Stochastic Processes: Basic Theory And Its Applications
Basic Theory And Its Applications
Published on 3. October 2007
Book
Hardback
356 pages
978-981-270-626-3 (ISBN)
Description
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Beginning graduate students in pure applied mathematics, engineering and management science, researchers in applied science.
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 233 mm
Width: 160 mm
Thickness: 25 mm
Weight
635 gr
ISBN-13
978-981-270-626-3 (9789812706263)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Content
A Review of Probability Distributions and Their Properties; Definition and Characteristics of a Stochastic Process; Some Important Classes of Stochastic Processes; Stationary Processes; The Brownian Motion and the Poisson Process, Levy Processes; Renewal Processes and Random Walks; Martingales in Discrete Time; Branching Processes; Regenerative Phenomena; Markov Chains; Tauberian Theorems.