This book should be of interest to undergraduate and postgraduate students of probability theory.
This book should be of interest to undergraduate and postgraduate students of probability theory.
1. Introduction 2. The Random Walk 3. Markov Chains 4. Markov Processes with Discrete States in Continuous Time 5. Markov Processes in Continuous Time with Continuous State Space 6. Non-Markovian Processes 7. Stationary Processes: Time Domain 8. Stationary Processes: Frequency Domain 9. Point Processes
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"This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance."-The Australian Journal of Statistics"Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know."-Control"This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it."-ASLIB Book List
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Produktdetaljer

ISBN
9781138460348
Publisert
2017-07-27
Utgiver
Vendor
CRC Press
Vekt
453 gr
Høyde
234 mm
Bredde
156 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
412

Forfatter