Stochastic Processes and Their Applications

1. Auflage 2001
ISBN: 978-0-415-27232-2
Verlag: Taylor & Francis Ltd

Buch, Englisch, 338 Seiten, Format (B × H): 187 mm x 256 mm, Gewicht: 748 g

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.

Autoren/Hrsg.

Beichelt, Frank

Fatti, L. Paul

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik

Inhaltsverzeichnis

Probability Theory. Stochastic Processes. Poisson Processes. Renewal Processes. Discrete-Time Markov Chains. Continuous-Time Markov Chains. Wiener Processes. Spectral Analysis of Stationary Processes.

Über Autor(innen)

Frank Beichelt, L. Paul Fatti