Buch, Englisch, 916 Seiten, Format (B × H): 183 mm x 259 mm, Gewicht: 2110 g
From Applications to Theory
Buch, Englisch, 916 Seiten, Format (B × H): 183 mm x 259 mm, Gewicht: 2110 g
Reihe: Chapman & Hall/CRC Texts in Statistical Science
ISBN: 978-1-4987-0183-9
Verlag: CRC Press
Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
Zielgruppe
This book is intended for MA and PhD students in mathematics and statistics who are studying stochastic processes.
Autoren/Hrsg.
Weitere Infos & Material
An illustrated guide. Motivating examples. Selected topics. Computational & theoretical aspects. Stochastic simulation. Simulation toolbox. Monte Carlo integration. Some illustrations. Discrete time processes. Markov chains. Analysis toolbox. Computational toolbox. Continuous time processes. Poisson processes. Markov chain embeddings. Jump processes. Piecewise deterministic processes. Diffusion processes. Jump diffusion processes. Nonlinear jump diffusion processes. Stochastic analysis toolbox. Path space measures. Processes on manifolds. Stochastic differential calculus on manifolds. Parameterizations and charts. Stochastic calculus in chart spaces. Some analytical aspects. Some illustrations. Some application areas. Simple random walks. Iterated random functions. Computational & Statistical physics. Dynamic population models. Gambling, ranking and control. Mathematical finance.
