Computational Probability Applications
This focuses on the developing field of building probability models with the power of symbolic algebra systems. The book combines the uses of symbolic algebra with probabilistic/stochastic application and highlights the applications in a variety of contex
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Andrew G. Glen Lawrence M. Leemis Editors
Computational Probability Applications
International Series in Operations Research & Management Science Volume 247
Series Editor Camille C. Price Stephen F. Austin State University, TX, USA Associate Series Editor Joe Zhu Worcester Polytechnic Institute, MA, USA Founding Series Editor Frederick S. Hillier Stanford University, CA, USA
More information about this series at http://www.springer.com/series/6161
Andrew G. Glen
•
Lawrence M. Leemis
Editors
Computational Probability Applications
123
Editors Andrew G. Glen Department of Mathematics and Computer Science The Colorado College Colorado Springs, CO, USA
Lawrence M. Leemis Department of Mathematics The College of William and Mary Williamsburg, VA, USA
ISSN 0884-8289 ISSN 2214-7934 (electronic) International Series in Operations Research & Management Science ISBN 978-3-319-43315-8 ISBN 978-3-319-43317-2 (eBook) DOI 10.1007/978-3-319-43317-2 Library of Congress Control Number: 2016960577 © Springer International Publishing Switzerland 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface
In the spring of 1994 at the College of William & Mary, we started work on a project that would end up being a long-lasting source of research. We explored the idea of combining a computer algebra system (Maple V at the time) and probability results to see if the computer could be useful in performing operations on random variables and finding new distributions. Over the next 4 years, a series of procedures written in Maple started to form its own programming language, soon to be called A Probability Programming Language (APPL). Furthermore, the language and the results that the language helped produce were starting to contribute to a field of research we call
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