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Viser: Adventures in Stochastic Processes
Adventures in Stochastic Processes
Sidney I. Resnick
(1992)
Sprog: Engelsk
om ca. 10 hverdage
Detaljer om varen
- 1. Udgave
- Hardback: 640 sider
- Udgiver: Birkhäuser Boston (September 1992)
- ISBN: 9780817635916
Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.
1. Preliminaries: Discrete Index Sets and/or Discrete State Spaces *
2. Markov Chains *
3. Renewal Theory *
4. Point Processes *
5. Continuous Time Markov Chains *
6. Brownian Motion *
7. The General Random Walk * References * Index