Buch, Englisch, 574 Seiten, Format (B × H): 160 mm x 239 mm, Gewicht: 880 g
Buch, Englisch, 574 Seiten, Format (B × H): 160 mm x 239 mm, Gewicht: 880 g
ISBN: 978-1-4822-5764-9
Verlag: CRC Press
New to the Second Edition
- Completely rewritten part on probability theory—now more than double in size
- New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes
- Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections
- Additional examples, exercises, and figures
Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
PROBABILITY THEORY: RANDOM EVENTS AND THEIR PROBABILITIES. ONE-DIMENSIONAL RANDOM VARIABLES. MULTIDIMENSIONAL RANDOM VARIABLES. FUNCTIONS OF RANDOM VARIABLES. INEQUALITIES AND LIMIT THEOREMS. STOCHASTIC PROCESSES: BASICS OF STOCHASTIC PROCESSES. RANDOM POINT PROCESSES. DISCRETE-TIME MARKOV CHAINS. CONTINUOUS-TIME MARKOV CHAINS. MARTINGALES. BROWNIAN MOTION. SPECTRAL ANALYSIS OF STATIONARY PROCESSES. REFERENCES. INDEX.