Introduction To Stochastic Processes

Author by : Erhan Cinlar
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 35
Total Download : 419
File Size : 49,6 Mb
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Description : Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.


Stochastic Processes

Author by : S. R. S. Varadhan
Language : en
Publisher by : American Mathematical Soc.
Format Available : PDF, ePub, Mobi
Total Read : 40
Total Download : 748
File Size : 44,6 Mb
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Description :


Stochastic Processes

Author by : Richard F. Bass
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 58
Total Download : 677
File Size : 40,7 Mb
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Description : This comprehensive guide to stochastic processes gives a complete overview of the theory and addresses the most important applications. Pitched at a level accessible to beginning graduate students and researchers from applied disciplines, it is both a course book and a rich resource for individual readers. Subjects covered include Brownian motion, stochastic calculus, stochastic differential equations, Markov processes, weak convergence of processes and semigroup theory. Applications include the Black–Scholes formula for the pricing of derivatives in financial mathematics, the Kalman–Bucy filter used in the US space program and also theoretical applications to partial differential equations and analysis. Short, readable chapters aim for clarity rather than full generality. More than 350 exercises are included to help readers put their new-found knowledge to the test and to prepare them for tackling the research literature.


Stochastic Processes 2nd Ed

Author by : SHELDON M. ROSS
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 78
Total Download : 499
File Size : 51,8 Mb
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Description : Market_Desc: · Statisticians· Engineers· Computer Scientists· Senior/Graduate Level Students· Professors of Stochastics Processes Special Features: · Focuses on the application of stochastic process with emphasis on queuing networks and reversibility. · Describes processes from a probabilistic instead of an analytical point of view. About The Book: The book provides a non measure theoretic introduction to stochastic processes, probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments, Poisson approximations; and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs.


Adventures In Stochastic Processes

Author by : Sidney I. Resnick
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 38
Total Download : 351
File Size : 48,9 Mb
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Description : 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.


An Introduction To Stochastic Processes

Author by : M. S. Bartlett
Language : en
Publisher by : CUP Archive
Format Available : PDF, ePub, Mobi
Total Read : 15
Total Download : 329
File Size : 52,8 Mb
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Description : Random sequences; Processes in continuous time; Miscellaneous statistical applications; Limiting stochastic operations; Stationary processes; Prediction and communication theory; The statistical analysis of stochastic processes; Correlation analysis of time-series.


Stochastic Processes

Author by : Emanuel Parzen
Language : en
Publisher by : Courier Dover Publications
Format Available : PDF, ePub, Mobi
Total Read : 40
Total Download : 950
File Size : 41,7 Mb
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Description : Originally published: San Francisco: Holden-Day, Inc., 1962; an unabridged republication of the third (1967) printing.


The Theory Of Stochastic Processes

Author by : D.R. Cox
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 71
Total Download : 819
File Size : 54,6 Mb
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Description : The random walk; Markov chains; Markov processes with discrete states in continuous time; Markov processes in continuous time with continuous state space; Non-markovian processes; Stationary processes: time domain; Stationary processes: frequency domain; Point processes; Appendices; Index.


Stochastic Processes

Author by : Narahari Umanath Prabhu
Language : en
Publisher by : World Scientific
Format Available : PDF, ePub, Mobi
Total Read : 63
Total Download : 139
File Size : 44,7 Mb
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Description : Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.


Stochastic Processes

Author by : Jyotiprasad Medhi
Language : en
Publisher by : New Age International
Format Available : PDF, ePub, Mobi
Total Read : 39
Total Download : 345
File Size : 51,5 Mb
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Description : Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.