Introduction to Stochastic Process

A.K. Basu

430 pages, parution le 10/12/2002

Ajouter à une liste

Indisponible

Résumé

This book, suitable for advanced undergraduate, graduate and research courses in such subjects as statistics, applied mathematics, operation research, computer science, different branches of engineering, business and management, economics and life sciences etc., is aimed between elementary probability texts and advanced works on stochastic processes. What distinguishes the text is the illustration of the theorems by examples and applications. The key features of the book are:

Well integrated elementary probability and advanced stochastic processes
Exercises at the end of each chapter with complete solutions (provided separately)
Appendix on second order process, sample path properties of Brownian motion along with stochastic integrals.

Contents

Introduction
Discrete Time Markov Chains
Random Walks
Renewal Theory
Branching Process
Continuous Time Discrete State Markov Processes
Poisson Process
Continuous Time and Continuous State Markov Process
Time Series Analysis
Queuing Theory
Appendices

L'auteur - A.K. Basu

Professor A. K. Basu
Editor of Stochastic Modelling and Applications Department of Statistics, Calcutta University Kolkata-700 019, India

Caractéristiques techniques

	PAPIER
Éditeur(s)	Alpha
Auteur(s)	A.K. Basu
Parution	10/12/2002
Nb. de pages	430
Format	16,3 x 24,6
Couverture	Relié
Poids	837g
Intérieur	Noir et Blanc
EAN13	9781842651056
ISBN13	978-1-84265-105-6