The Theory Of Stochastic Processes

Author by : D.R. Cox
Language : en
Publisher by : Routledge
Format Available : PDF, ePub, Mobi
Total Read : 37
Total Download : 192
File Size : 43,6 Mb
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Description : This book should be of interest to undergraduate and postgraduate students of probability theory.


Adventures In Stochastic Processes

Author by : Sidney I. Resnick
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 92
Total Download : 708
File Size : 55,5 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.


Introduction To Stochastic Processes

Author by : Erhan Cinlar
Language : en
Publisher by : Courier Corporation
Format Available : PDF, ePub, Mobi
Total Read : 28
Total Download : 891
File Size : 50,8 Mb
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Description : This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.


An Introduction To Stochastic Processes

Author by : M. S. Bartlett
Language : en
Publisher by : CUP Archive
Format Available : PDF, ePub, Mobi
Total Read : 48
Total Download : 416
File Size : 51,7 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 2nd Ed

Author by : SHELDON M. ROSS
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 16
Total Download : 959
File Size : 46,8 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.


Stochastic Processes

Author by : Narahari Umanath Prabhu
Language : en
Publisher by : World Scientific
Format Available : PDF, ePub, Mobi
Total Read : 40
Total Download : 817
File Size : 49,8 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 With Applications To Finance

Author by : Masaaki Kijima
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 26
Total Download : 540
File Size : 44,6 Mb
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Description : In recent years, modeling financial uncertainty using stochastic processes has become increasingly important, but it is commonly perceived as requiring a deep mathematical background. Stochastic Processes with Applications to Finance shows that this is not necessarily so. It presents the theory of discrete stochastic processes and their applications in finance in an accessible treatment that strikes a balance between the abstract and the practical. Using an approach that views sophisticated stochastic calculus as based on a simple class of discrete processes-"random walks"-the author first provides an elementary introduction to the relevant areas of real analysis and probability. He then uses random walks to explain the change of measure formula, the reflection principle, and the Kolmogorov backward equation. The Black-Scholes formula is derived as a limit of binomial model, and applications to the pricing of derivative securities are presented. Another primary focus of the book is the pricing of corporate bonds and credit derivatives, which the author explains in terms of discrete default models. By presenting important results in discrete processes and showing how to transfer those results to their continuous counterparts, Stochastic Processes with Applications to Finance imparts an intuitive and practical understanding of the subject. This unique treatment is ideal both as a text for a graduate-level class and as a reference for researchers and practitioners in financial engineering, operations research, and mathematical and statistical finance.


Basics Of Applied Stochastic Processes

Author by : Richard Serfozo
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 66
Total Download : 662
File Size : 46,5 Mb
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Description : Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Markov chains in discrete and continuous time, renewal and regenerative processes, Poisson processes, and Brownian motion. This volume gives an in-depth description of the structure and basic properties of these stochastic processes. A main focus is on equilibrium distributions, strong laws of large numbers, and ordinary and functional central limit theorems for cost and performance parameters. Although these results differ for various processes, they have a common trait of being limit theorems for processes with regenerative increments. Extensive examples and exercises show how to formulate stochastic models of systems as functions of a system’s data and dynamics, and how to represent and analyze cost and performance measures. Topics include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models. The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes, and advanced texts that focus on theoretical aspects of processes.


Stochastic Processes Applied To Physics

Author by : L. Pesquera
Language : en
Publisher by : World Scientific Pub Co Inc
Format Available : PDF, ePub, Mobi
Total Read : 18
Total Download : 553
File Size : 49,9 Mb
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Stochastic Processes

Author by : S. R. S. Varadhan
Language : en
Publisher by : American Mathematical Soc.
Format Available : PDF, ePub, Mobi
Total Read : 77
Total Download : 965
File Size : 41,9 Mb
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Description :