The Theory of Stochastic Processes
Published on 4. September 2017
408 pages
978-1-351-40895-0 (ISBN)
Description
This book should be of interest to undergraduate and postgraduate students of probability theory.
Reviews / Votes
"This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance."-The Australian Journal of Statistics
"Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know."
-Control
"This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it."
-ASLIB Book List
More details
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
File size
20,22 MB
ISBN-13
978-1-351-40895-0 (9781351408950)
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
Other editions
Additional editions
D.R. Cox | H.D. Miller
The Theory of Stochastic Processes
Book
07/2017
1st Edition
CRC Press
€297.40
Shipment within 10-20 days
D.R. Cox | H.D. Miller
The Theory of Stochastic Processes
Book
02/1977
1st Edition
Chapman & Hall/CRC
€265.70
Shipment within 10-20 days
Persons
Content
1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes
