems that the government-banks has higher mean efficiency compare to Non government-banks."

"Kebutuhan manusia terus bertambah kompleks, seiring dengan bertambahnya waktu. Dengan ditemukan beberapa teknologi yang pasti membutuhkan raw material, maka sernakin pelik masalah kebutuhan manusia. Sayangnya tidak semua tempat dapat memenuhi atau mencukupi kebutuhan tersebut sendiri, sehingga harus medapatkannya ditempat lain. Pengelolaan dan pengaturan produksi dan distribusi semen menjadi sangat penting karena selama ini demand cenderung lebih besar daripada supply, untuk itu diperlukan suatu sistem pemenuhan kebutuhan yang unik sesuai dengan kondisi yang ada. Berdasarkan pertimbangan diatas, maka skripsi ini dibuat untuk mengadakan suatu pendekatan model dinamik sistem manajemen logistik. Pada skripsi ini dibuat suatu model yang sederhana menggunakan software POWERSIM dengan variabel yang stochastic dengan data artificial. Dari pemodelan dengan data artificial tersebut dapat dilihat hubungan antar variabel-variabel yang random. Terdapat dua kebijakan yang berbeda pada pemenuhan kebutuhan pesanan pada empat region yang berbeda. Dari simulasi yang dijalankan dapat dilihat kinerja pabrik tersebut melalui grafik dan tabel. Uji kebijakan pada skenario ini terletak pada sistem pemenuhan pesanan untuk empat region yang berbeda jaraknya, sehingga didapat Level of service dari pabrik tersebut. Sebagai model dasar maka model ini bersifat sederhana sehingga dapat dikembangkan pada model-model selanjutnya. Berdasarkan hasil yang didapat dari simulasi yang dilakukan pada software POWERSIM dapat disimpulkan efektifitas dari skenario tersebut."

"This book provides the reader with the basic skills and tools of statistics and probability in the context of engineering modeling and analysis. The emphasis is on the application and the reasoning behind the application of these skills and tools for the purpose of enhancing decision making in engineering.The purpose of the book is to ensure that the reader will acquire the required theoretical basis and technical skills such as to feel comfortable with the theory of basic statistics and probability. Moreover, in this book, as opposed to many standard books on the same subject, the perspective is to focus on the use of the theory for the purpose of engineering model building and decision making. This work is suitable for readers with little or no prior knowledge on the subject of statistics and probability."

"Recent advances in system reliability discusses developments in modern reliability theory such as signatures, multi-state systems and statistical inference. It describes the latest achievements in these fields, and covers the application of these achievements to reliability engineering practice. The chapters cover a wide range of new theoretical subjects and have been written by leading experts in reliability theory and its applications. The topics include, concepts and different definitions of signatures (D-spectra), their properties and applications to reliability of coherent systems and network-type structures, Lz-transform of Markov stochastic process and its application to multi-state system reliability analysis, methods for cost-reliability and cost-availability analysis of multi-state systems, optimal replacement and protection strategy, and statistical inference.Recent advances in system reliability presents many examples to illustrate the theoretical results. Real world multi-state systems, such as power generation and transmission, refrigeration, and production systems, are considered in the form of case studies."