Adventures in Stochastic Processes

2002
ISBN: 978-0-8176-3591-6
Verlag: Birkhäuser Boston

Buch, Englisch, 626 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1115 g

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.

Zielgruppe

Research

Autoren/Hrsg.

Resnick, Sidney I.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Elementare Stochastik

Inhaltsverzeichnis

Preface * 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