Denna webbshop är stängd för köp.
Klicka här för mer information

Stochastic Processes
  • Bandtyp: Häftad
  • Språk: Engelska
  • Utgiven: 201507
  • Antal sidor: 336
  • ISBN10:0486796884
  • ISBN13:9780486796888

Stochastic Processes

(Häftad)
Beskrivning:

Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.
Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine conditional probability and conditional expectation, normal processes and covariance stationary processes, and counting processes and Poisson processes. The text concludes with explorations of renewal counting processes, Markov chains, random walks, and birth and death processes, including examples of the wide variety of phenomena to which these stochastic processes may be applied. Numerous examples and exercises complement every section.

Kundrecensioner och bloggar

Sök fler böcker:

Kunder som köpt denna bok har
även köpt:
Skotten i Köpenhamn :  ett reportage om
Uppgång och fall
Uppgång och fall
av Strömquist, Liv
Den allvarsamma leken
Den allvarsamma leken
av Söderberg, Hjalmar
Miniatyrmakaren
Miniatyrmakaren
av Burton, Jessie
Min mors självbiografi
Min mors självbiografi
av Kincaid, Jamaica