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Dirk P. Kroese

Professor
School of Mathematics and Physics
The University of Queensland
Brisbane 4072
Australia

+61 7 3365 3277 (Secr.)

Room 67-660 (Priestley)

kroese@maths.uq.edu.au

Kroese D.P. Kroese and Z.I. Botev.
An Advanced Course in Probability and Stochastic Processes, Chapman and Hall/CRC, 2023

Home Page

Order Info: Routledge
Advanced course in probability and stochastic processes

Data Science and Machine Learning Homepage
CRC Press
Simulation and the Monte Carlo method
Wiley
Monte Carlo handbook
Homepage
Wiley
Statistical modeling and computation 2nd edition
Homepage
Springer
Cross-entropy book
Springer

Teaching

  1. Tutorial talk on the CE Method
  2. First-year statistics notes (3Mb)
  3. Second-year probability notes (1Mb)
  4. Monte Carlo lecture notes (4.7Mb)
  5. mySI-net
  6. Consultation hours
Research

  1. Publications
  2. Google Scholar
  3. Research Interests
  4. Research Students
  5. Research Projects
  6. Github
Other

  1. The University of Queensland
  2. School of Mathematics and Physics
  3. The Probability Web
  4. Australian Mathematical Society
  5. Wikipedia Biography

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