Stochastic Processes and Their Applications

Franck E. Beichelt, L. Paul Fatti

326 pages, parution le 19/02/2002

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Résumé

This book presents stochastic processes in a comprehensive, user-friendly and accessible way containing numerous worked examples. The large number of exercises allows readers to check their understanding of the underlying theory, along with their ability to apply stochastic modelling in their own fields, making the book an excellent basis for self-study. It assumes basic knowledge of calculus and probability theory. The authors also include important proofs and theoretically challenging examples and exercises, thus making the book attractive to those whose interest is more mathematical.

Contents:

Preface
Symbols and Abbreviations

1. Probability Theory
2. Stochastic Processes
3. Poisson Processes
4. Renewal Processes
5. Discrete-Time Markov Chains
6. Continuous-Time Markov Chains
7. Wiener Processes
8. Spectral Analysis of Stationary Processes

Appendix 1
Appendix 2

Answers to Selected Exercises
References
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Taylor and Francis Books
Auteur(s)	Franck E. Beichelt, L. Paul Fatti
Parution	19/02/2002
Nb. de pages	326
Format	17,6 x 25
Couverture	Broché
Poids	743g
Intérieur	Noir et Blanc
EAN13	9780415272322
ISBN13	978-0-415-27232-2